Apama Capital Markets Foundation  10.3.1.0
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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)QuantlibPluginstatic
_getBond(const char *symbol, const char *issueDate, const char *maturityDate, const char *settlementDate, Rate rate, Frequency frequency, bool updateFlag, int &ouputValue, std::string &discrepancyMessage)QuantlibPluginstatic
_loggerQuantlibPluginstatic
_price(bond_ptr bond, const Rate &yield, const char *settlementDate)QuantlibPluginstatic
_yield(bond_ptr bond, const Real &price, const char *settlementDate)QuantlibPluginstatic
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()QuantlibPluginstatic
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)QuantlibPluginstatic
implVol(const custom_t< OptionResultsChunk > &results)QuantlibPlugin
initialize(base_plugin_t::method_data_t &md)QuantlibPluginstatic
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()QuantlibPlugininline
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)QuantlibPlugininline