QuantlibPlugin Member List

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

_dv01(bond_ptr bond, const Rate &yield, const char *settlementDate)	QuantlibPlugin	static
_getBond(const char *symbol, const char *issueDate, const char *maturityDate, const char *settlementDate, Rate rate, Frequency frequency, bool updateFlag, int &ouputValue, std::string &discrepancyMessage)	QuantlibPlugin	static
_logger	QuantlibPlugin	static
_price(bond_ptr bond, const Rate &yield, const char *settlementDate)	QuantlibPlugin	static
_yield(bond_ptr bond, const Real &price, const char *settlementDate)	QuantlibPlugin	static
addToDataset(double _value, double _weight)	QuantlibPlugin
btcoxrossrubinsteinGreeks(double _underlying, double _strike, const char *_currentBussinessDate, const char *_maturity, double _riskFreeRate, double _volatility, double _dividendYield, int64_t _timeSteps, const char *_t)	QuantlibPlugin
btcoxrossrubinsteinImplVol(double _price, double _underlying, double _strike, const char *_currentBussinessDate, const char *_maturity, double _riskFreeRate, double _dividendYield, int64_t _timeSteps, const char *_t)	QuantlibPlugin
btcoxrossrubinsteinPrice(double _underlying, double _strike, const char *_currentBussinessDate, const char *_maturity, double _riskFreeRate, double _volatility, double _dividendYield, int64_t _timeSteps, const char *_t)	QuantlibPlugin
createBond(const char *_symbol, const char *_issueDate, const char *_maturityDate, const char *_settlementDate, double _rate, int64_t _frequency, bool _updateFlag)	QuantlibPlugin
delta(const custom_t< OptionResultsChunk > &results)	QuantlibPlugin
dumpCaches()	QuantlibPlugin	static
dv01(const char *_symbol, double _yield, const char *_issueDate, const char *_maturityDate, const char *_settlementDate, double _rate, int64_t _freq)	QuantlibPlugin
error(const custom_t< OptionResultsChunk > &results)	QuantlibPlugin
gamma(const custom_t< OptionResultsChunk > &results)	QuantlibPlugin
getDiscrepancyErrorMessage(int outputValue, BondKey cachedBondKey, BondKey inputBondKey)	QuantlibPlugin	static
implVol(const custom_t< OptionResultsChunk > &results)	QuantlibPlugin
initialize(base_plugin_t::method_data_t &md)	QuantlibPlugin	static
kurtosis()	QuantlibPlugin
max()	QuantlibPlugin
mean()	QuantlibPlugin
min()	QuantlibPlugin
modelGreeks(double _underlying, double _strike, const char *_currentBussinessDate, const char *_maturity, double _riskFreeRate, double _volatility, double _dividendYield, const char *_t, const char *_modelName)	QuantlibPlugin
modelImplVol(double _price, double _underlying, double _strike, const char *_currentBussinessDate, const char *_maturityDate, double _riskFreeRate, double _dividendYield, const char *_t, const char *_modelName)	QuantlibPlugin
modelPrice(double _underlying, double _strike, const char *_currentBussinessDate, const char *_maturity, double _riskFreeRate, double _volatility, double _dividendYield, const char *_t, const char *_modelName)	QuantlibPlugin
npv(const custom_t< OptionResultsChunk > &results)	QuantlibPlugin
numSamples()	QuantlibPlugin
price(const char *_symbol, double _yield, const char *_issueDate, const char *_maturityDate, const char *_settlementDate, double _rate, int64_t _freq)	QuantlibPlugin
QuantlibPlugin()	QuantlibPlugin	inline
removeFromDataset(double _value, double _weight)	QuantlibPlugin
resetDataset()	QuantlibPlugin
rho(const custom_t< OptionResultsChunk > &results)	QuantlibPlugin
skew()	QuantlibPlugin
stddev()	QuantlibPlugin
theta(const custom_t< OptionResultsChunk > &results)	QuantlibPlugin
variance()	QuantlibPlugin
vega(const custom_t< OptionResultsChunk > &results)	QuantlibPlugin
weightSum()	QuantlibPlugin
yield(const char *_symbol, double _price, const char *_issueDate, const char *_maturityDate, const char *_settlementDate, double _rate, int64_t _freq)	QuantlibPlugin
~QuantlibPlugin() (defined in QuantlibPlugin)	QuantlibPlugin	inline