Reference manual - version ored_version
This is the complete list of members for TradeGenerator, including all inherited members.
| add(const QuantLib::ext::shared_ptr< Trade > &trade) | Portfolio | |
| addCurveConfigs(string curveConfigFile) (defined in TradeGenerator) | TradeGenerator | |
| addReferenceData(string refDataFile) (defined in TradeGenerator) | TradeGenerator | |
| build(const QuantLib::ext::shared_ptr< EngineFactory > &, const std::string &context="unspecified", const bool emitStructuredError=true) | Portfolio | |
| buildCapFloor(string indexName, Real capFloorRate, Real notional, string maturity, bool isLong, bool isCap, string tradeId="", std::map< string, string > mapPairs={}) (defined in TradeGenerator) | TradeGenerator | |
| buildCommodityForward(string commodityId, Real quantity, string maturity, Real strike, bool isLong, string tradeId="") (defined in TradeGenerator) | TradeGenerator | |
| buildCommodityOption(string commodityId, Real quantity, string maturity, Real strike, string priceType, bool isLong, bool isCall, string tradeId="") (defined in TradeGenerator) | TradeGenerator | |
| buildCommoditySwap(string commodityId, string maturity, Real quantity, Real fixedPrice, string indexId, string floatType, bool firstLegPays, string tradeId="") (defined in TradeGenerator) | TradeGenerator | |
| buildEquityForward(string equityCurveId, Real quantity, string maturity, Real strike, string tradeId="", std::map< string, string > mapPairs={}) (defined in TradeGenerator) | TradeGenerator | |
| buildEquityOption(string equityCurveId, Real quantity, string maturity, Real strike, string tradeId="", std::map< string, string > mapPairs={}) (defined in TradeGenerator) | TradeGenerator | |
| buildEquitySwap(string equityCurveId, string returnType, Real quantity, string indexId, Real notional, string maturity, bool firstLegPays, string tradeId="", std::map< string, string > mapPairs={}) (defined in TradeGenerator) | TradeGenerator | |
| buildEquitySwap(string equityCurveId, string returnType, Real quantity, Real rate, Real notional, string maturity, bool firstLegPays, string tradeId="", std::map< string, string > mapPairs={}) (defined in TradeGenerator) | TradeGenerator | |
| buildFailedTrades() const | Portfolio | |
| buildFxForward(string payCcy, Real payNotional, string recCcy, Real recNotional, string expiryDate, bool isLong, string tradeId="", std::map< string, string > mapPairs={}) (defined in TradeGenerator) | TradeGenerator | |
| buildFxOption(string payCcy, Real payNotional, string recCcy, Real recNotional, string expiryDate, bool isLong, bool isCall, string tradeId="", std::map< string, string > mapPairs={}) (defined in TradeGenerator) | TradeGenerator | |
| buildInflationSwap(string inflationIndex, Real notional, string maturity, string floatIndex, Real baseRate, Real cpiRate, bool firstLegPays, string tradeId="") (defined in TradeGenerator) | TradeGenerator | |
| buildSwap(string indexId, Real notional, string maturity, Real rate, bool firstLegPays, string start=string(), string tradeId=string()) (defined in TradeGenerator) | TradeGenerator | |
| buildSwap(string indexId, Real notional, string maturity, string recIndexId, Real spread, bool firstLegPays, string start=string(), string tradeId=string(), std::map< string, string > mapPairs={}) (defined in TradeGenerator) | TradeGenerator | |
| clear() | Portfolio | |
| conventions_ (defined in TradeGenerator) | TradeGenerator | |
| counterparties() const | Portfolio | |
| counterpartyId_ (defined in TradeGenerator) | TradeGenerator | |
| counterpartyNettingSets() const | Portfolio | |
| curveConfigs_ (defined in TradeGenerator) | TradeGenerator | |
| empty() const (defined in Portfolio) | Portfolio | |
| fixings(const QuantLib::Date &settlementDate=QuantLib::Date()) const | Portfolio | |
| fromFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
| fromXML(XMLNode *node) override | Portfolio | virtual |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| get(const std::string &id) const | Portfolio | |
| has(const string &id) | Portfolio | |
| hasNettingSetDetails() const | Portfolio | |
| ids() const | Portfolio | |
| ignoreTradeBuildFail() const | Portfolio | |
| isBuilt() const | Portfolio | |
| market_ (defined in TradeGenerator) | TradeGenerator | |
| maturity() const | Portfolio | |
| nettingSetId_ (defined in TradeGenerator) | TradeGenerator | |
| nettingSetMap() const | Portfolio | |
| Portfolio(bool buildFailedTrades=true, bool ignoreTradeBuildFail=false) | Portfolio | explicit |
| portfolioIds() const | Portfolio | |
| referenceData_ (defined in TradeGenerator) | TradeGenerator | |
| remove(const std::string &tradeID) | Portfolio | |
| removeMatured(const QuantLib::Date &asof) | Portfolio | |
| reset() | Portfolio | |
| setBuildFailedTrades(const bool buildFailed) | Portfolio | |
| setCounterpartyId(string counterpartyId) (defined in TradeGenerator) | TradeGenerator | |
| setNettingSet(string nettingSetId) (defined in TradeGenerator) | TradeGenerator | |
| size() const | Portfolio | |
| toFile(const std::string &filename) const (defined in XMLSerializable) | XMLSerializable | |
| toXML(XMLDocument &doc) const override (defined in Portfolio) | Portfolio | virtual |
| toXMLString() const | XMLSerializable | |
| toXMLStringUnformatted() const (defined in XMLSerializable) | XMLSerializable | |
| TradeGenerator(const QuantLib::ext::shared_ptr< CurveConfigurations > &curveConfig, const QuantLib::ext::shared_ptr< BasicReferenceDataManager > &refData, string counterpartyId="", string nettingSetId="", string startDate="") (defined in TradeGenerator) | TradeGenerator | |
| TradeGenerator(string counterpartyId="", string nettingSetId="", string startDate="") (defined in TradeGenerator) | TradeGenerator | |
| trades() const | Portfolio | |
| underlyingIndices(const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceDataManager=nullptr, const bool useCache=true) | Portfolio | |
| underlyingIndices(AssetClass assetClass, const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceDataManager=nullptr, const bool useCache=true) (defined in Portfolio) | Portfolio | |
| validateDate(string date) (defined in TradeGenerator) | TradeGenerator | |
| ~TradeGenerator() (defined in TradeGenerator) | TradeGenerator | virtual |
| ~XMLSerializable() (defined in XMLSerializable) | XMLSerializable | virtual |