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Fully annotated reference manual - version 1.8.12
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OptionData Member List

This is the complete list of members for OptionData, including all inherited members.

automaticExercise() constOptionData
automaticExercise_OptionDataprivate
callPut() constOptionData
callPut_OptionDataprivate
exerciseData() constOptionData
exerciseData_OptionDataprivate
exerciseDates() constOptionData
exerciseDates_OptionDataprivate
exerciseDatesSchedule() constOptionData
exerciseDatesSchedule_OptionDataprivate
exerciseFeeDates() constOptionData
exerciseFeeDates_OptionDataprivate
exerciseFees() constOptionData
exerciseFees_OptionDataprivate
exerciseFeeSettlementCalendar() constOptionData
exerciseFeeSettlementCalendar_OptionDataprivate
exerciseFeeSettlementConvention() constOptionData
exerciseFeeSettlementConvention_OptionDataprivate
exerciseFeeSettlementPeriod() constOptionData
exerciseFeeSettlementPeriod_OptionDataprivate
exerciseFeeTypes() constOptionData
exerciseFeeTypes_OptionDataprivate
exercisePrices() constOptionData
exercisePrices_OptionDataprivate
fromFile(const std::string &filename)XMLSerializable
fromXML(XMLNode *node) overrideOptionDatavirtual
fromXMLString(const std::string &xml)XMLSerializable
isAutomaticExercise() constOptionData
longShort() constOptionData
longShort_OptionDataprivate
noticeCalendar() constOptionData
noticeCalendar_OptionDataprivate
noticeConvention() constOptionData
noticeConvention_OptionDataprivate
noticePeriod() constOptionData
noticePeriod_OptionDataprivate
OptionData()OptionData
OptionData(string longShort, string callPut, string style, bool payoffAtExpiry, vector< string > exerciseDates, string settlement="Cash", string settlementMethod="", const PremiumData &premiumData={}, vector< double > exerciseFees=vector< Real >(), vector< double > exercisePrices=vector< Real >(), string noticePeriod="", string noticeCalendar="", string noticeConvention="", const vector< string > &exerciseFeeDates=vector< string >(), const vector< string > &exerciseFeeTypes=vector< string >(), string exerciseFeeSettlementPeriod="", string exerciseFeeSettlementCalendar="", string exerciseFeeSettlementConvention="", string payoffType="", string payoffType2="", const boost::optional< bool > &automaticExercise=boost::none, const boost::optional< OptionExerciseData > &exerciseData=boost::none, const boost::optional< OptionPaymentData > &paymentData=boost::none)OptionData
paymentData() constOptionData
paymentData_OptionDataprivate
payoffAtExpiry() constOptionData
payoffAtExpiry_OptionDataprivate
payoffType() constOptionData
payoffType2() constOptionData
payoffType2_OptionDataprivate
payoffType_OptionDataprivate
premiumData() constOptionData
premiumData_OptionDataprivate
setAutomaticExercise(bool automaticExercise)OptionData
setCallPut(const string &callPut)OptionData
setExerciseDates(const std::vector< std::string > &exerciseDates)OptionData
setExerciseDates(const ScheduleData &exerciseDatesSchedule)OptionData
setLongShort(const std::string &longShort)OptionData
setNoticePeriod(const std::string &noticePeriod)OptionData
setPaymentData(const OptionPaymentData &paymentData)OptionData
setPayoffAtExpiry(const bool payoffAtExpiry)OptionData
setSettlement(const std::string &settlement)OptionData
setStyle(const std::string &style)OptionData
settlement() constOptionData
settlement_OptionDataprivate
settlementMethod() constOptionData
settlementMethod_OptionDataprivate
style() constOptionData
style_OptionDataprivate
toFile(const std::string &filename) constXMLSerializable
toXML(XMLDocument &doc) const overrideOptionDatavirtual
toXMLString() constXMLSerializable
~XMLSerializable()XMLSerializablevirtual