Fully annotated reference manual - version 1.8.12
Loading...
Searching...
No Matches
This is the complete list of members for FxTaRF, including all inherited members.
| 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 |
| barriers_ | TaRF | private |
| build(const QuantLib::ext::shared_ptr< EngineFactory > &) override | TaRF | virtual |
| ore::data::ScriptedTrade::build(const QuantLib::ext::shared_ptr< EngineFactory > &engineFactory, const PremiumData &premiumData, const Real premiumMultiplier) | ScriptedTrade | |
| clear() | ScriptedTrade | |
| currencies() const | ScriptedTrade | |
| currencies_ | ScriptedTrade | protected |
| currency_ | TaRF | private |
| daycounters() const | ScriptedTrade | |
| daycounters_ | ScriptedTrade | protected |
| envelope() const | Trade | |
| envelope_ | Trade | private |
| events() const | ScriptedTrade | |
| events_ | ScriptedTrade | protected |
| fixingAmount_ | TaRF | private |
| fixingDates_ | TaRF | private |
| fixings(const QuantLib::Date &settlementDate=QuantLib::Date()) const | Trade | virtual |
| fromFile(const std::string &filename) | XMLSerializable | |
| fromXML(XMLNode *node) override | TaRF | virtual |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| FxTaRF() | FxTaRF | explicit |
| getCumulativePricingTime() const | Trade | |
| getNumberOfPricings() const | Trade | |
| hasCashflows() const | Trade | virtual |
| id() | Trade | |
| id() const | Trade | |
| id_ | Trade | private |
| indices() const | ScriptedTrade | |
| indices_ | ScriptedTrade | protected |
| initIndices() | TaRF | private |
| 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 |
| name() const | TaRF | |
| notional() const override | ScriptedTrade | virtual |
| notional_ | Trade | protected |
| notionalCurrency() const override | ScriptedTrade | virtual |
| notionalCurrency_ | Trade | protected |
| npvCurrency() const | Trade | |
| npvCurrency_ | Trade | protected |
| numbers() const | ScriptedTrade | |
| numbers_ | ScriptedTrade | protected |
| optionData_ | TaRF | private |
| portfolioIds() const | Trade | |
| productTag() const | ScriptedTrade | |
| productTag_ | ScriptedTrade | protected |
| rangeBoundSet_ | TaRF | private |
| rangeBoundSetDates_ | TaRF | 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 |
| scheduleProductClass() const | ScriptedTrade | |
| scheduleProductClass_ | ScriptedTrade | protected |
| script() const | ScriptedTrade | |
| script(const std::string &purpose, const bool fallBackOnEmptyPurpose=true) const | ScriptedTrade | |
| script_ | ScriptedTrade | protected |
| ScriptedTrade(const std::string &tradeType="ScriptedTrade", const Envelope &env=Envelope()) | ScriptedTrade | |
| ScriptedTrade(const Envelope &env, const std::vector< ScriptedTradeEventData > &events, const std::vector< ScriptedTradeValueTypeData > &numbers, const std::vector< ScriptedTradeValueTypeData > &indices, const std::vector< ScriptedTradeValueTypeData > ¤cies, const std::vector< ScriptedTradeValueTypeData > &daycounters, const std::map< std::string, ScriptedTradeScriptData > &script, const std::string &productTag, const std::string &tradeType="ScriptedTrade") | ScriptedTrade | |
| ScriptedTrade(const Envelope &env, const std::vector< ScriptedTradeEventData > &events, const std::vector< ScriptedTradeValueTypeData > &numbers, const std::vector< ScriptedTradeValueTypeData > &indices, const std::vector< ScriptedTradeValueTypeData > ¤cies, const std::vector< ScriptedTradeValueTypeData > &daycounters, const std::string &scriptName, const std::string &tradeType="ScriptedTrade") | ScriptedTrade | |
| scriptName() const | ScriptedTrade | |
| scriptName_ | ScriptedTrade | 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 | |
| setIsdaTaxonomyFields() | ScriptedTrade | virtual |
| setLegBasedAdditionalData(const Size legNo, Size resultLegId=Null< Size >()) const | Trade | protected |
| setSensitivityTemplate(const EngineBuilder &builder) | Trade | protected |
| setSensitivityTemplate(const std::string &id) | Trade | protected |
| settlementCalendar_ | TaRF | private |
| settlementConvention_ | TaRF | private |
| settlementLag_ | TaRF | private |
| simmProductClass() const | ScriptedTrade | |
| simmProductClass_ | ScriptedTrade | protected |
| strikeDates_ | TaRF | private |
| strikes_ | TaRF | private |
| TaRF(const std::string &tradeType="TaRF") | TaRF | explicit |
| TaRF(const std::string ¤cy, const std::string &fixingAmount, const std::string &targetAmount, const std::string &targetPoints, const std::vector< std::string > &strikes, const std::vector< std::string > &strikeDates, const QuantLib::ext::shared_ptr< Underlying > &underlying, const ScheduleData &fixingDates, const std::string &settlementLag, const std::string &settlementCalendar, const std::string &settlementConvention, OptionData &optionData, const std::vector< std::vector< RangeBound > > &rangeBoundSet, const std::vector< std::string > &rangeBoundSetDates, const std::vector< BarrierData > &barriers) | TaRF | |
| targetAmount_ | TaRF | private |
| targetPoints_ | TaRF | private |
| toFile(const std::string &filename) const | XMLSerializable | |
| toXML(XMLDocument &doc) const override | TaRF | 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 |
| underlying_ | TaRF | private |
| underlyingIndices(const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceDataManager=nullptr) const override | ScriptedTrade | virtual |
| validate() const | Trade | |
| ~Trade() | Trade | virtual |
| ~XMLSerializable() | XMLSerializable | virtual |