QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.12

MargrabeOption Member List

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

additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | mutableprotected
alwaysForward_ (defined in LazyObject) | LazyObject | mutableprotected
alwaysForwardNotifications() | LazyObject |
calculate() const | Instrument | protectedvirtual
calculated_ (defined in LazyObject) | LazyObject | mutableprotected
Call enum value (defined in Option) | Option |
deepUpdate() | Observer | virtual
delta() const (defined in MultiAssetOption) | MultiAssetOption |
delta1() const (defined in MargrabeOption) | MargrabeOption |
delta1_ (defined in MargrabeOption) | MargrabeOption | mutableprotected
delta2() const (defined in MargrabeOption) | MargrabeOption |
delta2_ (defined in MargrabeOption) | MargrabeOption | mutableprotected
delta_ (defined in MultiAssetOption) | MultiAssetOption | mutableprotected
dividendRho() const (defined in MultiAssetOption) | MultiAssetOption |
dividendRho_ (defined in MultiAssetOption) | MultiAssetOption | mutableprotected
engine_ (defined in Instrument) | Instrument | protected
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | mutableprotected
exercise() (defined in Option) | Option |
exercise_ (defined in Option) | Option | protected
fetchResults(const PricingEngine::results *) const | MargrabeOption | virtual
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | mutableprotected
gamma() const (defined in MultiAssetOption) | MultiAssetOption |
gamma1() const (defined in MargrabeOption) | MargrabeOption |
gamma1_ (defined in MargrabeOption) | MargrabeOption | mutableprotected
gamma2() const (defined in MargrabeOption) | MargrabeOption |
gamma2_ (defined in MargrabeOption) | MargrabeOption | mutableprotected
gamma_ (defined in MultiAssetOption) | MultiAssetOption | mutableprotected
Instrument() (defined in Instrument) | Instrument |
isExpired() const | MultiAssetOption | virtual
iterator typedef (defined in Observer) | Observer |
LazyObject() (defined in LazyObject) | LazyObject |
MargrabeOption(Integer Q1, Integer Q2, const boost::shared_ptr< Exercise > &) (defined in MargrabeOption) | MargrabeOption |
MultiAssetOption(const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &) (defined in MultiAssetOption) | MultiAssetOption |
notifyObservers() | Observable |
NPV() const | Instrument |
NPV_ (defined in Instrument) | Instrument | mutableprotected
Observable() (defined in Observable) | Observable |
Observable(const Observable &) (defined in Observable) | Observable |
Observer() (defined in Observer) | Observer |
Observer(const Observer &) (defined in Observer) | Observer |
operator<<(std::ostream &, Option::Type) | Option | related
QuantLib::operator=(const Observable &) | Observable |
operator=(const Observer &) (defined in Observer) | Observer |
Option(const boost::shared_ptr< Payoff > &payoff, const boost::shared_ptr< Exercise > &exercise) (defined in Option) | Option |
payoff() (defined in Option) | Option |
payoff_ (defined in Option) | Option | protected
performCalculations() const | Instrument | protectedvirtual
Put enum value (defined in Option) | Option |
Q1_ (defined in MargrabeOption) | MargrabeOption | protected
Q2_ (defined in MargrabeOption) | MargrabeOption | protected
recalculate() | LazyObject |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const boost::shared_ptr< Observer > &) | Observer |
result(const std::string &tag) const | Instrument |
rho() const (defined in MultiAssetOption) | MultiAssetOption |
rho_ (defined in MultiAssetOption) | MultiAssetOption | mutableprotected
set_type typedef (defined in Observer) | Observer |
setPricingEngine(const boost::shared_ptr< PricingEngine > &) | Instrument |
setupArguments(PricingEngine::arguments *) const | MargrabeOption | virtual
setupExpired() const | MultiAssetOption | protectedvirtual
theta() const (defined in MultiAssetOption) | MultiAssetOption |
theta_ (defined in MultiAssetOption) | MultiAssetOption | mutableprotected
Type enum name (defined in Option) | Option |
unfreeze() | LazyObject |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | LazyObject | virtual
valuationDate() const | Instrument |
valuationDate_ (defined in Instrument) | Instrument | mutableprotected
vega() const (defined in MultiAssetOption) | MultiAssetOption |
vega_ (defined in MultiAssetOption) | MultiAssetOption | mutableprotected
~LazyObject() (defined in LazyObject) | LazyObject | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual