Fully annotated reference manual - version 1.8.12
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Flexi Swap Discounting Engine Builder. More...
#include <ored/portfolio/builders/flexiswap.hpp>
Inheritance diagram for FlexiSwapDiscountingEngineBuilder: Collaboration diagram for FlexiSwapDiscountingEngineBuilder:Public Member Functions | |
| FlexiSwapDiscountingEngineBuilder () | |
| Public Member Functions inherited from FlexiSwapBGSDiscountingEngineBuilderBase | |
| FlexiSwapBGSDiscountingEngineBuilderBase (const std::string &tradeType) | |
| Public Member Functions inherited from FlexiSwapBGSEngineBuilderBase | |
| FlexiSwapBGSEngineBuilderBase (const std::string &tradeType, const std::string &model, const std::string &engine) | |
| Public Member Functions inherited from CachingEngineBuilder< T, U, Args > | |
| CachingEngineBuilder (const string &model, const string &engine, const set< string > &tradeTypes) | |
| QuantLib::ext::shared_ptr< U > | engine (Args... params) |
| Return a PricingEngine or a FloatingRateCouponPricer. More... | |
| void | reset () override |
| reset the builder (e.g. clear cache) More... | |
| Public Member Functions inherited from EngineBuilder | |
| EngineBuilder (const string &model, const string &engine, const set< string > &tradeTypes) | |
| virtual | ~EngineBuilder () |
| Virtual destructor. More... | |
| const string & | model () const |
| Return the model name. More... | |
| const string & | engine () const |
| Return the engine name. More... | |
| const set< string > & | tradeTypes () const |
| Return the possible trade types. More... | |
| const string & | configuration (const MarketContext &key) |
| Return a configuration (or the default one if key not found) More... | |
| virtual void | reset () |
| reset the builder (e.g. clear cache) More... | |
| void | init (const QuantLib::ext::shared_ptr< Market > market, const map< MarketContext, string > &configurations, const map< string, string > &modelParameters, const map< string, string > &engineParameters, const std::map< std::string, std::string > &globalParameters={}) |
| Initialise this Builder with the market and parameters to use. More... | |
| const set< std::pair< string, QuantLib::ext::shared_ptr< QuantExt::ModelBuilder > > > & | modelBuilders () const |
| return model builders More... | |
| std::string | engineParameter (const std::string &p, const std::vector< std::string > &qualifiers={}, const bool mandatory=true, const std::string &defaultValue="") const |
| std::string | modelParameter (const std::string &p, const std::vector< std::string > &qualifiers={}, const bool mandatory=true, const std::string &defaultValue="") const |
Additional Inherited Members | |
| Protected Member Functions inherited from FlexiSwapBGSDiscountingEngineBuilderBase | |
| virtual QuantLib::ext::shared_ptr< QuantLib::PricingEngine > | engineImpl (const std::string &id, const std::string &id2, const std::string &key, const std::vector< QuantLib::Date > &dates, const QuantLib::Date &maturity, const std::vector< QuantLib::Real > &strikes) override |
| Protected Member Functions inherited from FlexiSwapBGSEngineBuilderBase | |
| virtual std::string | keyImpl (const std::string &id, const std::string &id2, const std::string &key, const std::vector< QuantLib::Date > &dates, const QuantLib::Date &maturity, const std::vector< QuantLib::Real > &strikes) override |
| Protected Member Functions inherited from CachingEngineBuilder< T, U, Args > | |
| virtual T | keyImpl (Args...)=0 |
| virtual QuantLib::ext::shared_ptr< U > | engineImpl (Args...)=0 |
| Protected Attributes inherited from CachingEngineBuilder< T, U, Args > | |
| map< T, QuantLib::ext::shared_ptr< U > > | engines_ |
| Protected Attributes inherited from EngineBuilder | |
| string | model_ |
| string | engine_ |
| set< string > | tradeTypes_ |
| QuantLib::ext::shared_ptr< Market > | market_ |
| map< MarketContext, string > | configurations_ |
| map< string, string > | modelParameters_ |
| map< string, string > | engineParameters_ |
| std::map< std::string, std::string > | globalParameters_ |
| set< std::pair< string, QuantLib::ext::shared_ptr< QuantExt::ModelBuilder > > > | modelBuilders_ |
Flexi Swap Discounting Engine Builder.
Definition at line 82 of file flexiswap.hpp.
Definition at line 84 of file flexiswap.hpp.