| analytic_ (defined in FdMultiPeriodOption) | FdMultiPeriodOption | [mutable, protected] |
| BCs_ (defined in FdBsmOption) | FdBsmOption | [mutable, protected] |
| BoundaryCondition typedef (defined in FdBsmOption) | FdBsmOption | [protected] |
| calculate() const (defined in FdMultiPeriodOption) | FdMultiPeriodOption | [protected, virtual] |
| center_ (defined in FdBsmOption) | FdBsmOption | [mutable, protected] |
| clone() const =0 (defined in SingleAssetOption) | SingleAssetOption | [pure virtual] |
| controlPrices_ (defined in FdMultiPeriodOption) | FdMultiPeriodOption | [mutable, protected] |
| controlVariateCorrection() const (defined in FdMultiPeriodOption) | FdMultiPeriodOption | |
| dateNumber_ (defined in FdMultiPeriodOption) | FdMultiPeriodOption | [protected] |
| dates_ (defined in FdMultiPeriodOption) | FdMultiPeriodOption | [protected] |
| delta() const (defined in FdBsmOption) | FdBsmOption | [virtual] |
| delta_ (defined in FdBsmOption) | FdBsmOption | [mutable, protected] |
| dividendRho() const (defined in FdDividendOption) | FdDividendOption | [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] |
| FdBsmOption(Option::Type type, Real underlying, Real strike, Spread dividendYield, Rate riskFreeRate, Time residualTime, Volatility volatility, Size gridPoints) (defined in FdBsmOption) | FdBsmOption | |
| FdDividendOption(Option::Type type, Real underlying, Real strike, Spread dividendYield, Rate riskFreeRate, Time residualTime, Volatility volatility, const std::vector< Real > ÷nds=std::vector< Real >(), const std::vector< Time > &exdivdates=std::vector< Time >(), Size timeSteps=100, Size gridPoints=100) (defined in FdDividendOption) | FdDividendOption | |
| FdMultiPeriodOption(Option::Type type, Real underlying, Real strike, Spread dividendYield, Rate riskFreeRate, Time residualTime, Volatility volatility, Size gridPoints, const std::vector< Time > &dates, Size timeSteps) (defined in FdMultiPeriodOption) | FdMultiPeriodOption | [protected] |
| finiteDifferenceOperator_ (defined in FdBsmOption) | FdBsmOption | [mutable, protected] |
| firstDateIsZero_ (defined in FdMultiPeriodOption) | FdMultiPeriodOption | [protected] |
| firstIndex_ (defined in FdMultiPeriodOption) | FdMultiPeriodOption | [protected] |
| firstNonZeroDate_ (defined in FdMultiPeriodOption) | FdMultiPeriodOption | [protected] |
| gamma() const (defined in FdBsmOption) | FdBsmOption | [virtual] |
| gamma_ (defined in FdBsmOption) | FdBsmOption | [mutable, protected] |
| getGrid() const (defined in FdBsmOption) | FdBsmOption | |
| grid_ (defined in FdBsmOption) | FdBsmOption | [mutable, protected] |
| gridPoints_ (defined in FdBsmOption) | FdBsmOption | [protected] |
| hasBeenCalculated_ (defined in SingleAssetOption) | SingleAssetOption | [mutable, protected] |
| impliedDivYield(Real targetValue, Real accuracy=1e-4, Size maxEvaluations=100, Spread minYield=QL_MIN_DIVYIELD, Spread maxYield=QL_MAX_DIVYIELD) const (defined in SingleAssetOption) | SingleAssetOption | |
| impliedVolatility(Real targetValue, Real accuracy=1e-4, Size maxEvaluations=100, Volatility minVol=QL_MIN_VOLATILITY, Volatility maxVol=QL_MAX_VOLATILITY) const | SingleAssetOption | |
| initializeControlVariate() const (defined in FdDividendOption) | FdDividendOption | [protected, virtual] |
| initializeGrid() const (defined in FdBsmOption) | FdBsmOption | [protected, virtual] |
| initializeInitialCondition() const (defined in FdBsmOption) | FdBsmOption | [protected, virtual] |
| initializeModel() const (defined in FdMultiPeriodOption) | FdMultiPeriodOption | [protected, virtual] |
| initializeOperator() const (defined in FdBsmOption) | FdBsmOption | [protected, virtual] |
| initializeStepCondition() const (defined in FdMultiPeriodOption) | FdMultiPeriodOption | [protected, virtual] |
| intrinsicValues_ (defined in FdBsmOption) | FdBsmOption | [mutable, protected] |
| lastDateIsResTime_ (defined in FdMultiPeriodOption) | FdMultiPeriodOption | [protected] |
| lastIndex_ (defined in FdMultiPeriodOption) | FdMultiPeriodOption | [protected] |
| model_ (defined in FdMultiPeriodOption) | FdMultiPeriodOption | [mutable, protected] |
| payoff_ (defined in SingleAssetOption) | SingleAssetOption | [protected] |
| prices_ (defined in FdMultiPeriodOption) | FdMultiPeriodOption | [mutable, 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] |
| setGridLimits(Real center, Real timeDelay) const (defined in FdBsmOption) | FdBsmOption | [protected, 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 | |
| sMax_ (defined in FdBsmOption) | FdBsmOption | [mutable, protected] |
| sMin_ (defined in FdBsmOption) | FdBsmOption | [mutable, protected] |
| stepCondition_ (defined in FdMultiPeriodOption) | FdMultiPeriodOption | [mutable, protected] |
| theta() const (defined in SingleAssetOption) | SingleAssetOption | [virtual] |
| theta_ (defined in SingleAssetOption) | SingleAssetOption | [mutable, protected] |
| thetaComputed_ (defined in SingleAssetOption) | SingleAssetOption | [mutable, protected] |
| timeStepPerPeriod_ (defined in FdMultiPeriodOption) | FdMultiPeriodOption | [protected] |
| underlying_ (defined in SingleAssetOption) | SingleAssetOption | [protected] |
| value() const (defined in FdBsmOption) | FdBsmOption | [virtual] |
| value_ (defined in FdBsmOption) | FdBsmOption | [mutable, protected] |
| 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] |