Fully annotated reference manual - version 1.8.13.0
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This is the complete list of members for CliquetOption, including all inherited members.
| additionalData() const | Trade | virtual |
| additionalData_ | 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 QuantLib::ext::shared_ptr< EngineFactory > &factory, const string &configuration) | Trade | protected |
| build(const QuantLib::ext::shared_ptr< ore::data::EngineFactory > &) override | CliquetOption | |
| ore::data::Trade::build(const QuantLib::ext::shared_ptr< EngineFactory > &)=0 | Trade | pure virtual |
| callPut() const | CliquetOption | |
| callPut_ | CliquetOption | private |
| cliquetNotional_ | CliquetOption | private |
| CliquetOption(const std::string &tradeType) | CliquetOption | |
| CliquetOption(const std::string &tradeType, ore::data::Envelope &env, const QuantLib::ext::shared_ptr< ore::data::Underlying > &underlying, std::string currency, QuantLib::Real notional, std::string longShort, std::string callPut, ore::data::ScheduleData scheduleData, QuantLib::Real moneyness=1.0, QuantLib::Real localCap=QuantLib::Null< QuantLib::Real >(), QuantLib::Real localFloor=QuantLib::Null< QuantLib::Real >(), QuantLib::Real globalCap=QuantLib::Null< QuantLib::Real >(), QuantLib::Real globalFloor=QuantLib::Null< QuantLib::Real >(), QuantLib::Size settlementDays=0, QuantLib::Real premium=0.0, std::string premiumCcy="", std::string premiumPayDate="") | CliquetOption | |
| currency() const | CliquetOption | |
| currency_ | CliquetOption | private |
| envelope() const | Trade | |
| envelope_ | Trade | private |
| fixings(const QuantLib::Date &settlementDate=QuantLib::Date()) const | Trade | virtual |
| fromFile(const std::string &filename) | XMLSerializable | |
| fromXML(ore::data::XMLNode *node) override | CliquetOption | virtual |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| getCumulativePricingTime() const | Trade | |
| getNumberOfPricings() const | Trade | |
| globalCap() const | CliquetOption | |
| globalCap_ | CliquetOption | private |
| globalFloor() const | CliquetOption | |
| globalFloor_ | CliquetOption | private |
| hasCashflows() const | Trade | virtual |
| id() | Trade | |
| id() const | Trade | |
| id_ | Trade | private |
| instrument() const | Trade | |
| instrument_ | Trade | protected |
| isExpired(const Date &d) | Trade | virtual |
| issuer() const | Trade | |
| issuer_ | Trade | protected |
| legCurrencies() const | Trade | |
| legCurrencies_ | Trade | protected |
| legPayers() const | Trade | |
| legPayers_ | Trade | protected |
| legs() const | Trade | |
| legs_ | Trade | protected |
| localCap() const | CliquetOption | |
| localCap_ | CliquetOption | private |
| localFloor() const | CliquetOption | |
| localFloor_ | CliquetOption | private |
| longShort() const | CliquetOption | |
| longShort_ | CliquetOption | private |
| maturity() const | Trade | |
| maturity_ | Trade | protected |
| moneyness() const | CliquetOption | |
| moneyness_ | CliquetOption | private |
| name() const | CliquetOption | |
| notional() const | Trade | virtual |
| notional_ | Trade | protected |
| notionalCurrency() const | Trade | virtual |
| notionalCurrency_ | Trade | protected |
| npvCurrency() const | Trade | |
| npvCurrency_ | Trade | protected |
| portfolioIds() const | Trade | |
| premium() const | CliquetOption | |
| premium_ | CliquetOption | private |
| premiumCcy() const | CliquetOption | |
| premiumCcy_ | CliquetOption | private |
| premiumPayDate() const | CliquetOption | |
| premiumPayDate_ | CliquetOption | private |
| requiredFixings() const | Trade | |
| requiredFixings_ | Trade | protected |
| reset() | Trade | |
| resetPricingStats(const std::size_t numberOfPricings=0, const boost::timer::nanosecond_type cumulativePricingTime=0) | Trade | |
| savedCumulativePricingTime_ | Trade | protected |
| savedNumberOfPricings_ | Trade | protected |
| scheduleData() const | CliquetOption | |
| scheduleData_ | CliquetOption | private |
| sensitivityTemplate() const | Trade | |
| sensitivityTemplate_ | Trade | protected |
| sensitivityTemplateSet_ | Trade | protected |
| setAdditionalData(const std::map< std::string, boost::any > &additionalData) | Trade | |
| setEnvelope(const Envelope &envelope) | Trade | |
| setLegBasedAdditionalData(const Size legNo, Size resultLegId=Null< Size >()) const | Trade | protected |
| setSensitivityTemplate(const EngineBuilder &builder) | Trade | protected |
| setSensitivityTemplate(const std::string &id) | Trade | protected |
| settlementDays() const | CliquetOption | |
| settlementDays_ | CliquetOption | private |
| toFile(const std::string &filename) const | XMLSerializable | |
| toXML(ore::data::XMLDocument &doc) const override | CliquetOption | virtual |
| toXMLString() const | XMLSerializable | |
| Trade() | Trade | |
| Trade(const string &tradeType, const Envelope &env=Envelope(), const TradeActions &ta=TradeActions()) | Trade | |
| tradeActions() | Trade | |
| tradeActions() const | Trade | |
| tradeActions_ | Trade | private |
| tradeType() const | Trade | |
| tradeType_ | Trade | protected |
| underlying() const | CliquetOption | |
| underlying_ | CliquetOption | private |
| underlyingIndices(const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceDataManager=nullptr) const | Trade | virtual |
| validate() const | Trade | |
| valuationDates_ | CliquetOption | private |
| ~Trade() | Trade | virtual |
| ~XMLSerializable() | XMLSerializable | virtual |