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<div id="projectname"><a href="http://quantlib.org">
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<div id="projectbrief">A free/open-source library for quantitative finance</div>
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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_replicating_variance_swap_engine.html">ReplicatingVarianceSwapEngine</a></li> </ul>
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<div class="title">ReplicatingVarianceSwapEngine Member List</div> </div>
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<p>This is the complete list of members for <a class="el" href="class_quant_lib_1_1_replicating_variance_swap_engine.html">ReplicatingVarianceSwapEngine</a>, including all inherited members.</p>
<table class="directory">
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>arguments_</b> (defined in <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a></td><td class="entry"><span class="mlabel">mutable</span><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>calculate</b>() const (defined in <a class="el" href="class_quant_lib_1_1_replicating_variance_swap_engine.html">ReplicatingVarianceSwapEngine</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_replicating_variance_swap_engine.html">ReplicatingVarianceSwapEngine</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>computeLogPayoff</b>(Real, Real) const (defined in <a class="el" href="class_quant_lib_1_1_replicating_variance_swap_engine.html">ReplicatingVarianceSwapEngine</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_replicating_variance_swap_engine.html">ReplicatingVarianceSwapEngine</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>computeOptionWeights</b>(const std::vector< Real > &, Option::Type, weights_type &optionWeights) const (defined in <a class="el" href="class_quant_lib_1_1_replicating_variance_swap_engine.html">ReplicatingVarianceSwapEngine</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_replicating_variance_swap_engine.html">ReplicatingVarianceSwapEngine</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>computeReplicatingPortfolio</b>(const weights_type &optionWeights) const (defined in <a class="el" href="class_quant_lib_1_1_replicating_variance_swap_engine.html">ReplicatingVarianceSwapEngine</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_replicating_variance_swap_engine.html">ReplicatingVarianceSwapEngine</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html#a3d53f9669c128dadc74a5d044a7c8e68">deepUpdate</a>()</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>getArguments</b>() const (defined in <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>getArguments</b>() const =0 (defined in <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a></td><td class="entry"><span class="mlabel">pure virtual</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>getResults</b>() const (defined in <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>getResults</b>() const =0 (defined in <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a></td><td class="entry"><span class="mlabel">pure virtual</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>iterator</b> typedef (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a>()</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>Observable</b>() (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>Observable</b>(const Observable &) (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>Observer</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>Observer</b>(const Observer &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">QuantLib::operator=</a>(const Observable &)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>operator=</b>(const Observer &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>registerWith</b>(const ext::shared_ptr< Observable > &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html#a51d57eb97a3a57312a47bda29235f182">registerWithObservables</a>(const ext::shared_ptr< Observer > &)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>ReplicatingVarianceSwapEngine</b>(const ext::shared_ptr< GeneralizedBlackScholesProcess > &process, Real dk=5.0, const std::vector< Real > &callStrikes=std::vector< Real >(), const std::vector< Real > &putStrikes=std::vector< Real >()) (defined in <a class="el" href="class_quant_lib_1_1_replicating_variance_swap_engine.html">ReplicatingVarianceSwapEngine</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_replicating_variance_swap_engine.html">ReplicatingVarianceSwapEngine</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>reset</b>() (defined in <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>residualTime</b>() const (defined in <a class="el" href="class_quant_lib_1_1_replicating_variance_swap_engine.html">ReplicatingVarianceSwapEngine</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_replicating_variance_swap_engine.html">ReplicatingVarianceSwapEngine</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>results_</b> (defined in <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a></td><td class="entry"><span class="mlabel">mutable</span><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>riskFreeDiscount</b>() const (defined in <a class="el" href="class_quant_lib_1_1_replicating_variance_swap_engine.html">ReplicatingVarianceSwapEngine</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_replicating_variance_swap_engine.html">ReplicatingVarianceSwapEngine</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>riskFreeRate</b>() const (defined in <a class="el" href="class_quant_lib_1_1_replicating_variance_swap_engine.html">ReplicatingVarianceSwapEngine</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_replicating_variance_swap_engine.html">ReplicatingVarianceSwapEngine</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>set_type</b> typedef (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>underlying</b>() const (defined in <a class="el" href="class_quant_lib_1_1_replicating_variance_swap_engine.html">ReplicatingVarianceSwapEngine</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_replicating_variance_swap_engine.html">ReplicatingVarianceSwapEngine</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>unregisterWith</b>(const ext::shared_ptr< Observable > &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>unregisterWithAll</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_generic_engine.html#ac5c54df7ed3b930268c8d7752c101725">update</a>()</td><td class="entry"><a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>weights_type</b> typedef (defined in <a class="el" href="class_quant_lib_1_1_replicating_variance_swap_engine.html">ReplicatingVarianceSwapEngine</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_replicating_variance_swap_engine.html">ReplicatingVarianceSwapEngine</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>~Observable</b>() (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>~Observer</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>~PricingEngine</b>() (defined in <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
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