Fully annotated reference manual - version 1.8.12
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InstrumentWrapper
InstrumentWrapper Member List
This is the complete list of members for
InstrumentWrapper
, including all inherited members.
additionalInstruments
() const
InstrumentWrapper
additionalInstruments_
InstrumentWrapper
protected
additionalInstrumentsNPV
() const
InstrumentWrapper
additionalMultipliers
() const
InstrumentWrapper
additionalMultipliers_
InstrumentWrapper
protected
additionalResults
() const =0
InstrumentWrapper
pure virtual
cumulativePricingTime_
InstrumentWrapper
mutable
protected
getCumulativePricingTime
() const
InstrumentWrapper
getNumberOfPricings
() const
InstrumentWrapper
getTimedNPV
(const QuantLib::ext::shared_ptr< QuantLib::Instrument > &instr) const
InstrumentWrapper
protected
initialise
(const std::vector< QuantLib::Date > &dates)=0
InstrumentWrapper
pure virtual
instrument_
InstrumentWrapper
protected
InstrumentWrapper
()
InstrumentWrapper
InstrumentWrapper
(const QuantLib::ext::shared_ptr< QuantLib::Instrument > &inst, const Real multiplier=1.0, const std::vector< QuantLib::ext::shared_ptr< QuantLib::Instrument > > &additionalInstruments=std::vector< QuantLib::ext::shared_ptr< QuantLib::Instrument > >(), const std::vector< Real > &additionalMultipliers=std::vector< Real >())
InstrumentWrapper
isOption
()
InstrumentWrapper
virtual
multiplier
() const
InstrumentWrapper
multiplier2
() const
InstrumentWrapper
virtual
multiplier_
InstrumentWrapper
protected
NPV
() const =0
InstrumentWrapper
pure virtual
numberOfPricings_
InstrumentWrapper
mutable
protected
qlInstrument
(const bool calculate=false) const
InstrumentWrapper
reset
()=0
InstrumentWrapper
pure virtual
resetPricingStats
() const
InstrumentWrapper
updateQlInstruments
()
InstrumentWrapper
virtual
~InstrumentWrapper
()
InstrumentWrapper
virtual
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