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Fully annotated reference manual - version 1.8.12
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FxOptionConvention Member List

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

atmType() constFxOptionConvention
atmType_FxOptionConventionprivate
build() overrideFxOptionConventionvirtual
butterflyIsBrokerStyle() constFxOptionConvention
butterflyIsBrokerStyle_FxOptionConventionprivate
Convention()Conventionprotected
Convention(const string &id, Type type)Conventionprotected
deltaType() constFxOptionConvention
deltaType_FxOptionConventionprivate
fromFile(const std::string &filename)XMLSerializable
fromXML(XMLNode *node) overrideFxOptionConventionvirtual
fromXMLString(const std::string &xml)XMLSerializable
fxConventionID() constFxOptionConvention
fxConventionID_FxOptionConventionprivate
FxOptionConvention()FxOptionConvention
FxOptionConvention(const string &id, const string &fxConventionId, const string &atmType, const string &deltaType, const string &switchTenor="", const string &longTermAtmType="", const string &longTermDeltaType="", const string &riskReversalInFavorOf="Call", const string &butterflyStyle="Broker")FxOptionConvention
id() constConvention
id_Conventionprotected
longTermAtmType() constFxOptionConvention
longTermAtmType_FxOptionConventionprivate
longTermDeltaType() constFxOptionConvention
longTermDeltaType_FxOptionConventionprivate
riskReversalInFavorOf() constFxOptionConvention
riskReversalInFavorOf_FxOptionConventionprivate
strAtmType_FxOptionConventionprivate
strButterflyStyle_FxOptionConventionprivate
strDeltaType_FxOptionConventionprivate
strLongTermAtmType_FxOptionConventionprivate
strLongTermDeltaType_FxOptionConventionprivate
strRiskReversalInFavorOf_FxOptionConventionprivate
strSwitchTenor_FxOptionConventionprivate
switchTenor() constFxOptionConvention
switchTenor_FxOptionConventionprivate
toFile(const std::string &filename) constXMLSerializable
toXML(XMLDocument &doc) const overrideFxOptionConventionvirtual
toXMLString() constXMLSerializable
type() constConvention
Type enum nameConvention
type_Conventionprotected
~Convention()Conventionvirtual
~XMLSerializable()XMLSerializablevirtual