FDDividendEngineShiftScale< Scheme > Member List
This is the complete list of members for FDDividendEngineShiftScale< Scheme >, including all inherited members.
bc_type typedef (defined in FDVanillaEngine)FDVanillaEngine [protected]
BCs_ (defined in FDVanillaEngine)FDVanillaEngine [mutable, protected]
calculate(PricingEngine::results *) const (defined in FDMultiPeriodEngine< Scheme >)FDMultiPeriodEngine< Scheme > [protected, virtual]
center_ (defined in FDVanillaEngine)FDVanillaEngine [mutable, protected]
ensureStrikeInGrid() const (defined in FDVanillaEngine)FDVanillaEngine [protected]
events_ (defined in FDMultiPeriodEngine< Scheme >)FDMultiPeriodEngine< Scheme > [mutable, protected]
exerciseDate_ (defined in FDVanillaEngine)FDVanillaEngine [mutable, protected]
FDDividendEngineBase(const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps=100, Size gridPoints=100, bool timeDependent=false) (defined in FDDividendEngineBase< Scheme >)FDDividendEngineBase< Scheme >
FDDividendEngineShiftScale(const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps=100, Size gridPoints=100, bool timeDependent=false) (defined in FDDividendEngineShiftScale< Scheme >)FDDividendEngineShiftScale< Scheme >
FDMultiPeriodEngine(const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps=100, Size gridPoints=100, bool timeDependent=false) (defined in FDMultiPeriodEngine< Scheme >)FDMultiPeriodEngine< Scheme > [protected]
FDVanillaEngine(const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps, Size gridPoints, bool timeDependent=false) (defined in FDVanillaEngine)FDVanillaEngine
finiteDifferenceOperator_ (defined in FDVanillaEngine)FDVanillaEngine [mutable, protected]
getDiscountedDividend(Size i) const (defined in FDDividendEngineBase< Scheme >)FDDividendEngineBase< Scheme > [protected]
getDividendAmount(Size i) const (defined in FDDividendEngineBase< Scheme >)FDDividendEngineBase< Scheme > [protected]
getDividendTime(Size i) const (defined in FDMultiPeriodEngine< Scheme >)FDMultiPeriodEngine< Scheme > [protected]
getResidualTime() const (defined in FDVanillaEngine)FDVanillaEngine [protected, virtual]
grid() const (defined in FDVanillaEngine)FDVanillaEngine
gridPoints_ (defined in FDVanillaEngine)FDVanillaEngine [protected]
initializeBoundaryConditions() const (defined in FDVanillaEngine)FDVanillaEngine [protected, virtual]
initializeInitialCondition() const (defined in FDVanillaEngine)FDVanillaEngine [protected, virtual]
initializeModel() const (defined in FDMultiPeriodEngine< Scheme >)FDMultiPeriodEngine< Scheme > [protected, virtual]
initializeOperator() const (defined in FDVanillaEngine)FDVanillaEngine [protected, virtual]
initializeStepCondition() const (defined in FDMultiPeriodEngine< Scheme >)FDMultiPeriodEngine< Scheme > [protected, virtual]
intrinsicValues_ (defined in FDVanillaEngine)FDVanillaEngine [mutable, protected]
model_ (defined in FDMultiPeriodEngine< Scheme >)FDMultiPeriodEngine< Scheme > [mutable, protected]
model_type typedef (defined in FDMultiPeriodEngine< Scheme >)FDMultiPeriodEngine< Scheme > [protected]
payoff_ (defined in FDVanillaEngine)FDVanillaEngine [mutable, protected]
prices_ (defined in FDMultiPeriodEngine< Scheme >)FDMultiPeriodEngine< Scheme > [mutable, protected]
process_ (defined in FDVanillaEngine)FDVanillaEngine [protected]
requiredGridValue_ (defined in FDVanillaEngine)FDVanillaEngine [mutable, protected]
setGridLimits(Real, Time) const (defined in FDVanillaEngine)FDVanillaEngine [protected, virtual]
setupArguments(const PricingEngine::arguments *) const (defined in FDDividendEngineBase< Scheme >)FDDividendEngineBase< Scheme > [protected, virtual]
setupArguments(const PricingEngine::arguments *args, const std::vector< boost::shared_ptr< Event > > &schedule) const (defined in FDMultiPeriodEngine< Scheme >)FDMultiPeriodEngine< Scheme > [protected, virtual]
sMax_ (defined in FDVanillaEngine)FDVanillaEngine [mutable, protected]
sMin_ (defined in FDVanillaEngine)FDVanillaEngine [mutable, protected]
stepCondition_ (defined in FDMultiPeriodEngine< Scheme >)FDMultiPeriodEngine< Scheme > [mutable, protected]
stoppingTimes_ (defined in FDMultiPeriodEngine< Scheme >)FDMultiPeriodEngine< Scheme > [mutable, protected]
timeDependent_ (defined in FDVanillaEngine)FDVanillaEngine [protected]
timeStepPerPeriod_ (defined in FDMultiPeriodEngine< Scheme >)FDMultiPeriodEngine< Scheme > [protected]
timeSteps_ (defined in FDVanillaEngine)FDVanillaEngine [protected]
~FDVanillaEngine() (defined in FDVanillaEngine)FDVanillaEngine [virtual]