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 |