AssetPositionTrsUnderlyingBuilder< T > Struct Template Reference

Inheritance diagram for AssetPositionTrsUnderlyingBuilder< T >:

Public Member Functions
void	build (const std::string &parentId, const QuantLib::ext::shared_ptr< Trade > &underlying, const std::vector< Date > &valuationDates, const std::vector< Date > &paymentDates, const std::string &fundingCurrency, const QuantLib::ext::shared_ptr< EngineFactory > &engineFactory, QuantLib::ext::shared_ptr< QuantLib::Index > &underlyingIndex, Real &underlyingMultiplier, std::map< std::string, double > &indexQuantities, std::map< std::string, QuantLib::ext::shared_ptr< QuantExt::FxIndex > > &fxIndices, Real &initialPrice, std::string &assetCurrency, std::string &creditRiskCurrency, std::map< std::string, SimmCreditQualifierMapping > &creditQualifierMapping, const std::function< QuantLib::ext::shared_ptr< QuantExt::FxIndex >(const QuantLib::ext::shared_ptr< Market > market, const std::string &configuration, const std::string &domestic, const std::string &foreign, std::map< std::string, QuantLib::ext::shared_ptr< QuantExt::FxIndex > > &fxIndices)> &getFxIndex, const std::string &underlyingDerivativeId, RequiredFixings &fixings, std::vector< Leg > &returnLegs) const override
void	updateQuantities (std::map< std::string, double > &indexQuantities, const std::string &indexName, const double qty) const
std::string	getIndexCurrencyFromPosition (QuantLib::ext::shared_ptr< T > position, size_t i) const
Public Member Functions inherited from TrsUnderlyingBuilder
virtual void	updateUnderlying (const QuantLib::ext::shared_ptr< ReferenceDataManager > &refData, QuantLib::ext::shared_ptr< Trade > &underlying, const std::string &parentId) const

Member Function Documentation

build()

template<class T>

void build ( const std::string & parentId, const QuantLib::ext::shared_ptr< Trade > & underlying, const std::vector< Date > & valuationDates, const std::vector< Date > & paymentDates, const std::string & fundingCurrency, const QuantLib::ext::shared_ptr< EngineFactory > & engineFactory, QuantLib::ext::shared_ptr< QuantLib::Index > & underlyingIndex, Real & underlyingMultiplier, std::map< std::string, double > & indexQuantities, std::map< std::string, QuantLib::ext::shared_ptr< QuantExt::FxIndex > > & fxIndices, Real & initialPrice, std::string & assetCurrency, std::string & creditRiskCurrency, std::map< std::string, SimmCreditQualifierMapping > & creditQualifierMapping, const std::function< QuantLib::ext::shared_ptr< QuantExt::FxIndex >(const QuantLib::ext::shared_ptr< Market > market, const std::string &configuration, const std::string &domestic, const std::string &foreign, std::map< std::string, QuantLib::ext::shared_ptr< QuantExt::FxIndex > > &fxIndices)> & getFxIndex, const std::string & underlyingDerivativeId, RequiredFixings & fixings, std::vector< Leg > & returnLegs ) const

overridevirtual

Implements TrsUnderlyingBuilder.