| BasketOption(const BasketType basketType, const std::vector< boost::shared_ptr< StochasticProcess > > &stochProcs, const boost::shared_ptr< PlainVanillaPayoff > &payoff, const boost::shared_ptr< Exercise > &exercise, const Matrix &correlation, const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< PricingEngine >()) (defined in BasketOption) | BasketOption | |
| BasketType enum name (defined in BasketOption) | BasketOption | |
| calculate() const | Instrument | [protected, virtual] |
| calculated_ (defined in LazyObject) | LazyObject | [mutable, protected] |
| Call enum value (defined in Option) | Option | |
| correlation_ (defined in MultiAssetOption) | MultiAssetOption | [protected] |
| delta() const (defined in MultiAssetOption) | MultiAssetOption | |
| delta_ (defined in MultiAssetOption) | MultiAssetOption | [mutable, protected] |
| dividendRho() const (defined in MultiAssetOption) | MultiAssetOption | |
| dividendRho_ (defined in MultiAssetOption) | MultiAssetOption | [mutable, protected] |
| engine_ (defined in Instrument) | Instrument | [protected] |
| errorEstimate() const | Instrument | |
| errorEstimate_ (defined in Instrument) | Instrument | [mutable, protected] |
| exercise_ (defined in Option) | Option | [protected] |
| freeze() | LazyObject | |
| frozen_ (defined in LazyObject) | LazyObject | [mutable, protected] |
| gamma() const (defined in MultiAssetOption) | MultiAssetOption | |
| gamma_ (defined in MultiAssetOption) | MultiAssetOption | [mutable, protected] |
| Instrument() (defined in Instrument) | Instrument | |
| isExpired() const | MultiAssetOption | [virtual] |
| LazyObject() (defined in LazyObject) | LazyObject | |
| Max enum value (defined in BasketOption) | BasketOption | |
| Min enum value (defined in BasketOption) | BasketOption | |
| MultiAssetOption(const std::vector< boost::shared_ptr< StochasticProcess > > &stochProcs, const boost::shared_ptr< Payoff > &payoff, const boost::shared_ptr< Exercise > &exercise, const Matrix &correlation, const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< PricingEngine >()) (defined in MultiAssetOption) | MultiAssetOption | |
| notifyObservers() | Observable | |
| NPV() const | Instrument | |
| NPV_ (defined in Instrument) | Instrument | [mutable, protected] |
| Observer() (defined in Observer) | Observer | |
| Observer(const Observer &) (defined in Observer) | Observer | |
| operator<<(std::ostream &, Option::Type) (defined in Option) | Option | [related] |
| 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() const | MultiAssetOption | [protected, virtual] |
| Put enum value (defined in Option) | Option | |
| recalculate() | LazyObject | |
| registerWith(const boost::shared_ptr< T > &h) (defined in Observer) | Observer | |
| rho() const (defined in MultiAssetOption) | MultiAssetOption | |
| rho_ (defined in MultiAssetOption) | MultiAssetOption | [mutable, protected] |
| setPricingEngine(const boost::shared_ptr< PricingEngine > &) | Instrument | |
| setupArguments(Arguments *) const | BasketOption | [virtual] |
| setupExpired() const | MultiAssetOption | [protected, virtual] |
| stochasticProcesses_ (defined in MultiAssetOption) | MultiAssetOption | [protected] |
| theta() const (defined in MultiAssetOption) | MultiAssetOption | |
| theta_ (defined in MultiAssetOption) | MultiAssetOption | [mutable, protected] |
| Type enum name (defined in Option) | Option | |
| unfreeze() | LazyObject | |
| unregisterWith(const boost::shared_ptr< T > &h) (defined in Observer) | Observer | |
| update() | LazyObject | [virtual] |
| vega() const (defined in MultiAssetOption) | MultiAssetOption | |
| vega_ (defined in MultiAssetOption) | MultiAssetOption | [mutable, protected] |
| ~LazyObject() (defined in LazyObject) | LazyObject | [virtual] |
| ~Observable() (defined in Observable) | Observable | [virtual] |
| ~Observer() (defined in Observer) | Observer | [virtual] |