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Fully annotated reference manual - version 1.8.12
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BondPositionInstrumentWrapper Member List

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

additionalInstruments() constInstrumentWrapper
additionalInstruments_InstrumentWrapperprotected
additionalInstrumentsNPV() constInstrumentWrapper
additionalMultipliers() constInstrumentWrapper
additionalMultipliers_InstrumentWrapperprotected
additionalResults() const overrideBondPositionInstrumentWrappervirtual
bidAskAdjustments_BondPositionInstrumentWrapperprivate
BondPositionInstrumentWrapper(const Real quantity, const std::vector< QuantLib::ext::shared_ptr< QuantLib::Bond > > &bonds, const std::vector< Real > &weights, const std::vector< Real > &bidAskAdjstments, const std::vector< Handle< Quote > > &fxConversion={})BondPositionInstrumentWrapper
bonds_BondPositionInstrumentWrapperprivate
cumulativePricingTime_InstrumentWrappermutableprotected
fxConversion_BondPositionInstrumentWrapperprivate
getCumulativePricingTime() constInstrumentWrapper
getNumberOfPricings() constInstrumentWrapper
getTimedNPV(const QuantLib::ext::shared_ptr< QuantLib::Instrument > &instr) constInstrumentWrapperprotected
initialise(const std::vector< QuantLib::Date > &dates) overrideBondPositionInstrumentWrappervirtual
instrument_InstrumentWrapperprotected
InstrumentWrapper()InstrumentWrapper
InstrumentWrapper(const QuantLib::ext::shared_ptr< QuantLib::Instrument > &inst, const Real multiplier=1.0, const std::vector< QuantLib::ext::shared_ptr< QuantLib::Instrument > > &additionalInstruments=std::vector< QuantLib::ext::shared_ptr< QuantLib::Instrument > >(), const std::vector< Real > &additionalMultipliers=std::vector< Real >())InstrumentWrapper
isOption()InstrumentWrappervirtual
multiplier() constInstrumentWrapper
multiplier2() constInstrumentWrappervirtual
multiplier_InstrumentWrapperprotected
NPV() const overrideBondPositionInstrumentWrappervirtual
npvCcyConversion_BondPositionInstrumentWrapperprivate
numberOfPricings_InstrumentWrappermutableprotected
qlInstrument(const bool calculate=false) constInstrumentWrapper
quantity_BondPositionInstrumentWrapperprivate
reset() overrideBondPositionInstrumentWrappervirtual
resetPricingStats() constInstrumentWrapper
setNpvCurrencyConversion(const Handle< Quote > &npvCcyConversion)BondPositionInstrumentWrapper
updateQlInstruments() overrideBondPositionInstrumentWrappervirtual
weights_BondPositionInstrumentWrapperprivate
~InstrumentWrapper()InstrumentWrappervirtual