QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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ReplicatingVarianceSwapEngine Member List

This is the complete list of members for ReplicatingVarianceSwapEngine, including all inherited members.

calculate() const override (defined in ReplicatingVarianceSwapEngine)ReplicatingVarianceSwapEnginevirtual
computeLogPayoff(Real, Real) const (defined in ReplicatingVarianceSwapEngine)ReplicatingVarianceSwapEngineprotected
computeOptionWeights(const std::vector< Real > &, Option::Type, weights_type &optionWeights) const (defined in ReplicatingVarianceSwapEngine)ReplicatingVarianceSwapEngineprotected
computeReplicatingPortfolio(const weights_type &optionWeights) const (defined in ReplicatingVarianceSwapEngine)ReplicatingVarianceSwapEngineprotected
deepUpdate()Observervirtual
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
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
ReplicatingVarianceSwapEngine(ext::shared_ptr< GeneralizedBlackScholesProcess > process, Real dk=5.0, const std::vector< Real > &callStrikes=std::vector< Real >(), const std::vector< Real > &putStrikes=std::vector< Real >()) (defined in ReplicatingVarianceSwapEngine)ReplicatingVarianceSwapEngine
residualTime() const (defined in ReplicatingVarianceSwapEngine)ReplicatingVarianceSwapEngineprotected
riskFreeDiscount() const (defined in ReplicatingVarianceSwapEngine)ReplicatingVarianceSwapEngineprotected
riskFreeRate() const (defined in ReplicatingVarianceSwapEngine)ReplicatingVarianceSwapEngineprotected
underlying() const (defined in ReplicatingVarianceSwapEngine)ReplicatingVarianceSwapEngineprotected
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update() overrideGenericEngine< VarianceSwap::arguments, VarianceSwap::results >virtual
weights_type typedef (defined in ReplicatingVarianceSwapEngine)ReplicatingVarianceSwapEngine
~Observable()=default (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~PricingEngine() override=default (defined in PricingEngine)PricingEngine