### A free/open-source library for quantitative finance

HimalayaOption Member List
This is the complete list of members for HimalayaOption, including all inherited members.

additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | `[mutable, protected]`
calculate() const | Instrument | `[protected, virtual]`
calculated_ (defined in LazyObject) | LazyObject | `[mutable, protected]`
Call enum value (defined in Option) | Option |
delta() const (defined in MultiAssetOption) | MultiAssetOption |
delta_ (defined in MultiAssetOption) | MultiAssetOption | `[mutable, protected]`
dividendRho() const (defined in MultiAssetOption) | MultiAssetOption |
dividendRho_ (defined in MultiAssetOption) | MultiAssetOption | `[mutable, protected]`
engine_ (defined in Instrument) | Instrument | `[protected]`
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | `[mutable, protected]`
exercise() (defined in Option) | Option |
exercise_ (defined in Option) | Option | `[protected]`
fetchResults(const PricingEngine::results *) const | MultiAssetOption | `[virtual]`
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | `[mutable, protected]`
gamma() const (defined in MultiAssetOption) | MultiAssetOption |
gamma_ (defined in MultiAssetOption) | MultiAssetOption | `[mutable, protected]`
HimalayaOption(const std::vector< Date > &fixingDates, Real strike) (defined in HimalayaOption) | HimalayaOption |
Instrument() (defined in Instrument) | Instrument |
isExpired() const | MultiAssetOption | `[virtual]`
LazyObject() (defined in LazyObject) | LazyObject |
MultiAssetOption(const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &) (defined in MultiAssetOption) | MultiAssetOption |
notifyObservers() | Observable |
NPV() const | Instrument |
NPV_ (defined in Instrument) | Instrument | `[mutable, protected]`
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) | Option | `[related]`
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) | Option | `[protected]`
performCalculations() const | Instrument | `[protected, virtual]`
Put enum value (defined in Option) | Option |
recalculate() | LazyObject |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
result(const std::string &tag) const | Instrument |
rho() const (defined in MultiAssetOption) | MultiAssetOption |
rho_ (defined in MultiAssetOption) | MultiAssetOption | `[mutable, protected]`
setPricingEngine(const boost::shared_ptr< PricingEngine > &) | Instrument |
setupArguments(PricingEngine::arguments *) const | HimalayaOption | `[virtual]`
setupExpired() const | MultiAssetOption | `[protected, virtual]`
theta() const (defined in MultiAssetOption) | MultiAssetOption |
theta_ (defined in MultiAssetOption) | MultiAssetOption | `[mutable, protected]`
Type enum name (defined in Option) | Option |
unfreeze() | LazyObject |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
update() | LazyObject | `[virtual]`
valuationDate() const | Instrument |
valuationDate_ (defined in Instrument) | Instrument | `[mutable, protected]`
vega() const (defined in MultiAssetOption) | MultiAssetOption |
vega_ (defined in MultiAssetOption) | MultiAssetOption | `[mutable, protected]`
~LazyObject() (defined in LazyObject) | LazyObject | `[virtual]`
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`