This is the complete list of members for EquityCliquetOption, including all inherited members.
CliquetOption(const boost::shared_ptr< PercentageStrikePayoff > &payoff, const boost::shared_ptr< EuropeanExercise > &maturity, const std::set< Date > &valuationDates, const Date &paymentDate, const Real notional, const Position::Type &longShort, const Real localCap=Null< Real >(), const Real localFloor=Null< Real >(), const Real globalCap=Null< Real >(), const Real globalFloor=Null< Real >(), const Real premium=Null< Real >(), const Date &premiumPayDate=Date(), const std::string &premiumCurrency="") | CliquetOption | |
EquityCliquetOption() | EquityCliquetOption | |
EquityCliquetOption(const std::string &tradeType, ore::data::Envelope &env, const QuantLib::ext::shared_ptr< ore::data::Underlying > &underlying, std::string currency, QuantLib::Real notional, std::string longShort, std::string callPut, ore::data::ScheduleData scheduleData, QuantLib::Real moneyness=1.0, QuantLib::Real localCap=QuantLib::Null< QuantLib::Real >(), QuantLib::Real localFloor=QuantLib::Null< QuantLib::Real >(), QuantLib::Real globalCap=QuantLib::Null< QuantLib::Real >(), QuantLib::Real globalFloor=QuantLib::Null< QuantLib::Real >(), QuantLib::Size settlementDays=0, QuantLib::Real premium=0.0, std::string premiumCcy="", std::string premiumPayDate="") | EquityCliquetOption | |
globalCap_ | CliquetOption | private |
globalFloor_ | CliquetOption | private |
isExpired() const override | CliquetOption | |
localCap_ | CliquetOption | private |
localFloor_ | CliquetOption | private |
longShort_ | CliquetOption | private |
notional_ | CliquetOption | private |
paymentDate_ | CliquetOption | private |
premium_ | CliquetOption | private |
premiumCurrency_ | CliquetOption | private |
premiumPayDate_ | CliquetOption | private |
setupArguments(PricingEngine::arguments *) const override | CliquetOption | |
underlyingIndices(const QuantLib::ext::shared_ptr< ore::data::ReferenceDataManager > &referenceDataManager) const override | EquityCliquetOption | |
valuationDates() const | CliquetOption | |
valuationDates_ | CliquetOption | private |