Option Member List

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

calculate() constInstrument [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
Call enum value (defined in Option)Option
engine_ (defined in Instrument)Instrument [protected]
errorEstimate() constInstrument
errorEstimate_ (defined in Instrument)Instrument [mutable, protected]
exercise_ (defined in Option)Option [protected]
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObject [mutable, protected]
Instrument() (defined in Instrument)Instrument
isExpired() const =0Instrument [pure virtual]
LazyObject() (defined in LazyObject)LazyObject
notifyObservers()Observable
NPV() constInstrument
NPV_ (defined in Instrument)Instrument [mutable, protected]
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator=(const Observer &) (defined in Observer)Observer
Option(const boost::shared_ptr< Payoff > &payoff, const boost::shared_ptr< Exercise > &exercise, const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< PricingEngine >()) (defined in Option)Option
payoff_ (defined in Option)Option [protected]
performCalculations() constInstrument [protected, virtual]
Put enum value (defined in Option)Option
recalculate()LazyObject
registerWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(Arguments *) constInstrument [virtual]
setupExpired() constInstrument [protected, virtual]
Straddle enum value (defined in Option)Option
Type enum name (defined in Option)Option
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
update()LazyObject [virtual]
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]


QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen