| 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 |
| build(const QuantLib::ext::shared_ptr< EngineFactory > &) override | IndexCreditDefaultSwapOption | virtual |
| callPut() const | IndexCreditDefaultSwapOption | |
| constituents() const | IndexCreditDefaultSwapOption | |
| constituents_ | IndexCreditDefaultSwapOption | private |
| creditCurveId() const | IndexCreditDefaultSwapOption | |
| effectiveIndexTerm() const | IndexCreditDefaultSwapOption | |
| effectiveIndexTerm_ | IndexCreditDefaultSwapOption | private |
| effectiveStrike() const | IndexCreditDefaultSwapOption | |
| effectiveStrike_ | IndexCreditDefaultSwapOption | private |
| effectiveStrikeType() const | IndexCreditDefaultSwapOption | |
| effectiveStrikeType_ | IndexCreditDefaultSwapOption | private |
| envelope() const | Trade | |
| envelope_ | Trade | private |
| fepStartDate() const | IndexCreditDefaultSwapOption | |
| fepStartDate_ | IndexCreditDefaultSwapOption | private |
| fixings(const QuantLib::Date &settlementDate=QuantLib::Date()) const | Trade | virtual |
| fromBasket(const QuantLib::Date &asof, std::map< std::string, QuantLib::Real > &constituents) | IndexCreditDefaultSwapOption | private |
| fromFile(const std::string &filename) | XMLSerializable | |
| fromReferenceData(const QuantLib::Date &asof, std::map< std::string, QuantLib::Real > &constituents, const QuantLib::ext::shared_ptr< ReferenceDataManager > &refData) | IndexCreditDefaultSwapOption | private |
| fromXML(ore::data::XMLNode *node) override | IndexCreditDefaultSwapOption | virtual |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| getCumulativePricingTime() const | Trade | |
| getNumberOfPricings() const | Trade | |
| hasCashflows() const | Trade | virtual |
| id() | Trade | |
| id() const | Trade | |
| id_ | Trade | private |
| IndexCreditDefaultSwapOption() | IndexCreditDefaultSwapOption | |
| IndexCreditDefaultSwapOption(const ore::data::Envelope &env, const IndexCreditDefaultSwapData &swap, const ore::data::OptionData &option, QuantLib::Real strike, const std::string &indexTerm="", const std::string &strikeType="Spread", const QuantLib::Date &tradeDate=Date(), const QuantLib::Date &fepStartDate=Date()) | IndexCreditDefaultSwapOption | |
| indexTerm() const | IndexCreditDefaultSwapOption | |
| indexTerm_ | IndexCreditDefaultSwapOption | 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 |
| notional() const override | IndexCreditDefaultSwapOption | virtual |
| notional_ | Trade | protected |
| notionalCurrency() const | Trade | virtual |
| notionalCurrency_ | Trade | protected |
| notionals_ | IndexCreditDefaultSwapOption | private |
| npvCurrency() const | Trade | |
| npvCurrency_ | Trade | protected |
| option() const | IndexCreditDefaultSwapOption | |
| option_ | IndexCreditDefaultSwapOption | 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 |
| sensitivityDecomposition() const | IndexCreditDefaultSwapOption | |
| sensitivityDecomposition_ | IndexCreditDefaultSwapOption | private |
| 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 |
| strike() const | IndexCreditDefaultSwapOption | |
| strike_ | IndexCreditDefaultSwapOption | private |
| strikeType() const | IndexCreditDefaultSwapOption | |
| strikeType_ | IndexCreditDefaultSwapOption | private |
| swap() const | IndexCreditDefaultSwapOption | |
| swap_ | IndexCreditDefaultSwapOption | private |
| toFile(const std::string &filename) const | XMLSerializable | |
| toXML(ore::data::XMLDocument &doc) const override | IndexCreditDefaultSwapOption | 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 |
| tradeDate() const | IndexCreditDefaultSwapOption | |
| tradeDate_ | IndexCreditDefaultSwapOption | private |
| tradeType() const | Trade | |
| tradeType_ | Trade | protected |
| underlyingIndices(const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceDataManager=nullptr) const | Trade | virtual |
| validate() const | Trade | |
| volCurveId() const | IndexCreditDefaultSwapOption | |
| volCurveId_ | IndexCreditDefaultSwapOption | private |
| ~Trade() | Trade | virtual |
| ~XMLSerializable() | XMLSerializable | virtual |
