Logo
Fully annotated reference manual - version 1.8.12
All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Modules Pages
CommodityWindowBarrierOption Member List

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

additionalData() constTradevirtual
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
barrier_WindowBarrierOptionprivate
build(const QuantLib::ext::shared_ptr< EngineFactory > &) overrideWindowBarrierOptionvirtual
ore::data::ScriptedTrade::build(const QuantLib::ext::shared_ptr< EngineFactory > &engineFactory, const PremiumData &premiumData, const Real premiumMultiplier)ScriptedTrade
clear()ScriptedTrade
CommodityWindowBarrierOption()CommodityWindowBarrierOption
currencies() constScriptedTrade
currencies_ScriptedTradeprotected
currency_WindowBarrierOptionprivate
daycounters() constScriptedTrade
daycounters_ScriptedTradeprotected
endDate_WindowBarrierOptionprivate
envelope() constTrade
envelope_Tradeprivate
events() constScriptedTrade
events_ScriptedTradeprotected
fixingAmount_WindowBarrierOptionprivate
fixings(const QuantLib::Date &settlementDate=QuantLib::Date()) constTradevirtual
fromFile(const std::string &filename)XMLSerializable
fromXML(XMLNode *node) overrideWindowBarrierOptionvirtual
fromXMLString(const std::string &xml)XMLSerializable
getCumulativePricingTime() constTrade
getNumberOfPricings() constTrade
hasCashflows() constTradevirtual
id()Trade
id() constTrade
id_Tradeprivate
indices() constScriptedTrade
indices_ScriptedTradeprotected
initIndices()WindowBarrierOptionprivate
instrument() constTrade
instrument_Tradeprotected
isExpired(const Date &d)Tradevirtual
issuer() constTrade
issuer_Tradeprotected
legCurrencies() constTrade
legCurrencies_Tradeprotected
legPayers() constTrade
legPayers_Tradeprotected
legs() constTrade
legs_Tradeprotected
maturity() constTrade
maturity_Tradeprotected
name() constWindowBarrierOption
notional() const overrideScriptedTradevirtual
notional_Tradeprotected
notionalCurrency() const overrideScriptedTradevirtual
notionalCurrency_Tradeprotected
npvCurrency() constTrade
npvCurrency_Tradeprotected
numbers() constScriptedTrade
numbers_ScriptedTradeprotected
optionData_WindowBarrierOptionprivate
portfolioIds() constTrade
productTag() constScriptedTrade
productTag_ScriptedTradeprotected
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
scheduleProductClass() constScriptedTrade
scheduleProductClass_ScriptedTradeprotected
script() constScriptedTrade
script(const std::string &purpose, const bool fallBackOnEmptyPurpose=true) constScriptedTrade
script_ScriptedTradeprotected
ScriptedTrade(const std::string &tradeType="ScriptedTrade", const Envelope &env=Envelope())ScriptedTrade
ScriptedTrade(const Envelope &env, const std::vector< ScriptedTradeEventData > &events, const std::vector< ScriptedTradeValueTypeData > &numbers, const std::vector< ScriptedTradeValueTypeData > &indices, const std::vector< ScriptedTradeValueTypeData > &currencies, const std::vector< ScriptedTradeValueTypeData > &daycounters, const std::map< std::string, ScriptedTradeScriptData > &script, const std::string &productTag, const std::string &tradeType="ScriptedTrade")ScriptedTrade
ScriptedTrade(const Envelope &env, const std::vector< ScriptedTradeEventData > &events, const std::vector< ScriptedTradeValueTypeData > &numbers, const std::vector< ScriptedTradeValueTypeData > &indices, const std::vector< ScriptedTradeValueTypeData > &currencies, const std::vector< ScriptedTradeValueTypeData > &daycounters, const std::string &scriptName, const std::string &tradeType="ScriptedTrade")ScriptedTrade
scriptName() constScriptedTrade
scriptName_ScriptedTradeprotected
sensitivityTemplate() constTrade
sensitivityTemplate_Tradeprotected
sensitivityTemplateSet_Tradeprotected
setAdditionalData(const std::map< std::string, boost::any > &additionalData)Trade
setEnvelope(const Envelope &envelope)Trade
setIsdaTaxonomyFields() overrideWindowBarrierOptionvirtual
setLegBasedAdditionalData(const Size legNo, Size resultLegId=Null< Size >()) constTradeprotected
setSensitivityTemplate(const EngineBuilder &builder)Tradeprotected
setSensitivityTemplate(const std::string &id)Tradeprotected
simmProductClass() constScriptedTrade
simmProductClass_ScriptedTradeprotected
startDate_WindowBarrierOptionprivate
strike_WindowBarrierOptionprivate
toFile(const std::string &filename) constXMLSerializable
toXML(XMLDocument &doc) const overrideWindowBarrierOptionvirtual
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
underlying_WindowBarrierOptionprivate
underlyingIndices(const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceDataManager=nullptr) const overrideScriptedTradevirtual
validate() constTrade
WindowBarrierOption(const std::string &tradeType="WindowBarrierOption")WindowBarrierOptionexplicit
WindowBarrierOption(const std::string &currency, const std::string &fixingAmount, const TradeStrike &strike, const QuantLib::ext::shared_ptr< Underlying > &underlying, const std::string &startDate, const std::string &endDate, const OptionData &optionData, const BarrierData &barrier)WindowBarrierOption
~Trade()Tradevirtual
~XMLSerializable()XMLSerializablevirtual