julian::BuildGreeksReport Member List

This is the complete list of members for julian::BuildGreeksReport, including all inherited members.

build()julian::BuildGreeksReport
BuildGreeksReport()julian::BuildGreeksReport
greeks_julian::BuildGreeksReportprivate
withDelta(double h=1e-4, NumDiffScheme scheme=NumDiffScheme::CNTR, std::string risk_name="Delta")julian::BuildGreeksReport
withGamma(double h=1e-4, NumDiffScheme scheme=NumDiffScheme::CNTR, std::string risk_name="Gamma")julian::BuildGreeksReport
withTheta(std::string risk_name="Theta")julian::BuildGreeksReport
withVanna(double hs=1e-4, double hv=1e-4, std::string risk_name="Vanna")julian::BuildGreeksReport
withVega(double h=1e-4, NumDiffScheme scheme=NumDiffScheme::CNTR, std::string risk_name="Vega")julian::BuildGreeksReport
withVolga(double h=1e-4, NumDiffScheme scheme=NumDiffScheme::CNTR, std::string risk_name="Volga")julian::BuildGreeksReport
~BuildGreeksReport() (defined in julian::BuildGreeksReport)julian::BuildGreeksReportinline