This is the complete list of members for CommoditySwaption, 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 | CommoditySwaption | |
ore::data::Trade::build(const QuantLib::ext::shared_ptr< EngineFactory > &)=0 | Trade | pure virtual |
buildSwap(const QuantLib::ext::shared_ptr< ore::data::EngineFactory > &engineFactory) | CommoditySwaption | private |
ccy_ | CommoditySwaption | private |
commoditySwap_ | CommoditySwaption | private |
CommoditySwaption() | CommoditySwaption | |
CommoditySwaption(const ore::data::Envelope &env, const ore::data::OptionData &option, const std::vector< ore::data::LegData > &legData) | CommoditySwaption | |
createLegData() const | CommoditySwaption | private |
envelope() const | Trade | |
envelope_ | Trade | private |
exercise_ | CommoditySwaption | private |
fixings(const QuantLib::Date &settlementDate=QuantLib::Date()) const | Trade | virtual |
fromFile(const std::string &filename) | XMLSerializable | |
fromXML(ore::data::XMLNode *node) override | CommoditySwaption | virtual |
fromXMLString(const std::string &xml) | XMLSerializable | |
getCumulativePricingTime() const | Trade | |
getNumberOfPricings() const | Trade | |
hasCashflows() const override | CommoditySwaption | 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 |
legData() const | CommoditySwaption | |
legData_ | CommoditySwaption | private |
legPayers() const | Trade | |
legPayers_ | Trade | protected |
legs() const | Trade | |
legs_ | Trade | protected |
maturity() const | Trade | |
maturity_ | Trade | protected |
name_ | CommoditySwaption | private |
notional() const override | CommoditySwaption | virtual |
notional_ | Trade | protected |
notionalCurrency() const | Trade | virtual |
notionalCurrency_ | Trade | protected |
npvCurrency() const | Trade | |
npvCurrency_ | Trade | protected |
option() | CommoditySwaption | |
option_ | CommoditySwaption | private |
portfolioIds() const | Trade | |
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 |
startDate_ | CommoditySwaption | private |
toFile(const std::string &filename) const | XMLSerializable | |
toXML(ore::data::XMLDocument &doc) const override | CommoditySwaption | 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 |
underlyingIndices(const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceDataManager=nullptr) const override | CommoditySwaption | virtual |
validate() const | Trade | |
~Trade() | Trade | virtual |
~XMLSerializable() | XMLSerializable | virtual |