VarianceSwap Member List

This is the complete list of members for VarianceSwap, 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
engine_ (defined in Instrument) | Instrument | protected
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | mutable protected
fetchResults(const PricingEngine::results *) const | VarianceSwap | virtual
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | mutable protected
Instrument() (defined in Instrument) | Instrument |
isExpired() const | VarianceSwap | virtual
LazyObject() (defined in LazyObject) | LazyObject |
maturityDate() const (defined in VarianceSwap) | VarianceSwap |
maturityDate_ (defined in VarianceSwap) | VarianceSwap | protected
notifyObservers() | Observable |
notional() const (defined in VarianceSwap) | VarianceSwap |
notional_ (defined in VarianceSwap) | VarianceSwap | protected
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 |
QuantLib::operator=(const Observable &) | Observable |
operator=(const Observer &) (defined in Observer) | Observer |
performCalculations() const | Instrument | protected virtual
position() const (defined in VarianceSwap) | VarianceSwap |
position_ (defined in VarianceSwap) | VarianceSwap | protected
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 |
setPricingEngine(const boost::shared_ptr< PricingEngine > &) | Instrument |
setupArguments(PricingEngine::arguments *args) const | VarianceSwap | virtual
setupExpired() const | VarianceSwap | protected virtual
startDate() const (defined in VarianceSwap) | VarianceSwap |
startDate_ (defined in VarianceSwap) | VarianceSwap | protected
strike() const (defined in VarianceSwap) | VarianceSwap |
strike_ (defined in VarianceSwap) | VarianceSwap | protected
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
variance() const (defined in VarianceSwap) | VarianceSwap |
variance_ (defined in VarianceSwap) | VarianceSwap | mutable protected
VarianceSwap(Position::Type position, Real strike, Real notional, const Date &startDate, const Date &maturityDate) (defined in VarianceSwap) | VarianceSwap |
~LazyObject() (defined in LazyObject) | LazyObject | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual