| _insideOptions | OptionStrategy | [private] |
| _insideQuantities | OptionStrategy | [private] |
| _nbOptions | OptionStrategy | [private] |
| _price | OptionStrategy | [private] |
| addLongButterflySpread(Real spot, Real volStrike1, bool isVol1, Real volStrike2, bool isVol2, Real volStrike3, bool isVol3, Real r, Real K1, Real K2, Real T, Real Quantity) | OptionStrategy | |
| addLongButterflySpread(Real spot, Real volStrike1, bool isVol1, Real volStrike2, bool isVol2, Real volStrike3, bool isVol3, Real r, Real K1, Real K2, Real K3, Real T, Real Quantity) | OptionStrategy | |
| addLongCallSpread(Real spot, Real volStrike1, bool isVol1, Real volStrike2, bool isVol2, Real r, Real K1, Real K2, Real T, Real Quantity) | OptionStrategy | |
| addLongPutSpread(Real spot, Real volStrike1, bool isVol1, Real volStrike2, bool isVol2, Real r, Real K1, Real K2, Real T, Real Quantity) | OptionStrategy | |
| addLongRatioCallSpread(Real spot, Real volStrike1, bool isVol1, Real volStrike2, bool isVol2, Real r, Real K1, Real K2, Real T, Real Quantity) | OptionStrategy | |
| addLongStraddle(Real spot, Real vol, bool isVol, Real r, Real K, Real T, Real Quantity) | OptionStrategy | |
| addLongStrangle(Real spot, Real volStrike1, bool isVol1, Real volStrike2, bool isVol2, Real r, Real K1, Real K2, Real T, Real Quantity) | OptionStrategy | |
| addOneBlackScholesObject(BlackScholes *bs, Real Quantity) | OptionStrategy | |
| addOneOptionToStrategy(Real spot, Real vol, bool isVol, Real r, Real K, Real T, TypeOptionBS type, Real Quantity) | OptionStrategy | |
| changeMaturity(Real addConstant=defaultshiftMat) | OptionStrategy | |
| changeRate(Real addConstant=defaultshiftRate) | OptionStrategy | |
| changeSpot(Real addConstant=defaultshiftSpot) | OptionStrategy | |
| changeStrike(Real addConstant=defaultshiftStrike) | OptionStrategy | |
| changeVol(Real addConstant=defaultshiftVol) | OptionStrategy | |
| getGlobalDelta() | OptionStrategy | |
| getGlobalGamma() | OptionStrategy | |
| getGlobalRho() | OptionStrategy | |
| getGlobalTheta() | OptionStrategy | |
| getGlobalVega() | OptionStrategy | |
| operator<<(ostream &os, const OptionStrategy &optionStrategy) | OptionStrategy | [friend] |
| operator<<(ostream &os, const OptionStrategy *optionStrategy) | OptionStrategy | [friend] |
| OptionStrategy() | OptionStrategy | |
| recalcPrice() | OptionStrategy | |
| returnNbOptions() const | OptionStrategy | |
| returnOption(Natural i) const | OptionStrategy | |
| returnOptionQuantity(Natural i) const | OptionStrategy | |
| returnPrice() | OptionStrategy | |
| ~OptionStrategy() | OptionStrategy | |
