Reference manual - version qle_version
This is the complete list of members for CommodityAveragePriceOptionAnalyticalEngine, including all inherited members.
| alive(const bool barrierTriggered) const | CommodityAveragePriceOptionBaseEngine | protected |
| barrierTriggered(const Real price, const bool logPrice, const int strictBarrier) const | CommodityAveragePriceOptionBaseEngine | protected |
| beta_ (defined in CommodityAveragePriceOptionBaseEngine) | CommodityAveragePriceOptionBaseEngine | protected |
| calculate() const override (defined in CommodityAveragePriceOptionAnalyticalEngine) | CommodityAveragePriceOptionAnalyticalEngine | |
| CommodityAveragePriceOptionBaseEngine(const QuantLib::Handle< QuantLib::YieldTermStructure > &discountCurve, const QuantLib::Handle< QuantExt::BlackScholesModelWrapper > &model, QuantLib::Real beta=0.0, QuantLib::DiffusionModelType modelType=QuantLib::DiffusionModelType::AsInputVolatilityType, QuantLib::Real displacement=0.0) (defined in CommodityAveragePriceOptionAnalyticalEngine) | CommodityAveragePriceOptionAnalyticalEngine | |
| CommodityAveragePriceOptionBaseEngine(const QuantLib::Handle< QuantLib::YieldTermStructure > &discountCurve, const QuantLib::Handle< QuantLib::BlackVolTermStructure > &vol, QuantLib::Real beta=0.0, QuantLib::DiffusionModelType modelType=QuantLib::DiffusionModelType::AsInputVolatilityType, QuantLib::Real displacement=0.0) (defined in CommodityAveragePriceOptionAnalyticalEngine) | CommodityAveragePriceOptionAnalyticalEngine | |
| discountCurve_ (defined in CommodityAveragePriceOptionBaseEngine) | CommodityAveragePriceOptionBaseEngine | protected |
| displacement_ (defined in CommodityAveragePriceOptionBaseEngine) | CommodityAveragePriceOptionBaseEngine | protected |
| isModelDependent() const | CommodityAveragePriceOptionBaseEngine | protected |
| logBarrier_ (defined in CommodityAveragePriceOptionBaseEngine) | CommodityAveragePriceOptionBaseEngine | mutableprotected |
| modelType_ (defined in CommodityAveragePriceOptionBaseEngine) | CommodityAveragePriceOptionBaseEngine | protected |
| rho(const QuantLib::Date &ed_1, const QuantLib::Date &ed_2) const | CommodityAveragePriceOptionBaseEngine | protected |
| volStructure_ (defined in CommodityAveragePriceOptionBaseEngine) | CommodityAveragePriceOptionBaseEngine | protected |