, including all inherited members.
| arguments_ (defined in GenericEngine< VarianceSwap::arguments, VarianceSwap::results >) | GenericEngine< VarianceSwap::arguments, VarianceSwap::results > | [mutable, protected] |
| calculate() const (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine | [virtual] |
| computeLogPayoff(const Real, const Real) const (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine | [protected] |
| computeOptionWeights(const StrikesType &, const Option::Type) const (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine | [protected] |
| computeReplicatingPortfolio() const (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine | [protected] |
| getArguments() const (defined in GenericEngine< VarianceSwap::arguments, VarianceSwap::results >) | GenericEngine< VarianceSwap::arguments, VarianceSwap::results > | [virtual] |
| getResults() const (defined in GenericEngine< VarianceSwap::arguments, VarianceSwap::results >) | GenericEngine< VarianceSwap::arguments, VarianceSwap::results > | [virtual] |
| notifyObservers() | Observable | |
| Observable() (defined in Observable) | Observable | |
| Observable(const Observable &) (defined in Observable) | Observable | |
| operator=(const Observable &) | Observable | |
| ReplicatingVarianceSwapEngine(const Real dk=5.0, const StrikesType &callStrikes=StrikesType(), const StrikesType &putStrikes=StrikesType(), const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< PricingEngine >()) (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine | |
| reset() (defined in GenericEngine< VarianceSwap::arguments, VarianceSwap::results >) | GenericEngine< VarianceSwap::arguments, VarianceSwap::results > | [virtual] |
| residualTime() const (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine | [protected] |
| results_ (defined in GenericEngine< VarianceSwap::arguments, VarianceSwap::results >) | GenericEngine< VarianceSwap::arguments, VarianceSwap::results > | [mutable, protected] |
| riskFreeDiscount() const (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine | [protected] |
| riskFreeRate() const (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine | [protected] |
| StrikesType typedef (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine | |
| underlying() const (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine | [protected] |
| ~Observable() (defined in Observable) | Observable | [virtual] |
| ~PricingEngine() (defined in PricingEngine) | PricingEngine | [virtual] |