Fully annotated reference manual - version 1.8.12
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This is the complete list of members for FxPairwiseVarSwap, including all inherited members.
| accrualLag_ | PairwiseVarSwap | private |
| additionalData() const | Trade | virtual |
| additionalData_ | Trade | mutableprotected |
| additionalDatum(const std::string &tag) const | Trade | |
| 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 |
| assetClassUnderlyings() | PairwiseVarSwap | |
| assetClassUnderlyings_ | PairwiseVarSwap | protected |
| basketNotional() | PairwiseVarSwap | |
| basketNotional_ | PairwiseVarSwap | private |
| basketStrike() | PairwiseVarSwap | |
| basketStrike_ | PairwiseVarSwap | private |
| build(const QuantLib::ext::shared_ptr< EngineFactory > &) override | PairwiseVarSwap | virtual |
| cap_ | PairwiseVarSwap | private |
| currency() | PairwiseVarSwap | |
| currency_ | PairwiseVarSwap | private |
| envelope() const | Trade | |
| envelope_ | Trade | private |
| fixings(const QuantLib::Date &settlementDate=QuantLib::Date()) const | Trade | virtual |
| floor_ | PairwiseVarSwap | private |
| fromFile(const std::string &filename) | XMLSerializable | |
| fromXML(XMLNode *node) override | PairwiseVarSwap | virtual |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| FxPairwiseVarSwap() | FxPairwiseVarSwap | |
| FxPairwiseVarSwap(Envelope &env, string longShort, const vector< QuantLib::ext::shared_ptr< Underlying > > &underlyings, vector< double > underlyingStrikes, vector< double > underlyingNotionals, double basketNotional, double basketStrike, ScheduleData valuationSchedule, string currency, string settlementDate, ScheduleData laggedValuationSchedule, double payoffLimit=0.0, double cap=0.0, double floor=0.0, int accrualLag=1) | FxPairwiseVarSwap | |
| getCumulativePricingTime() const | Trade | |
| getNumberOfPricings() const | Trade | |
| hasCashflows() const | Trade | virtual |
| id() | Trade | |
| id() const | Trade | |
| id_ | Trade | private |
| indexNames_ | PairwiseVarSwap | private |
| instrument() const | Trade | |
| instrument_ | Trade | protected |
| isExpired(const Date &d) | Trade | virtual |
| issuer() const | Trade | |
| issuer_ | Trade | protected |
| laggedValuationSchedule_ | PairwiseVarSwap | private |
| legCurrencies() const | Trade | |
| legCurrencies_ | Trade | protected |
| legPayers() const | Trade | |
| legPayers_ | Trade | protected |
| legs() const | Trade | |
| legs_ | Trade | protected |
| longShort() | PairwiseVarSwap | |
| longShort_ | PairwiseVarSwap | private |
| maturity() const | Trade | |
| maturity_ | Trade | protected |
| name(int idx) const | PairwiseVarSwap | |
| notional(int idx) | PairwiseVarSwap | |
| notional() const | PairwiseVarSwap | virtual |
| notional_ | Trade | protected |
| notionalCurrency() const | Trade | virtual |
| notionalCurrency_ | Trade | protected |
| npvCurrency() const | Trade | |
| npvCurrency_ | Trade | protected |
| PairwiseVarSwap(AssetClass assetClassUnderlyings) | PairwiseVarSwap | protected |
| PairwiseVarSwap(Envelope &env, string longShort, const vector< QuantLib::ext::shared_ptr< Underlying > > &underlyings, vector< double > underlyingStrikes, vector< double > underlyingNotionals, double basketNotional, double basketStrike, ScheduleData valuationSchedule, string currency, string settlementDate, AssetClass assetClassUnderlyings, ScheduleData laggedValuationSchedule, double payoffLimit=0.0, double cap=0.0, double floor=0.0, int accrualLag=1) | PairwiseVarSwap | protected |
| payoffLimit_ | PairwiseVarSwap | private |
| portfolioIds() const | Trade | |
| 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 |
| settlementDate_ | PairwiseVarSwap | private |
| strike(int idx) | PairwiseVarSwap | |
| toFile(const std::string &filename) const | XMLSerializable | |
| toXML(XMLDocument &doc) const override | PairwiseVarSwap | 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 |
| tradeType() const | Trade | |
| tradeType_ | Trade | protected |
| underlyingIndices(const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceDataManager=nullptr) const | Trade | virtual |
| underlyingNotionals_ | PairwiseVarSwap | private |
| underlyings() const | PairwiseVarSwap | |
| underlyings_ | PairwiseVarSwap | protected |
| underlyingStrikes_ | PairwiseVarSwap | private |
| validate() const | Trade | |
| valuationSchedule_ | PairwiseVarSwap | private |
| ~Trade() | Trade | virtual |
| ~XMLSerializable() | XMLSerializable | virtual |