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

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

arguments_ (defined in GenericEngine< VarianceSwap::arguments, VarianceSwap::results >) | GenericEngine< VarianceSwap::arguments, VarianceSwap::results > | `[mutable, protected]`
calculate() const (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine | `[virtual]`
computeLogPayoff(const Real, const Real) const (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine | `[protected]`
computeOptionWeights(const std::vector< Real > &, const Option::Type, weights_type &optionWeights) const (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine | `[protected]`
computeReplicatingPortfolio(const weights_type &optionWeights) const (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine | `[protected]`
getArguments() const (defined in GenericEngine< VarianceSwap::arguments, VarianceSwap::results >) | GenericEngine< VarianceSwap::arguments, VarianceSwap::results > | `[virtual]`
getResults() const (defined in GenericEngine< VarianceSwap::arguments, VarianceSwap::results >) | GenericEngine< VarianceSwap::arguments, VarianceSwap::results > | `[virtual]`
notifyObservers() | Observable |
Observable() (defined in Observable) | Observable |
Observable(const Observable &) (defined in Observable) | Observable |
Observer() (defined in Observer) | Observer |
Observer(const Observer &) (defined in Observer) | Observer |
QuantLib::operator=(const Observable &) | Observable |
operator=(const Observer &) (defined in Observer) | Observer |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
ReplicatingVarianceSwapEngine(const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Real dk=5.0, const std::vector< Real > &callStrikes=std::vector< Real >(), const std::vector< Real > &putStrikes=std::vector< Real >()) (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine |
reset() (defined in GenericEngine< VarianceSwap::arguments, VarianceSwap::results >) | GenericEngine< VarianceSwap::arguments, VarianceSwap::results > | `[virtual]`
residualTime() const (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine | `[protected]`
results_ (defined in GenericEngine< VarianceSwap::arguments, VarianceSwap::results >) | GenericEngine< VarianceSwap::arguments, VarianceSwap::results > | `[mutable, protected]`
riskFreeDiscount() const (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine | `[protected]`
riskFreeRate() const (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine | `[protected]`
underlying() const (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine | `[protected]`
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
update() | GenericEngine< VarianceSwap::arguments, VarianceSwap::results > | `[virtual]`
weights_type typedef (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine |
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`
~PricingEngine() (defined in PricingEngine) | PricingEngine | `[virtual]`