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

additionalData() const	Trade	virtual
additionalData_	Trade	mutableprotected
additionalDatum(const std::string &tag) const	Trade
additionalFromXml(ore::data::XMLNode *node) override	EquityOptionWithBarrier	virtual
additionalToXml(ore::data::XMLDocument &doc, ore::data::XMLNode *node) const override	EquityOptionWithBarrier	virtual
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
barrier() const	BarrierOption
barrier_	BarrierOption	private
BarrierOption()	BarrierOption
BarrierOption(ore::data::OptionData option, BarrierData barrier, QuantLib::Date startDate=QuantLib::Date(), const std::string &calendar=std::string())	BarrierOption
barrierPricingEngine(const QuantLib::ext::shared_ptr< EngineFactory > &ef, const QuantLib::Date &expiryDate, const QuantLib::Date &paymentDate)=0	BarrierOption	pure virtual
build(const QuantLib::ext::shared_ptr< ore::data::EngineFactory > &ef) override	EquityOptionWithBarrier
ore::data::EquitySingleAssetDerivative::build(const QuantLib::ext::shared_ptr< EngineFactory > &)=0	Trade	pure virtual
calendar() const	BarrierOption
calendar_	BarrierOption	private
calendarStr_	BarrierOption	protected
checkBarriers()=0	BarrierOption	pure virtual
currency_	EquityOptionWithBarrier	private
currencyStr_	EquityOptionWithBarrier	private
envelope() const	Trade
envelope_	Trade	private
eqIndex_	EquityOptionWithBarrier	private
EquityDerivative(const std::string &tradeType)	EquityDerivative	protected
EquityDerivative(const std::string &tradeType, ore::data::Envelope &env)	EquityDerivative	protected
equityName() const	EquitySingleAssetDerivative
EquityOptionWithBarrier(const std::string &tradeType)	EquityOptionWithBarrier
EquityOptionWithBarrier(const std::string &tradeType, ore::data::Envelope &env, ore::data::OptionData option, BarrierData barrier, QuantLib::Date startDate, std::string calendar, const EquityUnderlying &equity, QuantLib::Currency currency, QuantLib::Real quantity, TradeStrike strike)	EquityOptionWithBarrier
EquitySingleAssetDerivative(const std::string &tradeType)	EquitySingleAssetDerivative	protected
EquitySingleAssetDerivative(const std::string &tradeType, ore::data::Envelope &env, const EquityUnderlying &equityUnderlying)	EquitySingleAssetDerivative	protected
equityUnderlying_	EquitySingleAssetDerivative	protected
fixings(const QuantLib::Date &settlementDate=QuantLib::Date()) const	Trade	virtual
fromFile(const std::string &filename)	XMLSerializable
fromXML(ore::data::XMLNode *node) override	EquityOptionWithBarrier	virtual
fromXMLString(const std::string &xml)	XMLSerializable
getCumulativePricingTime() const	Trade
getIndex() override	EquityOptionWithBarrier	virtual
getNumberOfPricings() const	Trade
hasCashflows() const	Trade	virtual
id()	Trade
id() const	Trade
id_	Trade	private
indexFixingName() override	EquityOptionWithBarrier	virtual
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
maturity() const	Trade
maturity_	Trade	protected
notional() const	Trade	virtual
notional_	Trade	protected
notionalCurrency() const	Trade	virtual
notionalCurrency_	Trade	protected
npvCurrency() const	Trade
npvCurrency_	Trade	protected
option() const	BarrierOption
option_	BarrierOption	private
portfolioIds() const	Trade
quantity() const	EquityOptionWithBarrier
quantity_	EquityOptionWithBarrier	private
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
spotQuote() override	EquityOptionWithBarrier	virtual
startDate() const	BarrierOption
startDate_	BarrierOption	private
strike() override	EquityOptionWithBarrier	virtual
toFile(const std::string &filename) const	XMLSerializable
toXML(ore::data::XMLDocument &doc) const override	EquityOptionWithBarrier	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
tradeCurrency() override	EquityOptionWithBarrier	virtual
tradeMultiplier() override	EquityOptionWithBarrier	virtual
tradeStrike_	EquityOptionWithBarrier	private
tradeType() const	Trade
tradeType_	Trade	protected
underlyingIndices(const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceDataManager=nullptr) const	Trade	virtual
validate() const	Trade
vanillaPricingEngine(const QuantLib::ext::shared_ptr< EngineFactory > &ef, const QuantLib::Date &expiryDate, const QuantLib::Date &paymentDate)=0	BarrierOption	pure virtual
~Trade()	Trade	virtual
~XMLSerializable()	XMLSerializable	virtual