QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
VannaVolgaBarrierEngine Member List

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

arguments_ (defined in GenericEngine< DividendBarrierOption::arguments, DividendBarrierOption::results >)GenericEngine< DividendBarrierOption::arguments, DividendBarrierOption::results >mutableprotected
calculate() const (defined in VannaVolgaBarrierEngine)VannaVolgaBarrierEnginevirtual
getArguments() const (defined in GenericEngine< DividendBarrierOption::arguments, DividendBarrierOption::results >)GenericEngine< DividendBarrierOption::arguments, DividendBarrierOption::results >virtual
getResults() const (defined in GenericEngine< DividendBarrierOption::arguments, DividendBarrierOption::results >)GenericEngine< DividendBarrierOption::arguments, DividendBarrierOption::results >virtual
iterator typedef (defined in Observer)Observer
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
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
reset() (defined in GenericEngine< DividendBarrierOption::arguments, DividendBarrierOption::results >)GenericEngine< DividendBarrierOption::arguments, DividendBarrierOption::results >virtual
results_ (defined in GenericEngine< DividendBarrierOption::arguments, DividendBarrierOption::results >)GenericEngine< DividendBarrierOption::arguments, DividendBarrierOption::results >mutableprotected
set_type typedef (defined in Observer)Observer
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()GenericEngine< DividendBarrierOption::arguments, DividendBarrierOption::results >virtual
VannaVolgaBarrierEngine(const Handle< DeltaVolQuote > &atmVol, const Handle< DeltaVolQuote > &vol25Put, const Handle< DeltaVolQuote > &vol25Call, const Handle< Quote > &spotFX, const Handle< YieldTermStructure > &domesticTS, const Handle< YieldTermStructure > &foreignTS, const bool adaptVanDelta=false, const Real bsPriceWithSmile=0.0) (defined in VannaVolgaBarrierEngine)VannaVolgaBarrierEngine
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~PricingEngine() (defined in PricingEngine)PricingEnginevirtual