Reference manual - version ored_version
This is the complete list of members for FxOption, including all inherited members.
| additionalData() const | Trade | virtual |
| additionalData_ (defined in Trade) | Trade | mutableprotected |
| additionalDatum(const std::string &tag) const | Trade | |
| 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 | |
| asset() const (defined in VanillaOptionTrade) | VanillaOptionTrade | |
| assetClassUnderlying_ (defined in VanillaOptionTrade) | VanillaOptionTrade | protected |
| assetName_ (defined in VanillaOptionTrade) | VanillaOptionTrade | protected |
| boughtAmount() const (defined in FxOption) | FxOption | |
| boughtCurrency() const (defined in FxOption) | FxOption | |
| build(const QuantLib::ext::shared_ptr< EngineFactory > &) override | FxOption | virtual |
| 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 |
| currency() const (defined in VanillaOptionTrade) | VanillaOptionTrade | |
| currency_ (defined in VanillaOptionTrade) | VanillaOptionTrade | protected |
| delegatingBuilderTrade_ | VanillaOptionTrade | protected |
| deltaAmount() const (defined in FxOption) | FxOption | |
| envelope() const (defined in Trade) | Trade | |
| expiryDate_ | VanillaOptionTrade | protected |
| fixings(const QuantLib::Date &settlementDate=QuantLib::Date()) const | Trade | virtual |
| forwardDate() const (defined in VanillaOptionTrade) | VanillaOptionTrade | |
| forwardDate_ | VanillaOptionTrade | protected |
| fromFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
| fromXML(XMLNode *node) override (defined in FxOption) | FxOption | virtual |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| fxIndex() const (defined in FxOption) | FxOption | |
| FxOption() | FxOption | |
| FxOption(const Envelope &env, const OptionData &option, const string &boughtCurrency, double boughtAmount, const string &soldCurrency, double soldAmount, const std::string &fxIndex="", double delta=0.0) | FxOption | |
| getCumulativePricingTime() const | Trade | |
| getNumberOfPricings() const | Trade | |
| id() | Trade | |
| id() const (defined in Trade) | Trade | |
| index_ | VanillaOptionTrade | protected |
| indexName_ | VanillaOptionTrade | protected |
| 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 |
| maturity() const (defined in Trade) | Trade | |
| maturity_ (defined in Trade) | Trade | protected |
| maturityType() const (defined in Trade) | Trade | |
| maturityType_ (defined in Trade) | Trade | protected |
| notional() const override | VanillaOptionTrade | virtual |
| notional_ (defined in Trade) | Trade | protected |
| notionalCurrency() const override (defined in VanillaOptionTrade) | VanillaOptionTrade | virtual |
| notionalCurrency_ (defined in Trade) | Trade | protected |
| npvCurrency() const (defined in Trade) | Trade | |
| npvCurrency_ (defined in Trade) | Trade | protected |
| option() const (defined in VanillaOptionTrade) | VanillaOptionTrade | |
| option_ (defined in VanillaOptionTrade) | VanillaOptionTrade | protected |
| paymentDate() const (defined in VanillaOptionTrade) | VanillaOptionTrade | |
| paymentDate_ | VanillaOptionTrade | protected |
| portfolioIds() const (defined in Trade) | Trade | |
| productModelEngine() const | Trade | |
| productModelEngine_ (defined in Trade) | Trade | protected |
| quantity() const (defined in VanillaOptionTrade) | VanillaOptionTrade | |
| quantity_ (defined in VanillaOptionTrade) | VanillaOptionTrade | 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 |
| setNotionalAndCurrencies() (defined in VanillaOptionTrade) | VanillaOptionTrade | |
| setSensitivityTemplate(const EngineBuilder &builder) (defined in Trade) | Trade | |
| setSensitivityTemplate(const std::string &id) (defined in Trade) | Trade | |
| soldAmount() const (defined in FxOption) | FxOption | |
| soldCurrency() const (defined in FxOption) | FxOption | |
| strike() const (defined in VanillaOptionTrade) | VanillaOptionTrade | |
| strike_ (defined in VanillaOptionTrade) | VanillaOptionTrade | protected |
| toFile(const std::string &filename) const (defined in XMLSerializable) | XMLSerializable | |
| toXML(XMLDocument &doc) const override (defined in FxOption) | FxOption | 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 |
| underlyingCurrency_ (defined in VanillaOptionTrade) | VanillaOptionTrade | protected |
| underlyingIndices(const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceDataManager=nullptr) const (defined in Trade) | Trade | virtual |
| updateProductModelEngineAdditionalData() (defined in Trade) | Trade | protected |
| validate() const | Trade | |
| VanillaOptionTrade(AssetClass assetClassUnderlying) (defined in VanillaOptionTrade) | VanillaOptionTrade | protected |
| VanillaOptionTrade(const Envelope &env, AssetClass assetClassUnderlying, OptionData option, string assetName, string currency, double quantity, TradeStrike strike, const QuantLib::ext::shared_ptr< QuantLib::Index > &index=nullptr, const std::string &indexName="", QuantLib::Date forwardDate=QuantLib::Date()) (defined in VanillaOptionTrade) | VanillaOptionTrade | protected |
| ~Trade() | Trade | virtual |
| ~XMLSerializable() (defined in XMLSerializable) | XMLSerializable | virtual |