Fully annotated reference manual - version 1.8.12
Loading...
Searching...
No Matches
ore
data
FxOptionConvention
FxOptionConvention Member List
This is the complete list of members for
FxOptionConvention
, including all inherited members.
atmType
() const
FxOptionConvention
atmType_
FxOptionConvention
private
build
() override
FxOptionConvention
virtual
butterflyIsBrokerStyle
() const
FxOptionConvention
butterflyIsBrokerStyle_
FxOptionConvention
private
Convention
()
Convention
protected
Convention
(const string &id, Type type)
Convention
protected
deltaType
() const
FxOptionConvention
deltaType_
FxOptionConvention
private
fromFile
(const std::string &filename)
XMLSerializable
fromXML
(XMLNode *node) override
FxOptionConvention
virtual
fromXMLString
(const std::string &xml)
XMLSerializable
fxConventionID
() const
FxOptionConvention
fxConventionID_
FxOptionConvention
private
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
() const
Convention
id_
Convention
protected
longTermAtmType
() const
FxOptionConvention
longTermAtmType_
FxOptionConvention
private
longTermDeltaType
() const
FxOptionConvention
longTermDeltaType_
FxOptionConvention
private
riskReversalInFavorOf
() const
FxOptionConvention
riskReversalInFavorOf_
FxOptionConvention
private
strAtmType_
FxOptionConvention
private
strButterflyStyle_
FxOptionConvention
private
strDeltaType_
FxOptionConvention
private
strLongTermAtmType_
FxOptionConvention
private
strLongTermDeltaType_
FxOptionConvention
private
strRiskReversalInFavorOf_
FxOptionConvention
private
strSwitchTenor_
FxOptionConvention
private
switchTenor
() const
FxOptionConvention
switchTenor_
FxOptionConvention
private
toFile
(const std::string &filename) const
XMLSerializable
toXML
(XMLDocument &doc) const override
FxOptionConvention
virtual
toXMLString
() const
XMLSerializable
type
() const
Convention
Type
enum name
Convention
type_
Convention
protected
~Convention
()
Convention
virtual
~XMLSerializable
()
XMLSerializable
virtual
Generated by
Doxygen
1.9.5