Here is a list of all documented class members with links to the class documentation for each member:
- _abs_Err_F_x
: SecantSolve0< functor, real >
- _abs_error
: Bisection< functor, real >
- _abs_F_x
: NewtonRaphsonSolve0< functor, real >
- _alpha
: option_pair
- _boundary_hit
: NewtonRaphsonSolve0< functor, real >
, SecantSolve0< functor, real >
- _boundary_solution
: NewtonRaphsonSolve0< functor, real >
, SecantSolve0< functor, real >
- _C
: option_pair
- _C_implied_sigma
: option_pair
- _calc_call
: option_pair
- _calc_F_x_lower
: Bisection< functor, real >
- _calc_F_x_upper
: Bisection< functor, real >
- _calc_put
: option_pair
- _call_early_exercise
: american_option_approximation
- _call_fudge
: american_option_fudge
- _call_grid
: binomial_option
- _call_tau
: american_option_approximation
- _Ccap
: binomial_option
- _check_boundary
: SecantSolve0< functor, real >
, NewtonRaphsonSolve0< functor, real >
- _converged
: NewtonRaphsonSolve0< functor, real >
, Bisection< functor, real >
, SecantSolve0< functor, real >
- _d2C_dS2
: option_pair
- _d2C_dS_dtau
: european_option_pair
- _d2C_dsigma2
: european_option_pair
- _d2C_dtau2
: european_option_pair
- _d2f
: NewtonRaphsonSolve0< functor, real >
- _d2P_dS2
: option_pair
- _d2P_dS_dtau
: european_option_pair
- _d2P_dsigma2
: european_option_pair
- _d2P_dtau2
: european_option_pair
- _d3C_dS2_dtau
: european_option_pair
- _d3P_dS2_dtau
: european_option_pair
- _d_call_fudge_ds
: american_option_fudge
- _d_call_fudge_dt
: american_option_fudge
- _d_put_fudge_ds
: american_option_fudge
- _d_put_fudge_dt
: american_option_fudge
- _dC_dS
: option_pair
- _dC_dsigma
: option_pair
- _dC_dtau
: european_option_pair
, option_pair
- _delta
: Bisection< functor, real >
- _df
: NewtonRaphsonSolve0< functor, real >
- _dF_x
: SecantSolve0< functor, real >
, NewtonRaphsonSolve0< functor, real >
- _dh_dsigma
: european_option_pair
- _dh_dtau
: european_option_pair
- _diverged
: NewtonRaphsonSolve0< functor, real >
, SecantSolve0< functor, real >
- _dP_dS
: option_pair
- _dP_dsigma
: option_pair
- _dP_dtau
: european_option_pair
, option_pair
- _dt
: binomial_option
- _dx
: Bisection< functor, real >
- _dX
: GridSearch< functor, real >
- _dZ_dsigma
: european_option_pair
- _dZk_dtau
: european_option_pair
- _epsilon
: NewtonRaphsonSolve0< functor, real >
, SecantSolve0< functor, real >
, Bisection< functor, real >
- _erno
: european_option_pair
, option_pair
, american_option_approximation
, american_option_fudge
, binomial_option
- _error_msg
: european_option_pair
, option_pair
, american_option_approximation
, american_option_fudge
, binomial_option
- _exp_alpha_r_t
: european_option_pair
- _exp_r_t
: european_option_pair
, binomial_option
- _f
: GridSearch< functor, real >
, NewtonRaphsonSolve0< functor, real >
, Bisection< functor, real >
, SecantSolve0< functor, real >
- _F
: NewtonRaphsonSolve0< functor, real >
- _f_converge
: SecantSolve0< functor, real >
, NewtonRaphsonSolve0< functor, real >
- _F_x
: GridSearch< functor, real >
, SecantSolve0< functor, real >
, NewtonRaphsonSolve0< functor, real >
- _F_x_lower
: Bisection< functor, real >
- _f_x_max
: GridSearch< functor, real >
- _F_x_mid
: Bisection< functor, real >
- _f_x_min
: GridSearch< functor, real >
- _F_x_upper
: Bisection< functor, real >
- _fsolve
: NewtonRaphsonSolve0< functor, real >
, Bisection< functor, real >
- _Fsolve
: SecantSolve0< functor, real >
- _h
: european_option_pair
- _i_max
: GridSearch< functor, real >
- _i_min
: GridSearch< functor, real >
- _input_call_price
: option_pair
- _input_put_price
: option_pair
- _is_increasing
: Bisection< functor, real >
- _K
: option_pair
, cbot_pair
- _K_exp_r_t
: european_option_pair
- _log_S_K
: european_option_pair
- _lower_boundary_hit
: NewtonRaphsonSolve0< functor, real >
, SecantSolve0< functor, real >
- _max_iter
: SecantSolve0< functor, real >
, american_option_approximation
, Bisection< functor, real >
, NewtonRaphsonSolve0< functor, real >
- _max_number_increment
: GridSearch< functor, real >
- _max_x
: SecantSolve0< functor, real >
, NewtonRaphsonSolve0< functor, real >
- _min_x
: SecantSolve0< functor, real >
, NewtonRaphsonSolve0< functor, real >
- _mu
: binomial_option
, european_option_pair
- _N_h
: european_option_pair
- _N_Zk
: european_option_pair
- _number_boundary_hits
: NewtonRaphsonSolve0< functor, real >
, SecantSolve0< functor, real >
- _NumberIterations
: binomial_option
- _obj
: Bisection< functor, real >
, GridSearch< functor, real >
, SecantSolve0< functor, real >
- _offset
: secant_functor
, Newton_functor
- _optvar
: american_option_approximation
- _P
: option_pair
- _P_h
: european_option_pair
- _P_implied_sigma
: option_pair
- _Price
: cbot_pair
- _put_early_exercise
: american_option_approximation
- _put_fudge
: american_option_fudge
- _put_grid
: binomial_option
- _put_tau
: american_option_approximation
- _r
: option_pair
- _S
: option_pair
- _S_exp_alpha_r_t
: european_option_pair
- _S_grid
: binomial_option
- _Scap
: binomial_option
- _sigma
: option_pair
- _sigma_sqrt_tau
: binomial_option
, european_option_pair
- _sqrt_tau
: binomial_option
, european_option_pair
- _tau
: option_pair
- _twice_df
: NewtonRaphsonSolve0< functor, real >
- _u
: binomial_option
- _upper_boundary_hit
: SecantSolve0< functor, real >
, NewtonRaphsonSolve0< functor, real >
- _v
: binomial_option
- _vega_epsilon
: american_option_approximation
- _x
: NewtonRaphsonSolve0< functor, real >
, SecantSolve0< functor, real >
, GridSearch< functor, real >
- _x0
: NewtonRaphsonSolve0< functor, real >
, Bisection< functor, real >
, SecantSolve0< functor, real >
- _X0
: GridSearch< functor, real >
- _x1
: Bisection< functor, real >
, SecantSolve0< functor, real >
- _x_converge
: NewtonRaphsonSolve0< functor, real >
, SecantSolve0< functor, real >
- _x_lower
: Bisection< functor, real >
- _x_max
: GridSearch< functor, real >
- _x_mid
: Bisection< functor, real >
- _x_min
: GridSearch< functor, real >
- _x_upper
: Bisection< functor, real >
- _Zk
: european_option_pair
Generated on Fri Jan 7 12:36:19 2011 for public_options by
1.5.1