julian::OptionGamma Member List

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

BwdGamma(GreeksIntermediateResults &rr, const SmartPointer< MarketModel > &model, const SmartPointer< PricingEngine > &prizer, const SmartPointer< Option > &option)	julian::OptionGamma	private
calculateRisks(const SmartPointer< MarketModel > &model, const SmartPointer< PricingEngine > &prizer, const SmartPointer< Option > &option)	julian::OptionGamma	virtual
clone() const	julian::OptionGamma	virtual
CntrGamma(GreeksIntermediateResults &rr, const SmartPointer< MarketModel > &model, const SmartPointer< PricingEngine > &prizer, const SmartPointer< Option > &option)	julian::OptionGamma	private
FwdGamma(GreeksIntermediateResults &rr, const SmartPointer< MarketModel > &model, const SmartPointer< PricingEngine > &prizer, const SmartPointer< Option > &option)	julian::OptionGamma	private
getRisks(const SmartPointer< MarketModel > &model, const SmartPointer< PricingEngine > &prizer, const SmartPointer< Option > &option)	julian::OptionGamma	virtual
h_	julian::OptionGamma	private
OptionGamma(SmartPointer< OptionGreeks > input, double h, NumDiffScheme scheme, std::string risk_name="Gamma")	julian::OptionGamma	inline
OptionGreeksDecorator(SmartPointer< OptionGreeks > risks)	julian::OptionGreeksDecorator	inline
risk_name_	julian::OptionGamma	private
scheme_	julian::OptionGamma	private
~OptionGamma() (defined in julian::OptionGamma)	julian::OptionGamma	inline
~OptionGreeks()	julian::OptionGreeks	inlinevirtual
~OptionGreeksDecorator() (defined in julian::OptionGreeksDecorator)	julian::OptionGreeksDecorator	inlinevirtual