QuantLib: Member List

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

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AnalyticH1HWEngine Member List

This is the complete list of members for AnalyticH1HWEngine, including all inherited members.

addOnTerm(Real phi, Time t, Size j) const (defined in AnalyticH1HWEngine) | AnalyticH1HWEngine | protectedvirtual
AnalyticH1HWEngine(const boost::shared_ptr< HestonModel > &model, const boost::shared_ptr< HullWhite > &hullWhiteModel, Real rhoXV, Size integrationOrder=144) (defined in AnalyticH1HWEngine) | AnalyticH1HWEngine |
AnalyticH1HWEngine(const boost::shared_ptr< HestonModel > &model, const boost::shared_ptr< HullWhite > &hullWhiteModel, Real rhoSr, Real relTolerance, Size maxEvaluations) (defined in AnalyticH1HWEngine) | AnalyticH1HWEngine |
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 |
AnalyticHestonHullWhiteEngine(const boost::shared_ptr< HestonModel > &hestonModel, const boost::shared_ptr< HullWhite > &hullWhiteModel, Size integrationOrder=144) (defined in AnalyticHestonHullWhiteEngine) | AnalyticHestonHullWhiteEngine |
AnalyticHestonHullWhiteEngine(const boost::shared_ptr< HestonModel > &model, const boost::shared_ptr< HullWhite > &hullWhiteModel, Real relTolerance, Size maxEvaluations) (defined in AnalyticHestonHullWhiteEngine) | AnalyticHestonHullWhiteEngine |
arguments_ (defined in GenericEngine< VanillaOption::arguments, VanillaOption::results >) | GenericEngine< VanillaOption::arguments, VanillaOption::results > | mutableprotected
BranchCorrection enum value (defined in AnalyticHestonEngine) | AnalyticHestonEngine |
calculate() const (defined in AnalyticHestonHullWhiteEngine) | AnalyticHestonHullWhiteEngine | 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
hullWhiteModel_ (defined in AnalyticHestonHullWhiteEngine) | AnalyticHestonHullWhiteEngine | protected
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 |
registerWithObservables(const boost::shared_ptr< 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 > | mutableprotected
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | AnalyticHestonHullWhiteEngine | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual
~PricingEngine() (defined in PricingEngine) | PricingEngine | virtual