This is the complete list of members for CommodityOptionStrip, 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 > &engineFactory) override	CommodityOptionStrip
ore::data::Trade::build(const QuantLib::ext::shared_ptr< EngineFactory > &)=0	Trade	pure virtual
buildAPOs(const QuantLib::Leg &leg, const QuantLib::ext::shared_ptr< ore::data::EngineFactory > &engineFactory)	CommodityOptionStrip	private
buildStandardOptions(const QuantLib::Leg &leg, const QuantLib::ext::shared_ptr< ore::data::EngineFactory > &engineFactory)	CommodityOptionStrip	private
callBarrierData() const	CommodityOptionStrip
callBarrierData_	CommodityOptionStrip	private
callPositions() const	CommodityOptionStrip
callPositions_	CommodityOptionStrip	private
callStrikes() const	CommodityOptionStrip
callStrikes_	CommodityOptionStrip	private
check(QuantLib::Size numberPeriods) const	CommodityOptionStrip	private
commLegData_	CommodityOptionStrip	private
CommodityOptionStrip()	CommodityOptionStrip
CommodityOptionStrip(const ore::data::Envelope &envelope, const ore::data::LegData &legData, const std::vector< QuantLib::Position::Type > &callPositions, const std::vector< QuantLib::Real > &callStrikes, const std::vector< QuantLib::Position::Type > &putPositions, const std::vector< QuantLib::Real > &putStrikes, QuantLib::Real premium=0.0, const std::string &premiumCurrency="", const QuantLib::Date &premiumPayDate=QuantLib::Date(), const std::string &style="", const std::string &settlement="", const BarrierData &callBarrierData={}, const BarrierData &putBarrierData={}, const std::string &fxIndex="", const bool isDigital=false, Real payoffPerUnit=0.0)	CommodityOptionStrip
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	CommodityOptionStrip	virtual
fromXMLString(const std::string &xml)	XMLSerializable
fxIndex() const	CommodityOptionStrip
fxIndex_	CommodityOptionStrip	private
getCumulativePricingTime() const	Trade
getNumberOfPricings() const	Trade
hasCashflows() const override	CommodityOptionStrip	virtual
id()	Trade
id() const	Trade
id_	Trade	private
instrument() const	Trade
instrument_	Trade	protected
isDigital() const	CommodityOptionStrip
isDigital_	CommodityOptionStrip	private
isExpired(const Date &d)	Trade	virtual
issuer() const	Trade
issuer_	Trade	protected
legCurrencies() const	Trade
legCurrencies_	Trade	protected
legData() const	CommodityOptionStrip
legData_	CommodityOptionStrip	private
legPayers() const	Trade
legPayers_	Trade	protected
legs() const	Trade
legs_	Trade	protected
maturity() const	Trade
maturity_	Trade	protected
notional() const	Trade	virtual
notional_	Trade	protected
notionalCurrency() const	Trade	virtual
notionalCurrency_	Trade	protected
npvCurrency() const	Trade
npvCurrency_	Trade	protected
payoffPerUnit() const	CommodityOptionStrip
portfolioIds() const	Trade
premiumData_	CommodityOptionStrip	private
premiumDate() const	CommodityOptionStrip
putBarrierData() const	CommodityOptionStrip
putBarrierData_	CommodityOptionStrip	private
putPositions() const	CommodityOptionStrip
putPositions_	CommodityOptionStrip	private
putStrikes() const	CommodityOptionStrip
putStrikes_	CommodityOptionStrip	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
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
settlement() const	CommodityOptionStrip
settlement_	CommodityOptionStrip	private
style() const	CommodityOptionStrip
style_	CommodityOptionStrip	private
toFile(const std::string &filename) const	XMLSerializable
toXML(ore::data::XMLDocument &doc) const override	CommodityOptionStrip	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
unaryPayoff_	CommodityOptionStrip	private
underlyingIndices(const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceDataManager=nullptr) const override	CommodityOptionStrip	virtual
validate() const	Trade
~Trade()	Trade	virtual
~XMLSerializable()	XMLSerializable	virtual