american_option_approximation Member List

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

_alpha	option_pair	[protected]
_C	option_pair	[mutable, protected]
_C_implied_sigma	option_pair	[mutable, protected]
_calc_call	option_pair	[mutable, protected]
_calc_put	option_pair	[mutable, protected]
_call_early_exercise	american_option_approximation	[mutable, protected]
_call_tau	american_option_approximation	[mutable, protected]
_d2C_dS2	option_pair	[mutable, protected]
_d2C_dS_dtau	european_option_pair	[mutable, protected]
_d2C_dsigma2	european_option_pair	[mutable, protected]
_d2C_dtau2	european_option_pair	[mutable, protected]
_d2P_dS2	option_pair	[mutable, protected]
_d2P_dS_dtau	european_option_pair	[mutable, protected]
_d2P_dsigma2	european_option_pair	[mutable, protected]
_d2P_dtau2	european_option_pair	[mutable, protected]
_d3C_dS2_dtau	european_option_pair	[mutable, protected]
_d3P_dS2_dtau	european_option_pair	[mutable, protected]
_dC_dS	option_pair	[mutable, protected]
_dC_dsigma	option_pair	[mutable, protected]
_dC_dtau	european_option_pair	[mutable, protected]
_dh_dsigma	european_option_pair	[mutable, protected]
_dh_dtau	european_option_pair	[mutable, protected]
_dP_dS	option_pair	[mutable, protected]
_dP_dsigma	option_pair	[mutable, protected]
_dP_dtau	european_option_pair	[mutable, protected]
_dZ_dsigma	european_option_pair	[mutable, protected]
_dZk_dtau	european_option_pair	[mutable, protected]
_erno	american_option_approximation	[protected, static]
_error_msg	american_option_approximation	[protected, static]
_exp_alpha_r_t	european_option_pair	[mutable, protected]
_exp_r_t	european_option_pair	[mutable, protected]
_h	european_option_pair	[mutable, protected]
_input_call_price	option_pair	[mutable, protected]
_input_put_price	option_pair	[mutable, protected]
_K	option_pair	[protected]
_K_exp_r_t	european_option_pair	[mutable, protected]
_log_S_K	european_option_pair	[mutable, protected]
_max_iter	american_option_approximation	[protected]
_mu	european_option_pair	[mutable, protected]
_N_h	european_option_pair	[mutable, protected]
_N_Zk	european_option_pair	[mutable, protected]
_optvar	american_option_approximation	[mutable, protected]
_P	option_pair	[mutable, protected]
_P_h	european_option_pair	[mutable, protected]
_P_implied_sigma	option_pair	[mutable, protected]
_put_early_exercise	american_option_approximation	[mutable, protected]
_put_tau	american_option_approximation	[mutable, protected]
_r	option_pair	[protected]
_S	option_pair	[protected]
_S_exp_alpha_r_t	european_option_pair	[mutable, protected]
_sigma	option_pair	[protected]
_sigma_sqrt_tau	european_option_pair	[mutable, protected]
_sqrt_tau	european_option_pair	[mutable, protected]
_tau	option_pair	[protected]
_vega_epsilon	american_option_approximation	[protected]
_Zk	european_option_pair	[mutable, protected]
american_option_approximation(const american_option_approximation &rhs)	american_option_approximation	[inline]
american_option_approximation(double S=0, double K=0, double Tau=0, double Alpha=0, double R=0.05, double Sigma=0.2, double Vega_epsilon=1e-5, uint Max_iter=100)	american_option_approximation	[inline, explicit]
european_option_pair::american_option_approximation class	european_option_pair	[friend]
C_sigma(double sigma)	option_pair
C_tau(double tau)	european_option_pair
call_implied_sigma(double call_price, bool show_iterations=false)	option_pair	[virtual]
call_intrinsic_value() const	american_option_approximation	[virtual]
check_attributes(double S, double K, double Tau, double Alpha, double R, double Sigma, double Vega_epsilon, uint Max_iter)	american_option_approximation	[static]
european_option_pair::check_attributes(double S, double K, double Tau, double Alpha, double R, double Sigma)	european_option_pair	[static]
d2C_dsigma2(double sigma)	european_option_pair
d2C_dt2_tau(double tau)	european_option_pair
d2P_dsigma2(double sigma)	european_option_pair
d2P_dt2_tau(double tau)	european_option_pair
dC_dsigma(double sigma)	european_option_pair
dC_dt_tau(double tau)	european_option_pair
deinit()	european_option_pair	[inline]
dP_dsigma(double sigma)	european_option_pair
dP_dt_tau(double tau)	european_option_pair
european_option_pair(const european_option_pair &rhs)	european_option_pair	[inline]
european_option_pair(double S=0, double K=0, double Tau=0, double Alpha=0, double R=0.05, double Sigma=0.2)	european_option_pair	[inline]
get_alpha() const	option_pair	[inline]
get_C() const	option_pair	[inline]
get_C_implied_sigma() const	option_pair	[inline]
get_calc_call() const	option_pair	[inline]
get_calc_put() const	option_pair	[inline]
get_call_early_exercise() const	american_option_approximation	[inline]
get_call_tau() const	american_option_approximation	[inline]
get_class_name()	american_option_approximation	[inline, virtual]
get_d2C_dS2() const	option_pair	[inline]
get_d2C_dS_dtau() const	european_option_pair	[inline]
get_d2C_dsigma2() const	european_option_pair	[inline]
get_d2C_dtau2() const	european_option_pair	[inline]
get_d2P_dS2() const	option_pair	[inline]
get_d2P_dS_dtau() const	european_option_pair	[inline]
get_d2P_dsigma2() const	european_option_pair	[inline]
get_d2P_dtau2() const	european_option_pair	[inline]
