FdBsmOption Member List

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

BCs_ (defined in FdBsmOption)FdBsmOption [mutable, protected]
BoundaryCondition typedef (defined in FdBsmOption)FdBsmOption [protected]
calculate() const =0 (defined in FdBsmOption)FdBsmOption [pure virtual]
center_ (defined in FdBsmOption)FdBsmOption [mutable, protected]
clone() const =0 (defined in SingleAssetOption)SingleAssetOption [pure 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
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
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) constSingleAssetOption
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]


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