QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
DoubleBarrierOption Member List

This is the complete list of members for DoubleBarrierOption, including all inherited members.

additionalResults() constInstrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
alwaysForward_ (defined in LazyObject)LazyObjectprotected
alwaysForwardNotifications()LazyObject
barrier_hi_ (defined in DoubleBarrierOption)DoubleBarrierOptionprotected
barrier_lo_ (defined in DoubleBarrierOption)DoubleBarrierOptionprotected
barrierType_ (defined in DoubleBarrierOption)DoubleBarrierOptionprotected
calculate() constInstrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
Call enum value (defined in Option)Option
deepUpdate()Observervirtual
delta() const (defined in OneAssetOption)OneAssetOption
delta_ (defined in OneAssetOption)OneAssetOptionmutableprotected
deltaForward() const (defined in OneAssetOption)OneAssetOption
deltaForward_ (defined in OneAssetOption)OneAssetOptionprotected
dividendRho() const (defined in OneAssetOption)OneAssetOption
dividendRho_ (defined in OneAssetOption)OneAssetOptionprotected
DoubleBarrierOption(DoubleBarrier::Type barrierType, Real barrier_lo, Real barrier_hi, Real rebate, const ext::shared_ptr< StrikedTypePayoff > &payoff, const ext::shared_ptr< Exercise > &exercise) (defined in DoubleBarrierOption)DoubleBarrierOption
elasticity() const (defined in OneAssetOption)OneAssetOption
elasticity_ (defined in OneAssetOption)OneAssetOptionprotected
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() constInstrument
errorEstimate_ (defined in Instrument)Instrumentprotected
exercise() (defined in Option)Option
exercise_ (defined in Option)Optionprotected
fetchResults(const PricingEngine::results *) constOneAssetOptionvirtual
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectprotected
gamma() const (defined in OneAssetOption)OneAssetOption
gamma_ (defined in OneAssetOption)OneAssetOptionprotected
impliedVolatility(Real price, const ext::shared_ptr< GeneralizedBlackScholesProcess > &process, Real accuracy=1.0e-4, Size maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) constDoubleBarrierOption
Instrument() (defined in Instrument)Instrument
isExpired() constOneAssetOptionvirtual
iterator typedef (defined in Observer)Observer
itmCashProbability() const (defined in OneAssetOption)OneAssetOption
itmCashProbability_ (defined in OneAssetOption)OneAssetOptionprotected
LazyObject() (defined in LazyObject)LazyObject
notifyObservers()Observable
NPV() constInstrument
NPV_ (defined in Instrument)Instrumentmutableprotected
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
OneAssetOption(const ext::shared_ptr< Payoff > &, const ext::shared_ptr< Exercise > &) (defined in OneAssetOption)OneAssetOption
operator<<(std::ostream &, Option::Type) (defined in Option)Optionrelated
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
Option(const ext::shared_ptr< Payoff > &payoff, const ext::shared_ptr< Exercise > &exercise) (defined in Option)Option
payoff() (defined in Option)Option
payoff_ (defined in Option)Optionprotected
performCalculations() constInstrumentprotectedvirtual
Put enum value (defined in Option)Option
rebate_ (defined in DoubleBarrierOption)DoubleBarrierOptionprotected
recalculate()LazyObject
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
result(const std::string &tag) constInstrument
rho() const (defined in OneAssetOption)OneAssetOption
rho_ (defined in OneAssetOption)OneAssetOptionprotected
set_type typedef (defined in Observer)Observer
setPricingEngine(const ext::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) constDoubleBarrierOptionvirtual
setupExpired() constOneAssetOptionprotectedvirtual
strikeSensitivity() const (defined in OneAssetOption)OneAssetOption
strikeSensitivity_ (defined in OneAssetOption)OneAssetOptionprotected
theta() const (defined in OneAssetOption)OneAssetOption
theta_ (defined in OneAssetOption)OneAssetOptionprotected
thetaPerDay() const (defined in OneAssetOption)OneAssetOption
thetaPerDay_ (defined in OneAssetOption)OneAssetOptionprotected
Type enum name (defined in Option)Option
unfreeze()LazyObject
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LazyObjectvirtual
valuationDate() constInstrument
valuationDate_ (defined in Instrument)Instrumentmutableprotected
vega() const (defined in OneAssetOption)OneAssetOption
vega_ (defined in OneAssetOption)OneAssetOptionprotected
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual