This is the complete list of members for EquityBasketVarianceSwap, 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
BasketVarianceSwap(const string &tradeType="BasketVarianceSwap")	BasketVarianceSwap	explicit
BasketVarianceSwap(const Envelope &env, const string &longShort, const string &notional, const string &strike, const string &currency, const string &cap, const string &floor, const string &settlementDate, const ScheduleData &valuationSchedule, bool squaredPayoff, const vector< QuantLib::ext::shared_ptr< Underlying > > underlyings)	BasketVarianceSwap
build(const QuantLib::ext::shared_ptr< EngineFactory > &) override	BasketVarianceSwap	virtual
ore::data::ScriptedTrade::build(const QuantLib::ext::shared_ptr< EngineFactory > &engineFactory, const PremiumData &premiumData, const Real premiumMultiplier)	ScriptedTrade
cap_	BasketVarianceSwap	private
clear()	ScriptedTrade
currencies() const	ScriptedTrade
currencies_	ScriptedTrade	protected
currency_	BasketVarianceSwap	private
daycounters() const	ScriptedTrade
daycounters_	ScriptedTrade	protected
envelope() const	Trade
envelope_	Trade	private
EquityBasketVarianceSwap()	EquityBasketVarianceSwap
events() const	ScriptedTrade
events_	ScriptedTrade	protected
fixings(const QuantLib::Date &settlementDate=QuantLib::Date()) const	Trade	virtual
floor_	BasketVarianceSwap	private
fromFile(const std::string &filename)	XMLSerializable
fromXML(XMLNode *node) override	BasketVarianceSwap	virtual
fromXMLString(const std::string &xml)	XMLSerializable
getCumulativePricingTime() const	Trade
getNumberOfPricings() const	Trade
hasCashflows() const	Trade	virtual
id()	Trade
id() const	Trade
id_	Trade	private
indices() const	ScriptedTrade
indices_	ScriptedTrade	protected
initIndices()	BasketVarianceSwap	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
longShort_	BasketVarianceSwap	private
maturity() const	Trade
maturity_	Trade	protected
notional() const override	ScriptedTrade	virtual
notional_	BasketVarianceSwap	private
notionalCurrency() const override	ScriptedTrade	virtual
notionalCurrency_	Trade	protected
npvCurrency() const	Trade
npvCurrency_	Trade	protected
numbers() const	ScriptedTrade
numbers_	ScriptedTrade	protected
portfolioIds() const	Trade
productTag() const	ScriptedTrade
productTag_	ScriptedTrade	protected
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
scheduleProductClass() const	ScriptedTrade
scheduleProductClass_	ScriptedTrade	protected
script() const	ScriptedTrade
script(const std::string &purpose, const bool fallBackOnEmptyPurpose=true) const	ScriptedTrade
script_	ScriptedTrade	protected
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() const	ScriptedTrade
scriptName_	ScriptedTrade	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
setIsdaTaxonomyFields() override	BasketVarianceSwap	virtual
setLegBasedAdditionalData(const Size legNo, Size resultLegId=Null< Size >()) const	Trade	protected
setSensitivityTemplate(const EngineBuilder &builder)	Trade	protected
setSensitivityTemplate(const std::string &id)	Trade	protected
settlementDate_	BasketVarianceSwap	private
simmProductClass() const	ScriptedTrade
simmProductClass_	ScriptedTrade	protected
squaredPayoff_	BasketVarianceSwap	private
strike_	BasketVarianceSwap	private
toFile(const std::string &filename) const	XMLSerializable
toXML(XMLDocument &doc) const override	BasketVarianceSwap	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	ScriptedTrade	virtual
underlyings_	BasketVarianceSwap	private
validate() const	Trade
valuationSchedule_	BasketVarianceSwap	private
~Trade()	Trade	virtual
~XMLSerializable()	XMLSerializable	virtual