1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=iso-8859-1">
<meta name="robots" content="none">
<title>QuantLib: Member List</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="212" height="47" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 0.3.14</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="overview.html">Project overview</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="faq.html">Frequently asked questions</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="deprecated.html">Deprecated Features</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.5.1 -->
<h1>DiscreteGeometricASO Member List</h1>This is the complete list of members for <a class="el" href="class_quant_lib_1_1_discrete_geometric_a_s_o.html">DiscreteGeometricASO</a>, including all inherited members.<p><table>
<tr bgcolor="#f0f0f0"><td><b>clone</b>() const (defined in <a class="el" href="class_quant_lib_1_1_discrete_geometric_a_s_o.html">DiscreteGeometricASO</a>)</td><td><a class="el" href="class_quant_lib_1_1_discrete_geometric_a_s_o.html">DiscreteGeometricASO</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>delta</b>() const (defined in <a class="el" href="class_quant_lib_1_1_discrete_geometric_a_s_o.html">DiscreteGeometricASO</a>)</td><td><a class="el" href="class_quant_lib_1_1_discrete_geometric_a_s_o.html">DiscreteGeometricASO</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>DiscreteGeometricASO</b>(Option::Type type, Real underlying, Spread dividendYield, Rate riskFreeRate, const std::vector< Time > &times, Volatility volatility) (defined in <a class="el" href="class_quant_lib_1_1_discrete_geometric_a_s_o.html">DiscreteGeometricASO</a>)</td><td><a class="el" href="class_quant_lib_1_1_discrete_geometric_a_s_o.html">DiscreteGeometricASO</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>dividendRho</b>() const (defined in <a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a>)</td><td><a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>dividendRho_</b> (defined in <a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a>)</td><td><a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a></td><td><code> [mutable, protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>dividendRhoComputed_</b> (defined in <a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a>)</td><td><a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a></td><td><code> [mutable, protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>dividendYield_</b> (defined in <a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a>)</td><td><a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>dRMultiplier_</b> (defined in <a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a>)</td><td><a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a></td><td><code> [protected, static]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>dVolMultiplier_</b> (defined in <a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a>)</td><td><a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a></td><td><code> [protected, static]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>gamma</b>() const (defined in <a class="el" href="class_quant_lib_1_1_discrete_geometric_a_s_o.html">DiscreteGeometricASO</a>)</td><td><a class="el" href="class_quant_lib_1_1_discrete_geometric_a_s_o.html">DiscreteGeometricASO</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>hasBeenCalculated_</b> (defined in <a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a>)</td><td><a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a></td><td><code> [mutable, protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>impliedDivYield</b>(Real targetValue, Real accuracy=1e-4, Size maxEvaluations=100, Spread minYield=QL_MIN_DIVYIELD, Spread maxYield=QL_MAX_DIVYIELD) const (defined in <a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a>)</td><td><a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_single_asset_option.html#b96ee1ae23ce91c595c8b809d3e6af45">impliedVolatility</a>(Real targetValue, Real accuracy=1e-4, Size maxEvaluations=100, Volatility minVol=QL_MIN_VOLATILITY, Volatility maxVol=QL_MAX_VOLATILITY) const</td><td><a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>payoff_</b> (defined in <a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a>)</td><td><a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>residualTime_</b> (defined in <a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a>)</td><td><a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>rho</b>() const (defined in <a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a>)</td><td><a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>rho_</b> (defined in <a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a>)</td><td><a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a></td><td><code> [mutable, protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>rhoComputed_</b> (defined in <a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a>)</td><td><a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a></td><td><code> [mutable, protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>riskFreeRate_</b> (defined in <a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a>)</td><td><a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>setDividendYield</b>(Rate newDividendYield) (defined in <a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a>)</td><td><a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>setRiskFreeRate</b>(Rate newRate) (defined in <a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a>)</td><td><a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>setVolatility</b>(Volatility newVolatility) (defined in <a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a>)</td><td><a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>SingleAssetOption</b>(Option::Type type, Real underlying, Real strike, Spread dividendYield, Rate riskFreeRate, Time residualTime, Volatility volatility) (defined in <a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a>)</td><td><a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>theta</b>() const (defined in <a class="el" href="class_quant_lib_1_1_discrete_geometric_a_s_o.html">DiscreteGeometricASO</a>)</td><td><a class="el" href="class_quant_lib_1_1_discrete_geometric_a_s_o.html">DiscreteGeometricASO</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>theta_</b> (defined in <a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a>)</td><td><a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a></td><td><code> [mutable, protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>thetaComputed_</b> (defined in <a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a>)</td><td><a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a></td><td><code> [mutable, protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>underlying_</b> (defined in <a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a>)</td><td><a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>value</b>() const (defined in <a class="el" href="class_quant_lib_1_1_discrete_geometric_a_s_o.html">DiscreteGeometricASO</a>)</td><td><a class="el" href="class_quant_lib_1_1_discrete_geometric_a_s_o.html">DiscreteGeometricASO</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>vega</b>() const (defined in <a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a>)</td><td><a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>vega_</b> (defined in <a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a>)</td><td><a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a></td><td><code> [mutable, protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>vegaComputed_</b> (defined in <a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a>)</td><td><a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a></td><td><code> [mutable, protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>volatility_</b> (defined in <a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a>)</td><td><a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>~SingleAssetOption</b>() (defined in <a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a>)</td><td><a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a></td><td><code> [virtual]</code></td></tr>
</table>
</div>
<div class="footer">
<table align="top" width="100%">
<tr>
<td align="middle" width="33%">
<strong>QuantLib.org</strong><br>
<a href="http://quantlib.org/">
<img src="QL-small.jpg" alt="QuantLib" align="middle" border=0>
</a>
</td>
<td align="middle" width="33%">
<strong>Hosted by</strong><br>
<a href="http://sourceforge.net"><img src=
"sfnetlogo.png" width="88" height="31"
border="0" alt="SourceForge.net Logo"></a>
</td>
<td align="middle" width="33%">
<strong>Documentation generated by</strong><br>
<a href="http://www.doxygen.org">
<img src="doxygen.png" alt="doxygen" align="middle" border=0 width=110 height=53>
</a></td>
</tr>
</table>
</div>
</div>
</body>
</html>
|