Member List

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

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

additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | `[mutable, protected]`
arguments typedef (defined in QuantoBarrierOption) | QuantoBarrierOption |
barrier_ (defined in BarrierOption) | BarrierOption | `[protected]`
BarrierOption(Barrier::Type barrierType, Real barrier, Real rebate, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise) (defined in BarrierOption) | BarrierOption |
barrierType_ (defined in BarrierOption) | BarrierOption | `[protected]`
calculate() const | Instrument | `[protected, virtual]`
calculated_ (defined in LazyObject) | LazyObject | `[mutable, protected]`
Call enum value (defined in Option) | Option |
delta() const (defined in OneAssetOption) | OneAssetOption |
delta_ (defined in OneAssetOption) | OneAssetOption | `[mutable, protected]`
deltaForward() const (defined in OneAssetOption) | OneAssetOption |
deltaForward_ (defined in OneAssetOption) | OneAssetOption | `[mutable, protected]`
dividendRho() const (defined in OneAssetOption) | OneAssetOption |
dividendRho_ (defined in OneAssetOption) | OneAssetOption | `[mutable, protected]`
elasticity() const (defined in OneAssetOption) | OneAssetOption |
elasticity_ (defined in OneAssetOption) | OneAssetOption | `[mutable, protected]`
engine_ (defined in Instrument) | Instrument | `[protected]`
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | `[mutable, protected]`
exercise() (defined in Option) | Option |
exercise_ (defined in Option) | Option | `[protected]`
fetchResults(const PricingEngine::results *) const | QuantoBarrierOption | `[virtual]`
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | `[mutable, protected]`
gamma() const (defined in OneAssetOption) | OneAssetOption |
gamma_ (defined in OneAssetOption) | OneAssetOption | `[mutable, protected]`
impliedVolatility(Real price, const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Real accuracy=1.0e-4, Size maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) const | BarrierOption |
Instrument() (defined in Instrument) | Instrument |
isExpired() const | OneAssetOption | `[virtual]`
itmCashProbability() const (defined in OneAssetOption) | OneAssetOption |
itmCashProbability_ (defined in OneAssetOption) | OneAssetOption | `[mutable, protected]`
LazyObject() (defined in LazyObject) | LazyObject |
notifyObservers() | Observable |
NPV() const | Instrument |
NPV_ (defined in Instrument) | Instrument | `[mutable, protected]`
Observable() (defined in Observable) | Observable |
Observable(const Observable &) (defined in Observable) | Observable |
Observer() (defined in Observer) | Observer |
Observer(const Observer &) (defined in Observer) | Observer |
OneAssetOption(const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &) (defined in OneAssetOption) | OneAssetOption |
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 | `[protected, virtual]`
Put enum value (defined in Option) | Option |
qlambda() const (defined in QuantoBarrierOption) | QuantoBarrierOption |
qrho() const (defined in QuantoBarrierOption) | QuantoBarrierOption |
QuantoBarrierOption(Barrier::Type barrierType, Real barrier, Real rebate, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise) (defined in QuantoBarrierOption) | QuantoBarrierOption |
qvega() const (defined in QuantoBarrierOption) | QuantoBarrierOption |
rebate_ (defined in BarrierOption) | BarrierOption | `[protected]`
recalculate() | LazyObject |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
result(const std::string &tag) const | Instrument |
results typedef (defined in QuantoBarrierOption) | QuantoBarrierOption |
rho() const (defined in OneAssetOption) | OneAssetOption |
rho_ (defined in OneAssetOption) | OneAssetOption | `[mutable, protected]`
setPricingEngine(const boost::shared_ptr< PricingEngine > &) | Instrument |
setupArguments(PricingEngine::arguments *) const | BarrierOption | `[virtual]`
strikeSensitivity() const (defined in OneAssetOption) | OneAssetOption |
strikeSensitivity_ (defined in OneAssetOption) | OneAssetOption | `[mutable, protected]`
theta() const (defined in OneAssetOption) | OneAssetOption |
theta_ (defined in OneAssetOption) | OneAssetOption | `[mutable, protected]`
thetaPerDay() const (defined in OneAssetOption) | OneAssetOption |
thetaPerDay_ (defined in OneAssetOption) | OneAssetOption | `[mutable, protected]`
Type enum name (defined in Option) | Option |
unfreeze() | LazyObject |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
update() | LazyObject | `[virtual]`
valuationDate() const | Instrument |
valuationDate_ (defined in Instrument) | Instrument | `[mutable, protected]`
vega() const (defined in OneAssetOption) | OneAssetOption |
vega_ (defined in OneAssetOption) | OneAssetOption | `[mutable, protected]`
~LazyObject() (defined in LazyObject) | LazyObject | `[virtual]`
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`