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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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This is the complete list of members for DiscretizedOption, including all inherited members.
| adjustValues() | DiscretizedAsset | |
| applyExerciseCondition() (defined in DiscretizedOption) | DiscretizedOption | protected |
| CouponAdjustment enum name | DiscretizedAsset | protected |
| DiscretizedAsset() (defined in DiscretizedAsset) | DiscretizedAsset | |
| DiscretizedOption(ext::shared_ptr< DiscretizedAsset > underlying, Exercise::Type exerciseType, std::vector< Time > exerciseTimes) (defined in DiscretizedOption) | DiscretizedOption | |
| exerciseTimes_ (defined in DiscretizedOption) | DiscretizedOption | protected |
| exerciseType_ (defined in DiscretizedOption) | DiscretizedOption | protected |
| initialize(const ext::shared_ptr< Lattice > &, Time t) (defined in DiscretizedAsset) | DiscretizedAsset | |
| isOnTime(Time t) const | DiscretizedAsset | protected |
| latestPostAdjustment_ (defined in DiscretizedAsset) | DiscretizedAsset | protected |
| latestPreAdjustment_ (defined in DiscretizedAsset) | DiscretizedAsset | protected |
| mandatoryTimes() const override | DiscretizedOption | virtual |
| method() const (defined in DiscretizedAsset) | DiscretizedAsset | |
| partialRollback(Time to) (defined in DiscretizedAsset) | DiscretizedAsset | |
| postAdjustValues() | DiscretizedAsset | |
| postAdjustValuesImpl() override | DiscretizedOption | protectedvirtual |
| preAdjustValues() | DiscretizedAsset | |
| preAdjustValuesImpl() | DiscretizedAsset | protectedvirtual |
| presentValue() (defined in DiscretizedAsset) | DiscretizedAsset | |
| reset(Size size) override | DiscretizedOption | virtual |
| rollback(Time to) (defined in DiscretizedAsset) | DiscretizedAsset | |
| time() const (defined in DiscretizedAsset) | DiscretizedAsset | |
| time() (defined in DiscretizedAsset) | DiscretizedAsset | |
| time_ (defined in DiscretizedAsset) | DiscretizedAsset | protected |
| underlying_ (defined in DiscretizedOption) | DiscretizedOption | protected |
| values() const (defined in DiscretizedAsset) | DiscretizedAsset | |
| values() (defined in DiscretizedAsset) | DiscretizedAsset | |
| values_ (defined in DiscretizedAsset) | DiscretizedAsset | protected |
| ~DiscretizedAsset()=default (defined in DiscretizedAsset) | DiscretizedAsset | virtual |