Inheritance diagram for BondFutureTrsUnderlyingBuilder:

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
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()

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