QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
ContinuousArithmeticAsianVecerEngine Member List

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

arguments_ (defined in GenericEngine< ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results >)GenericEngine< ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results >mutableprotected
calculate() const (defined in ContinuousArithmeticAsianVecerEngine)ContinuousArithmeticAsianVecerEnginevirtual
cont_strategy(Time t, Time T1, Time T2, Real v, Real r) const (defined in ContinuousArithmeticAsianVecerEngine)ContinuousArithmeticAsianVecerEngineprotected
ContinuousArithmeticAsianVecerEngine(const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, const Handle< Quote > &currentAverage, Date startDate, Size timeSteps=100, Size assetSteps=100, Real z_min=-1.0, Real z_max=1.0) (defined in ContinuousArithmeticAsianVecerEngine)ContinuousArithmeticAsianVecerEngine
getArguments() const (defined in GenericEngine< ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results >)GenericEngine< ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results >virtual
getResults() const (defined in GenericEngine< ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results >)GenericEngine< ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results >virtual
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
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
reset() (defined in GenericEngine< ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results >)GenericEngine< ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results >virtual
results_ (defined in GenericEngine< ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results >)GenericEngine< ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results >mutableprotected
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()GenericEngine< ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results >virtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~PricingEngine() (defined in PricingEngine)PricingEnginevirtual