Member List

### A free/open-source library for quantitative finance

FFTEngine Member List
This is the complete list of members for FFTEngine, including all inherited members.

calculate() const (defined in FFTEngine) | FFTEngine |
calculateUncached(boost::shared_ptr< StrikedTypePayoff > payoff, boost::shared_ptr< Exercise > exercise) const (defined in FFTEngine) | FFTEngine | `[protected]`
clone() const =0 (defined in FFTEngine) | FFTEngine | `[pure virtual]`
complexFourierTransform(std::complex< Real > u) const =0 (defined in FFTEngine) | FFTEngine | `[protected, pure virtual]`
discountFactor(Date d) const =0 (defined in FFTEngine) | FFTEngine | `[protected, pure virtual]`
dividendYield(Date d) const =0 (defined in FFTEngine) | FFTEngine | `[protected, pure virtual]`
FFTEngine(const boost::shared_ptr< StochasticProcess1D > &process, Real logStrikeSpacing) (defined in FFTEngine) | FFTEngine |
lambda_ (defined in FFTEngine) | FFTEngine | `[protected]`
precalculate(const std::vector< boost::shared_ptr< Instrument > > &optionList) (defined in FFTEngine) | FFTEngine |
precalculateExpiry(Date d)=0 (defined in FFTEngine) | FFTEngine | `[protected, pure virtual]`
process_ (defined in FFTEngine) | FFTEngine | `[protected]`
update() (defined in FFTEngine) | FFTEngine |