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Fully annotated reference manual - version 1.8.12
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CommoditySwap Member List

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

additionalData() const overrideCommoditySwapvirtual
additionalData_Trademutableprotected
additionalDatum(const std::string &tag) constTrade
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)Tradeprotected
build(const QuantLib::ext::shared_ptr< ore::data::EngineFactory > &) overrideCommoditySwap
ore::data::Trade::build(const QuantLib::ext::shared_ptr< EngineFactory > &)=0Tradepure virtual
buildLeg(const QuantLib::ext::shared_ptr< ore::data::EngineFactory > &ef, const ore::data::LegData &legDatum, const std::string &configuration)CommoditySwapprivate
check() constCommoditySwapprivate
CommoditySwap()CommoditySwap
CommoditySwap(const ore::data::Envelope &env, const std::vector< ore::data::LegData > &legs)CommoditySwap
createLegData() constCommoditySwapprivate
envelope() constTrade
envelope_Tradeprivate
fixings(const QuantLib::Date &settlementDate=QuantLib::Date()) constTradevirtual
fromFile(const std::string &filename)XMLSerializable
fromXML(ore::data::XMLNode *node) overrideCommoditySwapvirtual
fromXMLString(const std::string &xml)XMLSerializable
getCumulativePricingTime() constTrade
getNumberOfPricings() constTrade
hasCashflows() constTradevirtual
id()Trade
id() constTrade
id_Tradeprivate
instrument() constTrade
instrument_Tradeprotected
isExpired(const Date &d)Tradevirtual
issuer() constTrade
issuer_Tradeprotected
legCurrencies() constTrade
legCurrencies_Tradeprotected
legData() constCommoditySwap
legData_CommoditySwapprivate
legPayers() constTrade
legPayers_Tradeprotected
legs() constTrade
legs_Tradeprotected
maturity() constTrade
maturity_Tradeprotected
notional() const overrideCommoditySwapvirtual
notional_Tradeprotected
notionalCurrency() constTradevirtual
notionalCurrency_Tradeprotected
npvCurrency() constTrade
npvCurrency_Tradeprotected
portfolioIds() constTrade
requiredFixings() constTrade
requiredFixings_Tradeprotected
reset()Trade
resetPricingStats(const std::size_t numberOfPricings=0, const boost::timer::nanosecond_type cumulativePricingTime=0)Trade
savedCumulativePricingTime_Tradeprotected
savedNumberOfPricings_Tradeprotected
sensitivityTemplate() constTrade
sensitivityTemplate_Tradeprotected
sensitivityTemplateSet_Tradeprotected
setAdditionalData(const std::map< std::string, boost::any > &additionalData)Trade
setEnvelope(const Envelope &envelope)Trade
setLegBasedAdditionalData(const Size legNo, Size resultLegId=Null< Size >()) constTradeprotected
setSensitivityTemplate(const EngineBuilder &builder)Tradeprotected
setSensitivityTemplate(const std::string &id)Tradeprotected
toFile(const std::string &filename) constXMLSerializable
toXML(ore::data::XMLDocument &doc) const overrideCommoditySwapvirtual
toXMLString() constXMLSerializable
Trade()Trade
Trade(const string &tradeType, const Envelope &env=Envelope(), const TradeActions &ta=TradeActions())Trade
tradeActions()Trade
tradeActions() constTrade
tradeActions_Tradeprivate
tradeType() constTrade
tradeType_Tradeprotected
underlyingIndices(const QuantLib::ext::shared_ptr< ore::data::ReferenceDataManager > &referenceDataManager=nullptr) const overrideCommoditySwap
ore::data::Trade::underlyingIndices(const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceDataManager=nullptr) constTradevirtual
validate() constTrade
~Trade()Tradevirtual
~XMLSerializable()XMLSerializablevirtual