QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
DiscretizedDoubleBarrierOption Member List

This is the complete list of members for DiscretizedDoubleBarrierOption, including all inherited members.

adjustValues()DiscretizedAsset
arguments() const (defined in DiscretizedDoubleBarrierOption)DiscretizedDoubleBarrierOption
checkBarrier(Array &optvalues, const Array &grid) const (defined in DiscretizedDoubleBarrierOption)DiscretizedDoubleBarrierOption
DiscretizedAsset() (defined in DiscretizedAsset)DiscretizedAsset
DiscretizedDoubleBarrierOption(const DoubleBarrierOption::arguments &, const StochasticProcess &process, const TimeGrid &grid=TimeGrid()) (defined in DiscretizedDoubleBarrierOption)DiscretizedDoubleBarrierOption
initialize(const ext::shared_ptr< Lattice > &, Time t) (defined in DiscretizedAsset)DiscretizedAsset
isOnTime(Time t) constDiscretizedAssetprotected
latestPostAdjustment_ (defined in DiscretizedAsset)DiscretizedAssetprotected
latestPreAdjustment_ (defined in DiscretizedAsset)DiscretizedAssetprotected
mandatoryTimes() constDiscretizedDoubleBarrierOptionvirtual
method() const (defined in DiscretizedAsset)DiscretizedAsset
partialRollback(Time to) (defined in DiscretizedAsset)DiscretizedAsset
postAdjustValues()DiscretizedAsset
postAdjustValuesImpl()DiscretizedDoubleBarrierOptionprotectedvirtual
preAdjustValues()DiscretizedAsset
preAdjustValuesImpl()DiscretizedAssetprotectedvirtual
presentValue() (defined in DiscretizedAsset)DiscretizedAsset
reset(Size size)DiscretizedDoubleBarrierOptionvirtual
rollback(Time to) (defined in DiscretizedAsset)DiscretizedAsset
time() const (defined in DiscretizedAsset)DiscretizedAsset
time() (defined in DiscretizedAsset)DiscretizedAsset
time_ (defined in DiscretizedAsset)DiscretizedAssetprotected
values() const (defined in DiscretizedAsset)DiscretizedAsset
values() (defined in DiscretizedAsset)DiscretizedAsset
values_ (defined in DiscretizedAsset)DiscretizedAssetprotected
vanilla() const (defined in DiscretizedDoubleBarrierOption)DiscretizedDoubleBarrierOption
~DiscretizedAsset() (defined in DiscretizedAsset)DiscretizedAssetvirtual