BondPositionInstrumentWrapper Class Reference

Equity Position instrument wrapper. More...

#include <ored/portfolio/bondposition.hpp>

Inheritance diagram for BondPositionInstrumentWrapper:

Public Member Functions
	BondPositionInstrumentWrapper (const Real quantity, const std::vector< QuantLib::ext::shared_ptr< QuantLib::Bond > > &bonds, const std::vector< Real > &weights, const std::vector< Real > &bidAskAdjstments, const std::vector< Handle< Quote > > &fxConversion={})
void	initialise (const std::vector< QuantLib::Date > &dates) override
	Initialise with the given date grid.
void	reset () override
	reset is called every time a new path is about to be priced.
QuantLib::Real	NPV () const override
	Return the NPV of this instrument.
const std::map< std::string, QuantLib::ext::any > &	additionalResults () const override
	Return the additional results of this instrument.
void	updateQlInstruments () override
	call update on enclosed instrument(s)
void	setNpvCurrencyConversion (const Handle< Quote > &npvCcyConversion)
Public Member Functions inherited from InstrumentWrapper
	InstrumentWrapper (const QuantLib::ext::shared_ptr< QuantLib::Instrument > &inst, const Real multiplier=1.0, const std::vector< QuantLib::ext::shared_ptr< QuantLib::Instrument > > &additionalInstruments=std::vector< QuantLib::ext::shared_ptr< QuantLib::Instrument > >(), const std::vector< Real > &additionalMultipliers=std::vector< Real >())
QuantLib::Real	additionalInstrumentsNPV () const
virtual bool	isOption ()
	is it an Option?
QuantLib::ext::shared_ptr< QuantLib::Instrument >	qlInstrument (const bool calculate=false) const
	Inspectors.
Real	multiplier () const
virtual Real	multiplier2 () const
const std::vector< QuantLib::ext::shared_ptr< QuantLib::Instrument > > &	additionalInstruments () const
const std::vector< Real > &	additionalMultipliers () const
boost::timer::nanosecond_type	getCumulativePricingTime () const
	Get cumulative timing spent on pricing.
std::size_t	getNumberOfPricings () const
	Get number of pricings.
void	resetPricingStats () const
	Reset pricing statistics.

Additional Inherited Members
Protected Member Functions inherited from InstrumentWrapper
Real	getTimedNPV (const QuantLib::ext::shared_ptr< QuantLib::Instrument > &instr) const
Protected Attributes inherited from InstrumentWrapper
QuantLib::ext::shared_ptr< QuantLib::Instrument >	instrument_
Real	multiplier_
std::vector< QuantLib::ext::shared_ptr< QuantLib::Instrument > >	additionalInstruments_
std::vector< Real >	additionalMultipliers_
std::size_t	numberOfPricings_ = 0
boost::timer::nanosecond_type	cumulativePricingTime_ = 0

Detailed Description

Equity Position instrument wrapper.

Member Function Documentation

initialise()

void initialise ( const std::vector< QuantLib::Date > & dates )

overridevirtual

Initialise with the given date grid.

Implements InstrumentWrapper.

reset()

void reset ( )

overridevirtual

reset is called every time a new path is about to be priced.

For path dependent Wrappers, this is when internal state should be reset

Implements InstrumentWrapper.

NPV()

QuantLib::Real NPV ( ) const

overridevirtual

Return the NPV of this instrument.

Implements InstrumentWrapper.

additionalResults()

const std::map< std::string, QuantLib::ext::any > & additionalResults ( ) const

overridevirtual

Return the additional results of this instrument.

Implements InstrumentWrapper.

updateQlInstruments()

void updateQlInstruments ( )

overridevirtual

call update on enclosed instrument(s)

Reimplemented from InstrumentWrapper.