Reference manual - version qle_version
This is the complete list of members for FutureOptionHelper, including all inherited members.
| addTimesTo(std::list< Time > &) const override (defined in FutureOptionHelper) | FutureOptionHelper | |
| blackPrice(Real volatility) const override (defined in FutureOptionHelper) | FutureOptionHelper | |
| FutureOptionHelper(const Period &maturity, const Calendar &calendar, const Real strike, const Handle< QuantExt::PriceTermStructure > priceCurve, const Handle< Quote > volatility, BlackCalibrationHelper::CalibrationErrorType errorType=BlackCalibrationHelper::RelativePriceError) (defined in FutureOptionHelper) | FutureOptionHelper | |
| FutureOptionHelper(const Date &exerciseDate, const Real strike, const Handle< QuantExt::PriceTermStructure > priceCurve, const Handle< Quote > volatility, BlackCalibrationHelper::CalibrationErrorType errorType=BlackCalibrationHelper::RelativePriceError) (defined in FutureOptionHelper) | FutureOptionHelper | |
| modelValue() const override (defined in FutureOptionHelper) | FutureOptionHelper | |
| option() const (defined in FutureOptionHelper) | FutureOptionHelper | |
| performCalculations() const override (defined in FutureOptionHelper) | FutureOptionHelper | |
| priceCurve() const (defined in FutureOptionHelper) | FutureOptionHelper | |
| strike() const (defined in FutureOptionHelper) | FutureOptionHelper |