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 |
registerWithObservables(const boost::shared_ptr< 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 |
unregisterWithAll() (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