julian::OptionVolga Member List
This is the complete list of members for julian::OptionVolga, including all inherited members.
| BwdVolga(GreeksIntermediateResults &rr, const SmartPointer< MarketModel > &model, const SmartPointer< PricingEngine > &prizer, const SmartPointer< Option > &option) | julian::OptionVolga | private |
| calculateRisks(const SmartPointer< MarketModel > &model, const SmartPointer< PricingEngine > &prizer, const SmartPointer< Option > &option) | julian::OptionVolga | virtual |
| clone() const | julian::OptionVolga | virtual |
| CntrVolga(GreeksIntermediateResults &rr, const SmartPointer< MarketModel > &model, const SmartPointer< PricingEngine > &prizer, const SmartPointer< Option > &option) | julian::OptionVolga | private |
| FwdVolga(GreeksIntermediateResults &rr, const SmartPointer< MarketModel > &model, const SmartPointer< PricingEngine > &prizer, const SmartPointer< Option > &option) | julian::OptionVolga | private |
| getRisks(const SmartPointer< MarketModel > &model, const SmartPointer< PricingEngine > &prizer, const SmartPointer< Option > &option) | julian::OptionVolga | virtual |
| h_ | julian::OptionVolga | private |
| OptionGreeksDecorator(SmartPointer< OptionGreeks > risks) | julian::OptionGreeksDecorator | inline |
| OptionVolga(SmartPointer< OptionGreeks > input, double h, NumDiffScheme scheme, std::string risk_name="Volga") | julian::OptionVolga | inline |
| risk_name_ | julian::OptionVolga | private |
| scheme_ | julian::OptionVolga | private |
| ~OptionGreeks() | julian::OptionGreeks | inlinevirtual |
| ~OptionGreeksDecorator() (defined in julian::OptionGreeksDecorator) | julian::OptionGreeksDecorator | inlinevirtual |
| ~OptionVolga() (defined in julian::OptionVolga) | julian::OptionVolga | inline |
