julian::OptionVega Member List

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

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