FFTVanillaEngine Member List

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

calculate() const (defined in FFTEngine) | FFTEngine |
calculateUncached(boost::shared_ptr< StrikedTypePayoff > payoff, boost::shared_ptr< Exercise > exercise) const (defined in FFTEngine) | FFTEngine | protected
clone() const (defined in FFTVanillaEngine) | FFTVanillaEngine | virtual
complexFourierTransform(std::complex< Real > u) const (defined in FFTVanillaEngine) | FFTVanillaEngine | protected virtual
discountFactor(Date d) const (defined in FFTVanillaEngine) | FFTVanillaEngine | protected virtual
dividendYield(Date d) const (defined in FFTVanillaEngine) | FFTVanillaEngine | protected virtual
FFTEngine(const boost::shared_ptr< StochasticProcess1D > &process, Real logStrikeSpacing) (defined in FFTEngine) | FFTEngine |
FFTVanillaEngine(const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Real logStrikeSpacing=0.001) (defined in FFTVanillaEngine) | FFTVanillaEngine |
lambda_ (defined in FFTEngine) | FFTEngine | protected
precalculate(const std::vector< boost::shared_ptr< Instrument > > &optionList) (defined in FFTEngine) | FFTEngine |
precalculateExpiry(Date d) (defined in FFTVanillaEngine) | FFTVanillaEngine | protected virtual
process_ (defined in FFTEngine) | FFTEngine | protected
update() (defined in FFTEngine) | FFTEngine |