Member List

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

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

addOnTerm(Real phi, Time t, Size j) const (defined in AnalyticHestonEngine) | AnalyticHestonEngine | `[protected, virtual]`
AnalyticHestonEngine(const boost::shared_ptr< HestonModel > &model, Real relTolerance, Size maxEvaluations) (defined in AnalyticHestonEngine) | AnalyticHestonEngine |
AnalyticHestonEngine(const boost::shared_ptr< HestonModel > &model, Size integrationOrder=144) (defined in AnalyticHestonEngine) | AnalyticHestonEngine |
AnalyticHestonEngine(const boost::shared_ptr< HestonModel > &model, ComplexLogFormula cpxLog, const Integration &itg) (defined in AnalyticHestonEngine) | AnalyticHestonEngine |
arguments_ (defined in GenericEngine< VanillaOption::arguments, VanillaOption::results >) | GenericEngine< VanillaOption::arguments, VanillaOption::results > | `[mutable, protected]`
BranchCorrection enum value (defined in AnalyticHestonEngine) | AnalyticHestonEngine |
calculate() const (defined in AnalyticHestonEngine) | AnalyticHestonEngine | `[virtual]`
ComplexLogFormula enum name (defined in AnalyticHestonEngine) | AnalyticHestonEngine |
doCalculation(Real riskFreeDiscount, Real dividendDiscount, Real spotPrice, Real strikePrice, Real term, Real kappa, Real theta, Real sigma, Real v0, Real rho, const TypePayoff &type, const Integration &integration, const ComplexLogFormula cpxLog, const AnalyticHestonEngine *const enginePtr, Real &value, Size &evaluations) (defined in AnalyticHestonEngine) | AnalyticHestonEngine | `[static]`
Gatheral enum value (defined in AnalyticHestonEngine) | AnalyticHestonEngine |
GenericModelEngine(const Handle< HestonModel > &model=Handle< HestonModel >()) (defined in GenericModelEngine< HestonModel, VanillaOption::arguments, VanillaOption::results >) | GenericModelEngine< HestonModel, VanillaOption::arguments, VanillaOption::results > |
GenericModelEngine(const boost::shared_ptr< HestonModel > &model) (defined in GenericModelEngine< HestonModel, VanillaOption::arguments, VanillaOption::results >) | GenericModelEngine< HestonModel, VanillaOption::arguments, VanillaOption::results > |
getArguments() const (defined in GenericEngine< VanillaOption::arguments, VanillaOption::results >) | GenericEngine< VanillaOption::arguments, VanillaOption::results > | `[virtual]`
getResults() const (defined in GenericEngine< VanillaOption::arguments, VanillaOption::results >) | GenericEngine< VanillaOption::arguments, VanillaOption::results > | `[virtual]`
model_ (defined in GenericModelEngine< HestonModel, VanillaOption::arguments, VanillaOption::results >) | GenericModelEngine< HestonModel, VanillaOption::arguments, VanillaOption::results > | `[protected]`
notifyObservers() | Observable |
numberOfEvaluations() const (defined in AnalyticHestonEngine) | AnalyticHestonEngine |
Observable() (defined in Observable) | Observable |
Observable(const Observable &) (defined in Observable) | Observable |
Observer() (defined in Observer) | Observer |
Observer(const Observer &) (defined in Observer) | Observer |
QuantLib::operator=(const Observable &) | Observable |
operator=(const Observer &) (defined in Observer) | Observer |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
reset() (defined in GenericEngine< VanillaOption::arguments, VanillaOption::results >) | GenericEngine< VanillaOption::arguments, VanillaOption::results > | `[virtual]`
results_ (defined in GenericEngine< VanillaOption::arguments, VanillaOption::results >) | GenericEngine< VanillaOption::arguments, VanillaOption::results > | `[mutable, protected]`
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
update() | GenericEngine< VanillaOption::arguments, VanillaOption::results > | `[virtual]`
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`
~PricingEngine() (defined in PricingEngine) | PricingEngine | `[virtual]`