Inheritance diagram for CashPositionSaccrImpl:

Public Member Functions
virtual std::string	name () const override
virtual std::set< std::string >	getTradeTypes () const override
virtual QuantLib::ext::shared_ptr< SaccrTradeData::Impl >	copy () const override
Public Member Functions inherited from SaccrTradeData::Impl
QuantLib::ext::shared_ptr< ore::data::Market > &	market () const
QuantLib::Real	getFxRate (const std::string &ccyPair) const
SaccrTradeData::UnderlyingData	getUnderlyingData (const std::string &originalName, const QuantLib::ext::optional< ore::data::AssetClass > &oreAssetClass=QuantLib::ext::nullopt) const
SaccrTradeData::UnderlyingData	getUnderlyingData (const std::string &boughtCurrency, const std::string &soldCurrency) const
virtual void	calculate ()
virtual std::vector< SaccrTradeData::Contribution >	calculateContributions () const
SaccrTradeData::AdjustedNotional	getFxAdjustedNotional (const SaccrTradeData::FxAmounts &fxAmounts) const
SaccrTradeData::FxAmounts	getSingleFxAmounts (const QuantLib::ext::shared_ptr< ore::data::Trade > &trade=nullptr) const
const std::vector< Contribution > &	getContributions () const
void	addHedgingData (std::vector< SaccrTradeData::Contribution > &) const
QuantLib::Real	getMaturity (const QuantLib::ext::shared_ptr< ore::data::Trade > &trade=nullptr) const
virtual QuantLib::ext::optional< QuantLib::Real >	getSupervisoryDuration (const AssetClass &assetClass, const QuantLib::ext::optional< QuantLib::Real > &startDate, const QuantLib::ext::optional< QuantLib::Real > &endDate) const
virtual QuantLib::Real	getSupervisoryOptionVolatility (const SaccrTradeData::UnderlyingData &underlyingData) const
std::vector< Contribution >	calculateSingleOptionContribution (const QuantLib::ext::shared_ptr< ore::data::Trade > &trade=nullptr) const
QuantLib::Real	getLastExerciseDate (const ore::data::OptionData &optionData) const
virtual bool	isVol () const
virtual QuantLib::ext::optional< QuantLib::Size >	getNominalFlowCount () const
std::string	getBucket (const SaccrTradeData::Contribution &contribution) const
std::tuple< QuantLib::Real, std::string, QuantLib::ext::optional< QuantLib::Real > >	getLegAverageNotional (QuantLib::Size legIdx, const ore::data::LegType &legType) const
void	setTradeData (const QuantLib::ext::weak_ptr< SaccrTradeData > &tradeData)
void	setTrade (const QuantLib::ext::shared_ptr< ore::data::Trade > &trade)
const QuantLib::ext::shared_ptr< ore::data::Trade > &	trade () const
QuantLib::Real	getMaturityFactor (QuantLib::Real maturity) const
const ore::data::NettingSetDetails &	nettingSetDetails () const
const std::string &	counterparty () const
const QuantLib::Real	NPV () const

Protected Member Functions
virtual std::vector< SaccrTradeData::Contribution >	calculateImplContributions () const override
Protected Member Functions inherited from SaccrTradeData::Impl
QuantLib::DayCounter	dc () const

Additional Inherited Members
Protected Attributes inherited from SaccrTradeData::Impl
QuantLib::ext::weak_ptr< SaccrTradeData >	tradeData_
QuantLib::ext::shared_ptr< ore::data::Trade >	trade_
std::vector< Contribution >	contributions_
bool	calculated_ = false