get_d3C_dS2_dtau() const	european_option_pair	[inline]
get_d3P_dS2_dtau() const	european_option_pair	[inline]
get_dC_dS() const	option_pair	[inline]
get_dC_dsigma() const	option_pair	[inline]
get_dC_dtau() const	european_option_pair	[inline]
get_dh_dsigma() const	european_option_pair	[inline]
get_dh_dtau() const	european_option_pair	[inline]
get_dP_dS() const	option_pair	[inline]
get_dP_dsigma() const	option_pair	[inline]
get_dP_dtau() const	european_option_pair	[inline]
get_dZ_dsigma() const	european_option_pair	[inline]
get_dZk_dtau() const	european_option_pair	[inline]
get_erno()	american_option_approximation	[inline, static]
get_error_msg()	american_option_approximation	[inline, static]
get_exp_alpha_r_t() const	european_option_pair	[inline]
get_exp_r_t() const	european_option_pair	[inline]
get_h() const	european_option_pair	[inline]
get_input_call_price() const	option_pair	[inline]
get_input_put_price() const	option_pair	[inline]
get_K() const	option_pair	[inline]
get_K_exp_r_t() const	european_option_pair	[inline]
get_log_S_K() const	european_option_pair	[inline]
get_max_iter() const	american_option_approximation	[inline]
get_mu() const	european_option_pair	[inline]
get_N_h() const	european_option_pair	[inline]
get_N_Zk() const	european_option_pair	[inline]
get_optvar() const	american_option_approximation	[inline]
get_P() const	option_pair	[inline]
get_P_h() const	european_option_pair	[inline]
get_P_implied_sigma() const	option_pair	[inline]
get_put_early_exercise() const	american_option_approximation	[inline]
get_put_tau() const	american_option_approximation	[inline]
get_r() const	option_pair	[inline]
get_S() const	option_pair	[inline]
get_S_exp_alpha_r_t() const	european_option_pair	[inline]
get_sigma() const	option_pair	[inline]
get_sigma_sqrt_tau() const	european_option_pair	[inline]
get_sqrt_tau() const	european_option_pair	[inline]
get_tau() const	option_pair	[inline]
get_vega_epsilon() const	american_option_approximation	[inline]
get_Zk() const	european_option_pair	[inline]
init(const american_option_approximation &rhs)	american_option_approximation	[inline]
init(double S, double K, double Tau, double Alpha=0, double R=0.05, double Sigma=0.2, double Vega_epsilon=1e-5, uint Max_iter=100)	american_option_approximation	[inline]
european_option_pair::init(const european_option_pair &rhs)	european_option_pair	[inline]
european_option_pair::init(double S, double K, double Tau, double Alpha=0, double R=0.05, double Sigma=0.2)	european_option_pair	[inline]
option_pair::init(const option_pair &rhs)	option_pair	[inline]
init_calc_derived_attributes() const	american_option_approximation	[virtual]
init_call_values(const european_option_pair &rhs)	european_option_pair
init_put_values(const european_option_pair &rhs)	european_option_pair
init_simple_attributes(const american_option_approximation &rhs)	american_option_approximation	[inline]
european_option_pair::init_simple_attributes(const european_option_pair &rhs)	european_option_pair	[inline]
option_pair::init_simple_attributes(const option_pair &rhs)	option_pair	[inline]
is_NA(const double &tst)	option_pair	[inline, static]
local_set_null()	american_option_approximation	[inline]
NA	option_pair	[static]
operator<<(ostream &os, const american_option_approximation &rhs)	american_option_approximation	[friend]
european_option_pair::operator<<(ostream &os, const european_option_pair &rhs)	european_option_pair	[friend]
option_pair::operator<<(ostream &os, const option_pair &rhs)	option_pair	[friend]
operator=(const american_option_approximation &rhs)	american_option_approximation	[inline]
european_option_pair::operator=(const european_option_pair &rhs)	european_option_pair	[inline]
option_pair::operator=(const option_pair &rhs)	option_pair	[inline]
option_pair(const option_pair &rhs)	option_pair	[inline]
option_pair(double S=0, double K=0, double Tau=0, double Alpha=0, double R=0.05, double Sigma=0.2)	option_pair	[inline]
P_sigma(double sigma)	option_pair
P_tau(double tau)	european_option_pair
put_alpha(double Alpha)	option_pair	[inline]
put_implied_sigma(double call_price, bool show_iterations=false)	option_pair	[virtual]
put_intrinsic_value() const	american_option_approximation	[virtual]
put_K(double K)	option_pair	[inline]
put_max_iter(uint Max_iter)	american_option_approximation	[inline]
put_r(double R)	option_pair	[inline]
put_S(double S)	option_pair	[inline]
put_sigma(double Sigma)	option_pair	[inline]
put_tau(double Tau)	option_pair	[inline]
put_vega_epsilon(double Vega_epsilon)	american_option_approximation	[inline]
set_call(const european_option_pair &rhs) const	american_option_approximation
set_call_immediate_exercise() const	european_option_pair
set_null()	american_option_approximation	[inline]
set_put(const european_option_pair &rhs) const	american_option_approximation
set_put_immediate_exercise() const	european_option_pair
strictly_check_attributes(double S, double K, double Tau, double Alpha, double R, double Sigma)	option_pair	[protected, static]
~american_option_approximation()	american_option_approximation	[inline, virtual]
~european_option_pair()	european_option_pair	[inline, virtual]
~option_pair()	option_pair	[inline, virtual]

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