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Fully annotated reference manual - version 1.8.12
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EquityCliquetOption Member List

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_CliquetOptionprivate
globalFloor_CliquetOptionprivate
isExpired() const overrideCliquetOption
localCap_CliquetOptionprivate
localFloor_CliquetOptionprivate
longShort_CliquetOptionprivate
notional_CliquetOptionprivate
paymentDate_CliquetOptionprivate
premium_CliquetOptionprivate
premiumCurrency_CliquetOptionprivate
premiumPayDate_CliquetOptionprivate
setupArguments(PricingEngine::arguments *) const overrideCliquetOption
underlyingIndices(const QuantLib::ext::shared_ptr< ore::data::ReferenceDataManager > &referenceDataManager) const overrideEquityCliquetOption
valuationDates() constCliquetOption
valuationDates_CliquetOptionprivate