SingleAssetOption Member List

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

clone() const =0 (defined in SingleAssetOption)SingleAssetOption [pure virtual]
delta() const =0 (defined in SingleAssetOption)SingleAssetOption [pure virtual]
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]
gamma() const =0 (defined in SingleAssetOption)SingleAssetOption [pure virtual]
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) constSingleAssetOption
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]
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
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 =0 (defined in SingleAssetOption)SingleAssetOption [pure virtual]
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]


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