julian::OptionDelta Member List
This is the complete list of members for julian::OptionDelta, including all inherited members.
| BwdDelta(GreeksIntermediateResults &rr, const SmartPointer< MarketModel > &model, const SmartPointer< PricingEngine > &prizer, const SmartPointer< Option > &option) | julian::OptionDelta | private |
| calculateRisks(const SmartPointer< MarketModel > &model, const SmartPointer< PricingEngine > &prizer, const SmartPointer< Option > &option) | julian::OptionDelta | virtual |
| clone() const | julian::OptionDelta | virtual |
| CntrDelta(GreeksIntermediateResults &rr, const SmartPointer< MarketModel > &model, const SmartPointer< PricingEngine > &prizer, const SmartPointer< Option > &option) | julian::OptionDelta | private |
| FwdDelta(GreeksIntermediateResults &rr, const SmartPointer< MarketModel > &model, const SmartPointer< PricingEngine > &prizer, const SmartPointer< Option > &option) | julian::OptionDelta | private |
| getRisks(const SmartPointer< MarketModel > &model, const SmartPointer< PricingEngine > &prizer, const SmartPointer< Option > &option) | julian::OptionDelta | virtual |
| h_ | julian::OptionDelta | private |
| OptionDelta(SmartPointer< OptionGreeks > input, double h, NumDiffScheme scheme, std::string risk_name="Delta") | julian::OptionDelta | inline |
| OptionGreeksDecorator(SmartPointer< OptionGreeks > risks) | julian::OptionGreeksDecorator | inline |
| risk_name_ | julian::OptionDelta | private |
| scheme_ | julian::OptionDelta | private |
| ~OptionDelta() (defined in julian::OptionDelta) | julian::OptionDelta | inline |
| ~OptionGreeks() | julian::OptionGreeks | inlinevirtual |
| ~OptionGreeksDecorator() (defined in julian::OptionGreeksDecorator) | julian::OptionGreeksDecorator | inlinevirtual |
