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Reference manual - version ored_version
FxBarrierOptionEngineBuilder Member List

This is the complete list of members for FxBarrierOptionEngineBuilder, including all inherited members.

CachingEngineBuilder(const string &model, const string &engine, const set< string > &tradeTypes)CachingEngineBuilder< T, PricingEngine, Args... >
configuration(const MarketContext &key) constEngineBuilder
configurations_ (defined in EngineBuilder)EngineBuilderprotected
engine(Args... params)CachingEngineBuilder< T, PricingEngine, Args... >
ore::data::EngineBuilder::engine() constEngineBuilder
engine_ (defined in EngineBuilder)EngineBuilderprotected
EngineBuilder(const string &model, const string &engine, const set< string > &tradeTypes)EngineBuilder
engineFactory() constEngineBuilder
engineFactory_ (defined in EngineBuilder)EngineBuilderprotected
engineParameter(const std::string &p, const std::vector< std::string > &qualifiers={}, const bool mandatory=true, const std::string &defaultValue="") constEngineBuildervirtual
engineParameters_ (defined in EngineBuilder)EngineBuilderprotected
FxBarrierOptionEngineBuilder(const string &model, const string &engine) (defined in FxBarrierOptionEngineBuilder)FxBarrierOptionEngineBuilderprotected
getBlackScholesProcess(const Currency &forCcy, const Currency &domCcy, const std::vector< Time > &timePoints={}) (defined in FxBarrierOptionEngineBuilder)FxBarrierOptionEngineBuilderprotected
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)EngineBuilderprotected
globalParameters() constEngineBuilder
globalParameters_ (defined in EngineBuilder)EngineBuilderprotected
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 &forCcy, const Currency &domCcy, const Date &expiryDate, const Date &paymentDate) override (defined in FxBarrierOptionEngineBuilder)FxBarrierOptionEngineBuilderprotectedvirtual
market_ (defined in EngineBuilder)EngineBuilderprotected
model() constEngineBuilder
model_ (defined in EngineBuilder)EngineBuilderprotected
modelParameter(const std::string &p, const std::vector< std::string > &qualifiers={}, const bool mandatory=true, const std::string &defaultValue="") constEngineBuildervirtual
modelParameters_ (defined in EngineBuilder)EngineBuilderprotected
reset() overrideCachingEngineBuilder< T, PricingEngine, Args... >virtual
tradeTypes() constEngineBuilder
tradeTypes_ (defined in EngineBuilder)EngineBuilderprotected
~EngineBuilder()EngineBuildervirtual