QuantLib: Member List

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

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WulinYongDoubleBarrierEngine Member List

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

arguments_ (defined in GenericEngine< DoubleBarrierOption::arguments, DoubleBarrierOption::results >) | GenericEngine< DoubleBarrierOption::arguments, DoubleBarrierOption::results > | mutableprotected
calculate() const (defined in WulinYongDoubleBarrierEngine) | WulinYongDoubleBarrierEngine | virtual
getArguments() const (defined in GenericEngine< DoubleBarrierOption::arguments, DoubleBarrierOption::results >) | GenericEngine< DoubleBarrierOption::arguments, DoubleBarrierOption::results > | virtual
getResults() const (defined in GenericEngine< DoubleBarrierOption::arguments, DoubleBarrierOption::results >) | GenericEngine< DoubleBarrierOption::arguments, DoubleBarrierOption::results > | virtual
notifyObservers() | Observable |
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< DoubleBarrierOption::arguments, DoubleBarrierOption::results >) | GenericEngine< DoubleBarrierOption::arguments, DoubleBarrierOption::results > | virtual
results_ (defined in GenericEngine< DoubleBarrierOption::arguments, DoubleBarrierOption::results >) | GenericEngine< DoubleBarrierOption::arguments, DoubleBarrierOption::results > | mutableprotected
triggered(Real underlying) const (defined in DoubleBarrierOption::engine) | DoubleBarrierOption::engine | protected
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | GenericEngine< DoubleBarrierOption::arguments, DoubleBarrierOption::results > | virtual
WulinYongDoubleBarrierEngine(const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, int series=5) (defined in WulinYongDoubleBarrierEngine) | WulinYongDoubleBarrierEngine |
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual
~PricingEngine() (defined in PricingEngine) | PricingEngine | virtual