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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 FdBlackScholesVanillaEngine, including all inherited members.
| calculate() const override (defined in FdBlackScholesVanillaEngine) | FdBlackScholesVanillaEngine | |
| CashDividendModel enum name (defined in FdBlackScholesVanillaEngine) | FdBlackScholesVanillaEngine | |
| Escrowed enum value (defined in FdBlackScholesVanillaEngine) | FdBlackScholesVanillaEngine | |
| FdBlackScholesVanillaEngine(ext::shared_ptr< GeneralizedBlackScholesProcess >, Size tGrid=100, Size xGrid=100, Size dampingSteps=0, const FdmSchemeDesc &schemeDesc=FdmSchemeDesc::Douglas(), bool localVol=false, Real illegalLocalVolOverwrite=-Null< Real >(), CashDividendModel cashDividendModel=Spot) (defined in FdBlackScholesVanillaEngine) | FdBlackScholesVanillaEngine | explicit |
| FdBlackScholesVanillaEngine(ext::shared_ptr< GeneralizedBlackScholesProcess >, DividendSchedule dividends, Size tGrid=100, Size xGrid=100, Size dampingSteps=0, const FdmSchemeDesc &schemeDesc=FdmSchemeDesc::Douglas(), bool localVol=false, Real illegalLocalVolOverwrite=-Null< Real >(), CashDividendModel cashDividendModel=Spot) (defined in FdBlackScholesVanillaEngine) | FdBlackScholesVanillaEngine | |
| FdBlackScholesVanillaEngine(ext::shared_ptr< GeneralizedBlackScholesProcess >, ext::shared_ptr< FdmQuantoHelper > quantoHelper, Size tGrid=100, Size xGrid=100, Size dampingSteps=0, const FdmSchemeDesc &schemeDesc=FdmSchemeDesc::Douglas(), bool localVol=false, Real illegalLocalVolOverwrite=-Null< Real >(), CashDividendModel cashDividendModel=Spot) (defined in FdBlackScholesVanillaEngine) | FdBlackScholesVanillaEngine | |
| FdBlackScholesVanillaEngine(ext::shared_ptr< GeneralizedBlackScholesProcess >, DividendSchedule dividends, ext::shared_ptr< FdmQuantoHelper > quantoHelper, Size tGrid=100, Size xGrid=100, Size dampingSteps=0, const FdmSchemeDesc &schemeDesc=FdmSchemeDesc::Douglas(), bool localVol=false, Real illegalLocalVolOverwrite=-Null< Real >(), CashDividendModel cashDividendModel=Spot) (defined in FdBlackScholesVanillaEngine) | FdBlackScholesVanillaEngine | |
| Spot enum value (defined in FdBlackScholesVanillaEngine) | FdBlackScholesVanillaEngine |