VarianceOption Member List
This is the complete list of members for VarianceOption, 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 Instrument [virtual]
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObject [mutable, protected]
Instrument() (defined in Instrument)Instrument
isExpired() const VarianceOption [virtual]
LazyObject() (defined in LazyObject)LazyObject
maturityDate() const (defined in VarianceOption)VarianceOption
maturityDate_ (defined in VarianceOption)VarianceOption [protected]
notifyObservers()Observable
notional() const (defined in VarianceOption)VarianceOption
notional_ (defined in VarianceOption)VarianceOption [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
payoff() const (defined in VarianceOption)VarianceOption
payoff_ (defined in VarianceOption)VarianceOption [protected]
performCalculations() const Instrument [protected, virtual]
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 VarianceOption [virtual]
setupExpired() const Instrument [protected, virtual]
startDate() const (defined in VarianceOption)VarianceOption
startDate_ (defined in VarianceOption)VarianceOption [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]
VarianceOption(const boost::shared_ptr< Payoff > &payoff, Real notional, const Date &startDate, const Date &maturityDate) (defined in VarianceOption)VarianceOption
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]