, including all inherited members.
| clone() const (defined in DiscreteGeometricASO) | DiscreteGeometricASO | [virtual] |
| delta() const (defined in DiscreteGeometricASO) | DiscreteGeometricASO | [virtual] |
| DiscreteGeometricASO(Option::Type type, Real underlying, Spread dividendYield, Rate riskFreeRate, const std::vector< Time > ×, Volatility volatility) (defined in DiscreteGeometricASO) | DiscreteGeometricASO | |
| 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 (defined in DiscreteGeometricASO) | DiscreteGeometricASO | [virtual] |
| hasBeenCalculated_ (defined in SingleAssetOption) | SingleAssetOption | [mutable, protected] |
| impliedDivYield(Real targetValue, Real accuracy=1e-4, Size maxEvaluations=100, Spread minYield=1.0e-7, Spread maxYield=4.0) const (defined in SingleAssetOption) | SingleAssetOption | |
| impliedVolatility(Real targetValue, Real accuracy=1e-4, Size maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) const | SingleAssetOption | |
| 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 DiscreteGeometricASO) | DiscreteGeometricASO | [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 DiscreteGeometricASO) | DiscreteGeometricASO | [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] |