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