BCs_ (defined in FdBsmOption) | FdBsmOption | [mutable, protected] |
BoundaryCondition typedef (defined in FdBsmOption) | FdBsmOption | [protected] |
calculate() const (defined in FdEuropean) | FdEuropean | [protected, virtual] |
center_ (defined in FdBsmOption) | FdBsmOption | [mutable, protected] |
clone() const (defined in FdEuropean) | FdEuropean | [virtual] |
delta() const (defined in FdBsmOption) | FdBsmOption | [virtual] |
delta_ (defined in FdBsmOption) | FdBsmOption | [mutable, protected] |
dividendRho() const (defined in SingleAssetOption) | SingleAssetOption | [virtual] |
dividendRho_ (defined in SingleAssetOption) | SingleAssetOption | [mutable, protected] |
dividendRhoComputed_ (defined in SingleAssetOption) | SingleAssetOption | [mutable, protected] |
dividendYield_ (defined in SingleAssetOption) | SingleAssetOption | [protected] |
dRMultiplier_ (defined in SingleAssetOption) | SingleAssetOption | [protected, static] |
dVolMultiplier_ (defined in SingleAssetOption) | SingleAssetOption | [protected, static] |
FdBsmOption(Option::Type type, Real underlying, Real strike, Spread dividendYield, Rate riskFreeRate, Time residualTime, Volatility volatility, Size gridPoints) (defined in FdBsmOption) | FdBsmOption | |
FdEuropean(Option::Type type, Real underlying, Real strike, Spread dividendYield, Rate riskFreeRate, Time residualTime, Volatility volatility, Size timeSteps=200, Size gridPoints=800) (defined in FdEuropean) | FdEuropean | |
finiteDifferenceOperator_ (defined in FdBsmOption) | FdBsmOption | [mutable, protected] |
gamma() const (defined in FdBsmOption) | FdBsmOption | [virtual] |
gamma_ (defined in FdBsmOption) | FdBsmOption | [mutable, protected] |
getGrid() const (defined in FdBsmOption) | FdBsmOption | |
getPrices() const (defined in FdEuropean) | FdEuropean | |
grid_ (defined in FdBsmOption) | FdBsmOption | [mutable, protected] |
gridPoints_ (defined in FdBsmOption) | FdBsmOption | [protected] |
hasBeenCalculated_ (defined in SingleAssetOption) | SingleAssetOption | [mutable, protected] |
impliedDivYield(Real targetValue, Real accuracy=1e-4, Size maxEvaluations=100, Spread minYield=QL_MIN_DIVYIELD, Spread maxYield=QL_MAX_DIVYIELD) const (defined in SingleAssetOption) | SingleAssetOption | |
impliedVolatility(Real targetValue, Real accuracy=1e-4, Size maxEvaluations=100, Volatility minVol=QL_MIN_VOLATILITY, Volatility maxVol=QL_MAX_VOLATILITY) const | SingleAssetOption | |
initializeGrid() const (defined in FdBsmOption) | FdBsmOption | [protected, virtual] |
initializeInitialCondition() const (defined in FdBsmOption) | FdBsmOption | [protected, virtual] |
initializeOperator() const (defined in FdBsmOption) | FdBsmOption | [protected, virtual] |
intrinsicValues_ (defined in FdBsmOption) | FdBsmOption | [mutable, protected] |
payoff_ (defined in SingleAssetOption) | SingleAssetOption | [protected] |
residualTime_ (defined in SingleAssetOption) | SingleAssetOption | [protected] |
rho() const (defined in SingleAssetOption) | SingleAssetOption | [virtual] |
rho_ (defined in SingleAssetOption) | SingleAssetOption | [mutable, protected] |
rhoComputed_ (defined in SingleAssetOption) | SingleAssetOption | [mutable, protected] |
riskFreeRate_ (defined in SingleAssetOption) | SingleAssetOption | [protected] |
setDividendYield(Rate newDividendYield) (defined in SingleAssetOption) | SingleAssetOption | [virtual] |
setGridLimits(Real center, Real timeDelay) const (defined in FdBsmOption) | FdBsmOption | [protected, virtual] |
setRiskFreeRate(Rate newRate) (defined in SingleAssetOption) | SingleAssetOption | [virtual] |
setVolatility(Volatility newVolatility) (defined in SingleAssetOption) | SingleAssetOption | [virtual] |
SingleAssetOption(Option::Type type, Real underlying, Real strike, Spread dividendYield, Rate riskFreeRate, Time residualTime, Volatility volatility) (defined in SingleAssetOption) | SingleAssetOption | |
sMax_ (defined in FdBsmOption) | FdBsmOption | [mutable, protected] |
sMin_ (defined in FdBsmOption) | FdBsmOption | [mutable, protected] |
theta() const (defined in SingleAssetOption) | SingleAssetOption | [virtual] |
theta_ (defined in SingleAssetOption) | SingleAssetOption | [mutable, protected] |
thetaComputed_ (defined in SingleAssetOption) | SingleAssetOption | [mutable, protected] |
underlying_ (defined in SingleAssetOption) | SingleAssetOption | [protected] |
value() const (defined in FdBsmOption) | FdBsmOption | [virtual] |
value_ (defined in FdBsmOption) | FdBsmOption | [mutable, protected] |
vega() const (defined in SingleAssetOption) | SingleAssetOption | [virtual] |
vega_ (defined in SingleAssetOption) | SingleAssetOption | [mutable, protected] |
vegaComputed_ (defined in SingleAssetOption) | SingleAssetOption | [mutable, protected] |
volatility_ (defined in SingleAssetOption) | SingleAssetOption | [protected] |
~SingleAssetOption() (defined in SingleAssetOption) | SingleAssetOption | [virtual] |