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A free/open-source library for quantitative finance Reference manual - version 1.6

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FDDividendEngineShiftScale< Scheme > Member List

This is the complete list of members for FDDividendEngineShiftScale< Scheme >, including all inherited members.

bc_type typedef (defined in FDVanillaEngine) | FDVanillaEngine | protected
BCs_ (defined in FDVanillaEngine) | FDVanillaEngine | mutableprotected
calculate(PricingEngine::results *) const (defined in FDMultiPeriodEngine< Scheme >) | FDMultiPeriodEngine< Scheme > | protectedvirtual
center_ (defined in FDVanillaEngine) | FDVanillaEngine | mutableprotected
ensureStrikeInGrid() const (defined in FDVanillaEngine) | FDVanillaEngine | protected
events_ (defined in FDMultiPeriodEngine< Scheme >) | FDMultiPeriodEngine< Scheme > | mutableprotected
exerciseDate_ (defined in FDVanillaEngine) | FDVanillaEngine | mutableprotected
FDDividendEngineBase(const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps=100, Size gridPoints=100, bool timeDependent=false) (defined in FDDividendEngineBase< Scheme >) | FDDividendEngineBase< Scheme > |
FDDividendEngineShiftScale(const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps=100, Size gridPoints=100, bool timeDependent=false) (defined in FDDividendEngineShiftScale< Scheme >) | FDDividendEngineShiftScale< Scheme > |
FDMultiPeriodEngine(const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps=100, Size gridPoints=100, bool timeDependent=false) (defined in FDMultiPeriodEngine< Scheme >) | FDMultiPeriodEngine< Scheme > | protected
FDVanillaEngine(const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps, Size gridPoints, bool timeDependent=false) (defined in FDVanillaEngine) | FDVanillaEngine |
finiteDifferenceOperator_ (defined in FDVanillaEngine) | FDVanillaEngine | mutableprotected
getDiscountedDividend(Size i) const (defined in FDDividendEngineBase< Scheme >) | FDDividendEngineBase< Scheme > | protected
getDividendAmount(Size i) const (defined in FDDividendEngineBase< Scheme >) | FDDividendEngineBase< Scheme > | protected
getDividendTime(Size i) const (defined in FDMultiPeriodEngine< Scheme >) | FDMultiPeriodEngine< Scheme > | protected
getResidualTime() const (defined in FDVanillaEngine) | FDVanillaEngine | protectedvirtual
grid() const (defined in FDVanillaEngine) | FDVanillaEngine |
gridPoints_ (defined in FDVanillaEngine) | FDVanillaEngine | protected
initializeBoundaryConditions() const (defined in FDVanillaEngine) | FDVanillaEngine | protectedvirtual
initializeInitialCondition() const (defined in FDVanillaEngine) | FDVanillaEngine | protectedvirtual
initializeModel() const (defined in FDMultiPeriodEngine< Scheme >) | FDMultiPeriodEngine< Scheme > | protectedvirtual
initializeOperator() const (defined in FDVanillaEngine) | FDVanillaEngine | protectedvirtual
initializeStepCondition() const (defined in FDMultiPeriodEngine< Scheme >) | FDMultiPeriodEngine< Scheme > | protectedvirtual
intrinsicValues_ (defined in FDVanillaEngine) | FDVanillaEngine | mutableprotected
model_ (defined in FDMultiPeriodEngine< Scheme >) | FDMultiPeriodEngine< Scheme > | mutableprotected
model_type typedef (defined in FDMultiPeriodEngine< Scheme >) | FDMultiPeriodEngine< Scheme > | protected
payoff_ (defined in FDVanillaEngine) | FDVanillaEngine | mutableprotected
prices_ (defined in FDMultiPeriodEngine< Scheme >) | FDMultiPeriodEngine< Scheme > | mutableprotected
process_ (defined in FDVanillaEngine) | FDVanillaEngine | protected
setGridLimits(Real, Time) const (defined in FDVanillaEngine) | FDVanillaEngine | protectedvirtual
setupArguments(const PricingEngine::arguments *) const (defined in FDDividendEngineBase< Scheme >) | FDDividendEngineBase< Scheme > | protectedvirtual
setupArguments(const PricingEngine::arguments *args, const std::vector< boost::shared_ptr< Event > > &schedule) const (defined in FDMultiPeriodEngine< Scheme >) | FDMultiPeriodEngine< Scheme > | protectedvirtual
sMax_ (defined in FDVanillaEngine) | FDVanillaEngine | mutableprotected
sMin_ (defined in FDVanillaEngine) | FDVanillaEngine | mutableprotected
stepCondition_ (defined in FDMultiPeriodEngine< Scheme >) | FDMultiPeriodEngine< Scheme > | mutableprotected
stoppingTimes_ (defined in FDMultiPeriodEngine< Scheme >) | FDMultiPeriodEngine< Scheme > | mutableprotected
timeDependent_ (defined in FDVanillaEngine) | FDVanillaEngine | protected
timeStepPerPeriod_ (defined in FDMultiPeriodEngine< Scheme >) | FDMultiPeriodEngine< Scheme > | protected
timeSteps_ (defined in FDVanillaEngine) | FDVanillaEngine | protected
~FDVanillaEngine() (defined in FDVanillaEngine) | FDVanillaEngine | virtual