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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 OperatorSplittingSpreadEngine, including all inherited members.
| calculate(Real f1, Real f2, Real strike, Option::Type optionType, Real variance1, Real variance2, DiscountFactor df) const override (defined in OperatorSplittingSpreadEngine) | OperatorSplittingSpreadEngine | protected |
| calculate() const override (defined in SpreadBlackScholesVanillaEngine) | SpreadBlackScholesVanillaEngine | |
| deepUpdate() | Observer | virtual |
| First enum value (defined in OperatorSplittingSpreadEngine) | OperatorSplittingSpreadEngine | |
| iterator typedef (defined in Observer) | Observer | |
| notifyObservers() | Observable | |
| Observable()=default (defined in Observable) | Observable | |
| Observable(const Observable &) (defined in Observable) | Observable | |
| Observable(Observable &&)=delete (defined in Observable) | Observable | |
| Observer()=default (defined in Observer) | Observer | |
| Observer(const Observer &) (defined in Observer) | Observer | |
| QuantLib::operator=(const Observable &) | Observable | |
| operator=(Observable &&)=delete (defined in Observable) | Observable | |
| operator=(const Observer &) (defined in Observer) | Observer | |
| OperatorSplittingSpreadEngine(ext::shared_ptr< GeneralizedBlackScholesProcess > process1, ext::shared_ptr< GeneralizedBlackScholesProcess > process2, Real correlation, Order order=Second) (defined in OperatorSplittingSpreadEngine) | OperatorSplittingSpreadEngine | |
| Order enum name (defined in OperatorSplittingSpreadEngine) | OperatorSplittingSpreadEngine | |
| order_ (defined in OperatorSplittingSpreadEngine) | OperatorSplittingSpreadEngine | protected |
| process1_ (defined in SpreadBlackScholesVanillaEngine) | SpreadBlackScholesVanillaEngine | protected |
| process2_ (defined in SpreadBlackScholesVanillaEngine) | SpreadBlackScholesVanillaEngine | protected |
| registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| rho_ (defined in SpreadBlackScholesVanillaEngine) | SpreadBlackScholesVanillaEngine | protected |
| Second enum value (defined in OperatorSplittingSpreadEngine) | OperatorSplittingSpreadEngine | |
| SpreadBlackScholesVanillaEngine(ext::shared_ptr< GeneralizedBlackScholesProcess > process1, ext::shared_ptr< GeneralizedBlackScholesProcess > process2, Real correlation) (defined in SpreadBlackScholesVanillaEngine) | SpreadBlackScholesVanillaEngine | |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() override | GenericEngine< BasketOption::arguments, BasketOption::results > | virtual |
| ~Observable()=default (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |
| ~PricingEngine() override=default (defined in PricingEngine) | PricingEngine |