julian::OptionTheta Member List
This is the complete list of members for julian::OptionTheta, including all inherited members.
| calculateRisks(const SmartPointer< MarketModel > &model, const SmartPointer< PricingEngine > &prizer, const SmartPointer< Option > &option) | julian::OptionTheta | virtual |
| clone() const | julian::OptionTheta | virtual |
| getRisks(const SmartPointer< MarketModel > &model, const SmartPointer< PricingEngine > &prizer, const SmartPointer< Option > &option) | julian::OptionTheta | virtual |
| OptionGreeksDecorator(SmartPointer< OptionGreeks > risks) | julian::OptionGreeksDecorator | inline |
| OptionTheta(SmartPointer< OptionGreeks > input, const std::string &risk_name="Theta") | julian::OptionTheta | inline |
| risk_name_ | julian::OptionTheta | private |
| ~OptionGreeks() | julian::OptionGreeks | inlinevirtual |
| ~OptionGreeksDecorator() (defined in julian::OptionGreeksDecorator) | julian::OptionGreeksDecorator | inlinevirtual |
| ~OptionTheta() (defined in julian::OptionTheta) | julian::OptionTheta | inline |

1.8.11