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

FFTVarianceGammaEngine Member List
This is the complete list of members for FFTVarianceGammaEngine, 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 FFTVarianceGammaEngine) | FFTVarianceGammaEngine | `[virtual]`
complexFourierTransform(std::complex< Real > u) const (defined in FFTVarianceGammaEngine) | FFTVarianceGammaEngine | `[protected, virtual]`
discountFactor(Date d) const (defined in FFTVarianceGammaEngine) | FFTVarianceGammaEngine | `[protected, virtual]`
dividendYield(Date d) const (defined in FFTVarianceGammaEngine) | FFTVarianceGammaEngine | `[protected, virtual]`
FFTEngine(const boost::shared_ptr< StochasticProcess1D > &process, Real logStrikeSpacing) (defined in FFTEngine) | FFTEngine |
FFTVarianceGammaEngine(const boost::shared_ptr< VarianceGammaProcess > &process, Real logStrikeSpacing=0.001) (defined in FFTVarianceGammaEngine) | FFTVarianceGammaEngine |
lambda_ (defined in FFTEngine) | FFTEngine | `[protected]`
precalculate(const std::vector< boost::shared_ptr< Instrument > > &optionList) (defined in FFTEngine) | FFTEngine |
precalculateExpiry(Date d) (defined in FFTVarianceGammaEngine) | FFTVarianceGammaEngine | `[protected, virtual]`
process_ (defined in FFTEngine) | FFTEngine | `[protected]`
update() (defined in FFTEngine) | FFTEngine |