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QuantLib::ext::shared_ptr< ore::data::Market > & | market () const |
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QuantLib::Real | getFxRate (const std::string &ccyPair) const |
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SaccrTradeData::UnderlyingData | getUnderlyingData (const std::string &originalName, const QuantLib::ext::optional< ore::data::AssetClass > &oreAssetClass=QuantLib::ext::nullopt) const |
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SaccrTradeData::UnderlyingData | getUnderlyingData (const std::string &boughtCurrency, const std::string &soldCurrency) const |
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virtual void | calculate () |
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virtual std::vector< SaccrTradeData::Contribution > | calculateContributions () const |
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SaccrTradeData::AdjustedNotional | getFxAdjustedNotional (const SaccrTradeData::FxAmounts &fxAmounts) const |
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SaccrTradeData::FxAmounts | getSingleFxAmounts (const QuantLib::ext::shared_ptr< ore::data::Trade > &trade=nullptr) const |
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const std::vector< Contribution > & | getContributions () const |
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void | addHedgingData (std::vector< SaccrTradeData::Contribution > &) const |
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QuantLib::Real | getMaturity (const QuantLib::ext::shared_ptr< ore::data::Trade > &trade=nullptr) const |
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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 |
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virtual QuantLib::Real | getSupervisoryOptionVolatility (const SaccrTradeData::UnderlyingData &underlyingData) const |
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std::vector< Contribution > | calculateSingleOptionContribution (const QuantLib::ext::shared_ptr< ore::data::Trade > &trade=nullptr) const |
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QuantLib::Real | getLastExerciseDate (const ore::data::OptionData &optionData) const |
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virtual bool | isVol () const |
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virtual QuantLib::ext::optional< QuantLib::Size > | getNominalFlowCount () const |
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std::string | getBucket (const SaccrTradeData::Contribution &contribution) const |
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std::tuple< QuantLib::Real, std::string, QuantLib::ext::optional< QuantLib::Real > > | getLegAverageNotional (QuantLib::Size legIdx, const ore::data::LegType &legType) const |
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void | setTradeData (const QuantLib::ext::weak_ptr< SaccrTradeData > &tradeData) |
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void | setTrade (const QuantLib::ext::shared_ptr< ore::data::Trade > &trade) |
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const QuantLib::ext::shared_ptr< ore::data::Trade > & | trade () const |
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QuantLib::Real | getMaturityFactor (QuantLib::Real maturity) const |
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const ore::data::NettingSetDetails & | nettingSetDetails () const |
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const std::string & | counterparty () const |
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const QuantLib::Real | NPV () const |
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QuantLib::ext::weak_ptr< SaccrTradeData > | tradeData_ |
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QuantLib::ext::shared_ptr< ore::data::Trade > | trade_ |
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std::vector< Contribution > | contributions_ |
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bool | calculated_ = false |
