QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
QuantoEngine< Instr, Engine > Member List

This is the complete list of members for QuantoEngine< Instr, Engine >, including all inherited members.

arguments_ (defined in GenericEngine< Instr::arguments, QuantoOptionResults< Instr::results > >)GenericEngine< Instr::arguments, QuantoOptionResults< Instr::results > >mutableprotected
calculate() const (defined in QuantoEngine< Instr, Engine >)QuantoEngine< Instr, Engine >virtual
correlation_ (defined in QuantoEngine< Instr, Engine >)QuantoEngine< Instr, Engine >protected
exchangeRateVolatility_ (defined in QuantoEngine< Instr, Engine >)QuantoEngine< Instr, Engine >protected
foreignRiskFreeRate_ (defined in QuantoEngine< Instr, Engine >)QuantoEngine< Instr, Engine >protected
getArguments() const (defined in GenericEngine< Instr::arguments, QuantoOptionResults< Instr::results > >)GenericEngine< Instr::arguments, QuantoOptionResults< Instr::results > >virtual
getResults() const (defined in GenericEngine< Instr::arguments, QuantoOptionResults< Instr::results > >)GenericEngine< Instr::arguments, QuantoOptionResults< Instr::results > >virtual
iterator typedef (defined in Observer)Observer
notifyObservers()Observable
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
process_ (defined in QuantoEngine< Instr, Engine >)QuantoEngine< Instr, Engine >protected
QuantoEngine(const boost::shared_ptr< GeneralizedBlackScholesProcess > &, const Handle< YieldTermStructure > &foreignRiskFreeRate, const Handle< BlackVolTermStructure > &exchangeRateVolatility, const Handle< Quote > &correlation) (defined in QuantoEngine< Instr, Engine >)QuantoEngine< Instr, Engine >
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
reset() (defined in GenericEngine< Instr::arguments, QuantoOptionResults< Instr::results > >)GenericEngine< Instr::arguments, QuantoOptionResults< Instr::results > >virtual
results_ (defined in GenericEngine< Instr::arguments, QuantoOptionResults< Instr::results > >)GenericEngine< Instr::arguments, QuantoOptionResults< Instr::results > >mutableprotected
set_type typedef (defined in Observer)Observer
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()GenericEngine< Instr::arguments, QuantoOptionResults< Instr::results > >virtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~PricingEngine() (defined in PricingEngine)PricingEnginevirtual