KirkSpreadOptionEngine Member List
This is the complete list of members for KirkSpreadOptionEngine, including all inherited members.
arguments_ (defined in GenericEngine< SpreadOption::arguments, SpreadOption::results >)GenericEngine< SpreadOption::arguments, SpreadOption::results > [mutable, protected]
calculate() const (defined in KirkSpreadOptionEngine)KirkSpreadOptionEngine [virtual]
getArguments() const (defined in GenericEngine< SpreadOption::arguments, SpreadOption::results >)GenericEngine< SpreadOption::arguments, SpreadOption::results > [virtual]
getResults() const (defined in GenericEngine< SpreadOption::arguments, SpreadOption::results >)GenericEngine< SpreadOption::arguments, SpreadOption::results > [virtual]
KirkSpreadOptionEngine(const boost::shared_ptr< BlackProcess > &process1, const boost::shared_ptr< BlackProcess > &process2, const Handle< Quote > &correlation) (defined in KirkSpreadOptionEngine)KirkSpreadOptionEngine
notifyObservers()Observable
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
reset() (defined in GenericEngine< SpreadOption::arguments, SpreadOption::results >)GenericEngine< SpreadOption::arguments, SpreadOption::results > [virtual]
results_ (defined in GenericEngine< SpreadOption::arguments, SpreadOption::results >)GenericEngine< SpreadOption::arguments, SpreadOption::results > [mutable, protected]
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()GenericEngine< SpreadOption::arguments, SpreadOption::results > [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~PricingEngine() (defined in PricingEngine)PricingEngine [virtual]