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::OptionThetavirtual
clone() const julian::OptionThetavirtual
getRisks(const SmartPointer< MarketModel > &model, const SmartPointer< PricingEngine > &prizer, const SmartPointer< Option > &option)julian::OptionThetavirtual
OptionGreeksDecorator(SmartPointer< OptionGreeks > risks)julian::OptionGreeksDecoratorinline
OptionTheta(SmartPointer< OptionGreeks > input, const std::string &risk_name="Theta")julian::OptionThetainline
risk_name_julian::OptionThetaprivate
~OptionGreeks()julian::OptionGreeksinlinevirtual
~OptionGreeksDecorator() (defined in julian::OptionGreeksDecorator)julian::OptionGreeksDecoratorinlinevirtual
~OptionTheta() (defined in julian::OptionTheta)julian::OptionThetainline