- _ -

• _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

- a -

• a : somefunc

- b -

• b : somefunc

- c -

• c : somefunc

- d -

• d : somefunc

- e -

• e : somefunc

- i -

• i : Bisection< functor, real >

- n -

• NA : option_pair

- s -

• settlement_price : cbot_pair
• strike_price : cbot_pair

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