FFTEngine Member List

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

calculate() const (defined in FFTEngine) | FFTEngine |
calculateUncached(const ext::shared_ptr< StrikedTypePayoff > &payoff, const ext::shared_ptr< Exercise > &exercise) const (defined in FFTEngine) | FFTEngine | protected
clone() const =0 (defined in FFTEngine) | FFTEngine | pure virtual
complexFourierTransform(std::complex< Real > u) const =0 (defined in FFTEngine) | FFTEngine | protected pure virtual
discountFactor(Date d) const =0 (defined in FFTEngine) | FFTEngine | protected pure virtual
dividendYield(Date d) const =0 (defined in FFTEngine) | FFTEngine | protected pure virtual
FFTEngine(const ext::shared_ptr< StochasticProcess1D > &process, Real logStrikeSpacing) (defined in FFTEngine) | FFTEngine |
lambda_ (defined in FFTEngine) | FFTEngine | protected
precalculate(const std::vector< ext::shared_ptr< Instrument > > &optionList) (defined in FFTEngine) | FFTEngine |
precalculateExpiry(Date d)=0 (defined in FFTEngine) | FFTEngine | protected pure virtual
process_ (defined in FFTEngine) | FFTEngine | protected
update() (defined in FFTEngine) | FFTEngine |