Reference manual - version ored_version
This is the complete list of members for CommoditySpreadOptionEngineBuilder, including all inherited members.
| CachingEngineBuilder(const string &model, const string &engine, const set< string > &tradeTypes) | CachingEngineBuilder< T, PricingEngine, Args... > | |
| CommoditySpreadOptionBaseEngineBuilder(const std::string &model, const std::string &engine, const std::set< std::string > &tradeTypes) (defined in CommoditySpreadOptionBaseEngineBuilder) | CommoditySpreadOptionBaseEngineBuilder | |
| CommoditySpreadOptionEngineBuilder() (defined in CommoditySpreadOptionEngineBuilder) | CommoditySpreadOptionEngineBuilder | |
| configuration(const MarketContext &key) const | EngineBuilder | |
| configurations_ (defined in EngineBuilder) | EngineBuilder | protected |
| engine(Args... params) | CachingEngineBuilder< T, PricingEngine, Args... > | |
| ore::data::EngineBuilder::engine() const | EngineBuilder | |
| engine_ (defined in EngineBuilder) | EngineBuilder | protected |
| EngineBuilder(const string &model, const string &engine, const set< string > &tradeTypes) | EngineBuilder | |
| engineFactory() const | EngineBuilder | |
| engineFactory_ (defined in EngineBuilder) | EngineBuilder | protected |
| engineImpl(const Currency &ccy, const std::string &discountCurveName, QuantLib::ext::shared_ptr< QuantExt::CommodityIndex > const &longIndex, QuantLib::ext::shared_ptr< QuantExt::CommodityIndex > const &shortIndex, string const &id) override (defined in CommoditySpreadOptionEngineBuilder) | CommoditySpreadOptionEngineBuilder | protected |
| engineParameter(const std::string &p, const std::vector< std::string > &qualifiers={}, const bool mandatory=true, const std::string &defaultValue="") const | EngineBuilder | virtual |
| engineParameters_ (defined in EngineBuilder) | EngineBuilder | protected |
| getParameter(const std::map< std::string, std::string > &m, const std::string &p, const std::vector< std::string > &qs, const bool mandatory, const std::string &defaultValue) const (defined in EngineBuilder) | EngineBuilder | protected |
| globalParameters() const | EngineBuilder | |
| globalParameters_ (defined in EngineBuilder) | EngineBuilder | protected |
| init(EngineFactory *const engineFactory, const QuantLib::ext::shared_ptr< Market > market, const map< MarketContext, string > &configurations, const map< string, string > &modelParameters, const map< string, string > &engineParameters, const std::map< std::string, std::string > &globalParameters={}) | EngineBuilder | |
| keyImpl(const Currency &ccy, const std::string &discountCurveName, QuantLib::ext::shared_ptr< QuantExt::CommodityIndex > const &comm1, QuantLib::ext::shared_ptr< QuantExt::CommodityIndex > const &comm2, std::string const &id) override (defined in CommoditySpreadOptionBaseEngineBuilder) | CommoditySpreadOptionBaseEngineBuilder | protected |
| market_ (defined in EngineBuilder) | EngineBuilder | protected |
| model() const | EngineBuilder | |
| model_ (defined in EngineBuilder) | EngineBuilder | protected |
| modelParameter(const std::string &p, const std::vector< std::string > &qualifiers={}, const bool mandatory=true, const std::string &defaultValue="") const | EngineBuilder | virtual |
| modelParameters_ (defined in EngineBuilder) | EngineBuilder | protected |
| reset() override | CachingEngineBuilder< T, PricingEngine, Args... > | virtual |
| tradeTypes() const | EngineBuilder | |
| tradeTypes_ (defined in EngineBuilder) | EngineBuilder | protected |
| ~EngineBuilder() | EngineBuilder | virtual |