| _expiry | Exotics | [private] |
| _nDates | Exotics | [private] |
| _nPaths | Exotics | [private] |
| _spot | Exotics | [private] |
| _strike | Exotics | [private] |
| _strike2 | Exotics | [private] |
| _type | Exotics | [private] |
| _volSurface | Exotics | [private] |
| _yieldCurve | Exotics | [private] |
| Exotics(exoticsType type, yieldCurve *curve, volsurface *surface, Real spot, Real strike, Real Expiry, LongNatural nDates=10, Real strike2=-1., LongNatural nPaths=100000) | Exotics | |
| getDelta() | Exotics | |
| getPrice() | Exotics | |
| getRho() | Exotics | |
| getTheta() | Exotics | |
| getVega() | Exotics | |
| ~Exotics(void) | Exotics |
1.3.6