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::BuildGreeksReport | private |
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::BuildGreeksReport | inline |