Reference manual - version ored_version
This is the complete list of members for ComVarSwap, including all inherited members.
| additionalData() const | Trade | virtual |
| additionalData_ (defined in Trade) | Trade | mutableprotected |
| additionalDatum(const std::string &tag) const | Trade | |
| addPastDividends() (defined in VarSwap) | VarSwap | |
| addPremiums(std::vector< QuantLib::ext::shared_ptr< Instrument > > &instruments, std::vector< Real > &multipliers, const Real tradeMultiplier, const PremiumData &premiumData, const Real premiumMultiplier, const Currency &tradeCurrency, const string &discountCurve, const QuantLib::ext::shared_ptr< EngineFactory > &factory, const string &configuration) (defined in Trade) | Trade | protected |
| addProductModelEngine(const EngineBuilder &builder) (defined in Trade) | Trade | |
| addProductModelEngine(const std::set< std::tuple< std::set< std::string >, std::string, std::string > > &productModelEngine) (defined in Trade) | Trade | |
| assetClassUnderlying() (defined in VarSwap) | VarSwap | |
| assetClassUnderlying_ (defined in VarSwap) | VarSwap | protected |
| build(const QuantLib::ext::shared_ptr< ore::data::EngineFactory > &) override (defined in VarSwap) | VarSwap | |
| ore::data::Trade::build(const QuantLib::ext::shared_ptr< EngineFactory > &)=0 | Trade | pure virtual |
| calendar() (defined in VarSwap) | VarSwap | |
| cashflows(const std::string &baseCurrency, const QuantLib::ext::shared_ptr< ore::data::Market > &market, const std::string &configuration, const bool includePastCashflows) const (defined in Trade) | Trade | virtual |
| ComVarSwap() (defined in ComVarSwap) | ComVarSwap | |
| ComVarSwap(ore::data::Envelope &env, string longShort, const QuantLib::ext::shared_ptr< ore::data::Underlying > &underlying, string currency, double strike, double notional, string startDate, string endDate, string momentType, bool addPastDividends) (defined in ComVarSwap) | ComVarSwap | |
| currency() (defined in VarSwap) | VarSwap | |
| endDate() (defined in VarSwap) | VarSwap | |
| envelope() const (defined in Trade) | Trade | |
| fixings(const QuantLib::Date &settlementDate=QuantLib::Date()) const | Trade | virtual |
| fromFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
| fromXML(XMLNode *node) override (defined in VarSwap) | VarSwap | virtual |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| getCumulativePricingTime() const | Trade | |
| getNumberOfPricings() const | Trade | |
| id() | Trade | |
| id() const (defined in Trade) | Trade | |
| instrument() const (defined in Trade) | Trade | |
| instrument_ (defined in Trade) | Trade | protected |
| isExpired(const Date &d) const (defined in Trade) | Trade | virtual |
| issuer() const (defined in Trade) | Trade | |
| issuer_ (defined in Trade) | Trade | protected |
| lastRelevantDate_ (defined in Trade) | Trade | protected |
| LegCashflowInclusion enum name (defined in Trade) | Trade | |
| legCashflowInclusion() const (defined in Trade) | Trade | |
| legCashflowInclusion_ (defined in Trade) | Trade | protected |
| legCurrencies() const (defined in Trade) | Trade | |
| legCurrencies_ (defined in Trade) | Trade | protected |
| legPayers() const (defined in Trade) | Trade | |
| legPayers_ (defined in Trade) | Trade | protected |
| legs() const (defined in Trade) | Trade | |
| legs_ (defined in Trade) | Trade | protected |
| longShort() (defined in VarSwap) | VarSwap | |
| maturity() const (defined in Trade) | Trade | |
| maturity_ (defined in Trade) | Trade | protected |
| maturityType() const (defined in Trade) | Trade | |
| maturityType_ (defined in Trade) | Trade | protected |
| momentType() (defined in VarSwap) | VarSwap | |
| name() const (defined in VarSwap) | VarSwap | |
| notional() const override | VarSwap | virtual |
| notionalCurrency() const (defined in Trade) | Trade | virtual |
| notionalCurrency_ (defined in Trade) | Trade | protected |
| npvCurrency() const (defined in Trade) | Trade | |
| npvCurrency_ (defined in Trade) | Trade | protected |
| portfolioIds() const (defined in Trade) | Trade | |
| productModelEngine() const | Trade | |
| productModelEngine_ (defined in Trade) | Trade | protected |
| requiredFixings() const | Trade | |
| requiredFixings_ (defined in Trade) | Trade | protected |
| reset() | Trade | |
| resetPricingStats(const std::size_t numberOfPricings=0, const boost::timer::nanosecond_type cumulativePricingTime=0) | Trade | |
| savedCumulativePricingTime_ (defined in Trade) | Trade | protected |
| savedNumberOfPricings_ (defined in Trade) | Trade | protected |
| sensitivityTemplate() const | Trade | |
| sensitivityTemplate_ (defined in Trade) | Trade | protected |
| sensitivityTemplateSet_ (defined in Trade) | Trade | protected |
| setAdditionalData(const std::map< std::string, QuantLib::ext::any > &additionalData) (defined in Trade) | Trade | |
| setEnvelope(const Envelope &envelope) | Trade | |
| setId(const std::string &id) (defined in Trade) | Trade | |
| setLegBasedAdditionalData(const Size legNo, Size resultLegId=Null< Size >()) const (defined in Trade) | Trade | protected |
| setSensitivityTemplate(const EngineBuilder &builder) (defined in Trade) | Trade | |
| setSensitivityTemplate(const std::string &id) (defined in Trade) | Trade | |
| startDate() (defined in VarSwap) | VarSwap | |
| strike() (defined in VarSwap) | VarSwap | |
| toFile(const std::string &filename) const (defined in XMLSerializable) | XMLSerializable | |
| toXML(ore::data::XMLDocument &doc) const override (defined in VarSwap) | VarSwap | virtual |
| toXMLString() const | XMLSerializable | |
| toXMLStringUnformatted() const (defined in XMLSerializable) | XMLSerializable | |
| Trade() | Trade | |
| Trade(const string &tradeType, const Envelope &env=Envelope(), const TradeActions &ta=TradeActions()) | Trade | |
| tradeActions() | Trade | |
| tradeActions() const (defined in Trade) | Trade | |
| tradeType() const (defined in Trade) | Trade | |
| tradeType_ (defined in Trade) | Trade | protected |
| underlying() const (defined in VarSwap) | VarSwap | |
| underlying_ (defined in VarSwap) | VarSwap | protected |
| underlyingIndices(const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceDataManager=nullptr) const override | ComVarSwap | virtual |
| updateProductModelEngineAdditionalData() (defined in Trade) | Trade | protected |
| validate() const | Trade | |
| VarSwap(AssetClass assetClassUnderlying) (defined in VarSwap) | VarSwap | protected |
| VarSwap(ore::data::Envelope &env, string longShort, const QuantLib::ext::shared_ptr< ore::data::Underlying > &underlying, string currency, double strike, double notional, string startDate, string endDate, AssetClass assetClassUnderlying, string momentType, bool addPastDividends) (defined in VarSwap) | VarSwap | protected |
| ~Trade() | Trade | virtual |
| ~XMLSerializable() (defined in XMLSerializable) | XMLSerializable | virtual |