QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
VarianceOption Member List

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

additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
calculate() const Instrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrumentmutableprotected
fetchResults(const PricingEngine::results *) const Instrumentvirtual
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
Instrument() (defined in Instrument)Instrument
isExpired() const VarianceOptionvirtual
LazyObject() (defined in LazyObject)LazyObject
maturityDate() const (defined in VarianceOption)VarianceOption
maturityDate_ (defined in VarianceOption)VarianceOptionprotected
notifyObservers()Observable
notional() const (defined in VarianceOption)VarianceOption
notional_ (defined in VarianceOption)VarianceOptionprotected
NPV() const Instrument
NPV_ (defined in Instrument)Instrumentmutableprotected
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
payoff() const (defined in VarianceOption)VarianceOption
payoff_ (defined in VarianceOption)VarianceOptionprotected
performCalculations() const Instrumentprotectedvirtual
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 VarianceOptionvirtual
setupExpired() const Instrumentprotectedvirtual
startDate() const (defined in VarianceOption)VarianceOption
startDate_ (defined in VarianceOption)VarianceOptionprotected
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LazyObjectvirtual
valuationDate() const Instrument
valuationDate_ (defined in Instrument)Instrumentmutableprotected
VarianceOption(const boost::shared_ptr< Payoff > &payoff, Real notional, const Date &startDate, const Date &maturityDate) (defined in VarianceOption)VarianceOption
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual