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
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
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]