QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
MultiAssetOption Member List

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

additionalResults() constInstrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
alwaysForward_ (defined in LazyObject)LazyObjectmutableprotected
alwaysForwardNotifications()LazyObject
calculate() constInstrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
Call enum value (defined in Option)Option
deepUpdate()Observervirtual
delta() const (defined in MultiAssetOption)MultiAssetOption
delta_ (defined in MultiAssetOption)MultiAssetOptionmutableprotected
dividendRho() const (defined in MultiAssetOption)MultiAssetOption
dividendRho_ (defined in MultiAssetOption)MultiAssetOptionmutableprotected
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() constInstrument
errorEstimate_ (defined in Instrument)Instrumentmutableprotected
exercise() (defined in Option)Option
exercise_ (defined in Option)Optionprotected
fetchResults(const PricingEngine::results *) constMultiAssetOptionvirtual
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
gamma() const (defined in MultiAssetOption)MultiAssetOption
gamma_ (defined in MultiAssetOption)MultiAssetOptionmutableprotected
Instrument() (defined in Instrument)Instrument
isExpired() constMultiAssetOptionvirtual
iterator typedef (defined in Observer)Observer
LazyObject() (defined in LazyObject)LazyObject
MultiAssetOption(const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &) (defined in MultiAssetOption)MultiAssetOption
notifyObservers()Observable
NPV() constInstrument
NPV_ (defined in Instrument)Instrumentmutableprotected
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator<<(std::ostream &, Option::Type)Optionrelated
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
Option(const boost::shared_ptr< Payoff > &payoff, const boost::shared_ptr< Exercise > &exercise) (defined in Option)Option
payoff() (defined in Option)Option
payoff_ (defined in Option)Optionprotected
performCalculations() constInstrumentprotectedvirtual
Put enum value (defined in Option)Option
recalculate()LazyObject
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
result(const std::string &tag) constInstrument
rho() const (defined in MultiAssetOption)MultiAssetOption
rho_ (defined in MultiAssetOption)MultiAssetOptionmutableprotected
set_type typedef (defined in Observer)Observer
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) constMultiAssetOptionvirtual
setupExpired() constMultiAssetOptionprotectedvirtual
theta() const (defined in MultiAssetOption)MultiAssetOption
theta_ (defined in MultiAssetOption)MultiAssetOptionmutableprotected
Type enum name (defined in Option)Option
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LazyObjectvirtual
valuationDate() constInstrument
valuationDate_ (defined in Instrument)Instrumentmutableprotected
vega() const (defined in MultiAssetOption)MultiAssetOption
vega_ (defined in MultiAssetOption)MultiAssetOptionmutableprotected
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual