ForwardVanillaOption Member List

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

additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrument [mutable, protected]
arguments typedef (defined in ForwardVanillaOption)ForwardVanillaOption
calculate() const Instrument [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
Call enum value (defined in Option)Option
delta() const (defined in OneAssetOption)OneAssetOption
delta_ (defined in OneAssetOption)OneAssetOption [mutable, protected]
deltaForward() const (defined in OneAssetOption)OneAssetOption
deltaForward_ (defined in OneAssetOption)OneAssetOption [mutable, protected]
dividendRho() const (defined in OneAssetOption)OneAssetOption
dividendRho_ (defined in OneAssetOption)OneAssetOption [mutable, protected]
elasticity() const (defined in OneAssetOption)OneAssetOption
elasticity_ (defined in OneAssetOption)OneAssetOption [mutable, protected]
engine_ (defined in Instrument)Instrument [protected]
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrument [mutable, protected]
exercise_ (defined in Option)Option [protected]
fetchResults(const PricingEngine::results *) const ForwardVanillaOption [virtual]
ForwardVanillaOption(Real moneyness, const Date &resetDate, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise) (defined in ForwardVanillaOption)ForwardVanillaOption
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObject [mutable, protected]
gamma() const (defined in OneAssetOption)OneAssetOption
gamma_ (defined in OneAssetOption)OneAssetOption [mutable, protected]
Instrument() (defined in Instrument)Instrument
isExpired() const OneAssetOption [virtual]
itmCashProbability() const (defined in OneAssetOption)OneAssetOption
itmCashProbability_ (defined in OneAssetOption)OneAssetOption [mutable, protected]
LazyObject() (defined in LazyObject)LazyObject
notifyObservers()Observable
NPV() const Instrument
NPV_ (defined in Instrument)Instrument [mutable, protected]
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
OneAssetOption(const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &) (defined in OneAssetOption)OneAssetOption
operator<<(std::ostream &, Option::Type)Option [related]
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
Option(const boost::shared_ptr< Payoff > &payoff, const boost::shared_ptr< Exercise > &exercise) (defined in Option)Option
payoff_ (defined in Option)Option [protected]
performCalculations() const Instrument [protected, virtual]
Put enum value (defined in Option)Option
recalculate()LazyObject
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
result(const std::string &tag) const Instrument
results typedef (defined in ForwardVanillaOption)ForwardVanillaOption
rho() const (defined in OneAssetOption)OneAssetOption
rho_ (defined in OneAssetOption)OneAssetOption [mutable, protected]
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) const ForwardVanillaOption [virtual]
setupExpired() const OneAssetOption [protected, virtual]
strikeSensitivity() const (defined in OneAssetOption)OneAssetOption
strikeSensitivity_ (defined in OneAssetOption)OneAssetOption [mutable, protected]
theta() const (defined in OneAssetOption)OneAssetOption
theta_ (defined in OneAssetOption)OneAssetOption [mutable, protected]
thetaPerDay() const (defined in OneAssetOption)OneAssetOption
thetaPerDay_ (defined in OneAssetOption)OneAssetOption [mutable, protected]
Type enum name (defined in Option)Option
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()LazyObject [virtual]
vega() const (defined in OneAssetOption)OneAssetOption
vega_ (defined in OneAssetOption)OneAssetOption [mutable, protected]
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]