This is the complete list of members for OptionData, including all inherited members.
automaticExercise() const | OptionData | |
automaticExercise_ | OptionData | private |
callPut() const | OptionData | |
callPut_ | OptionData | private |
exerciseData() const | OptionData | |
exerciseData_ | OptionData | private |
exerciseDates() const | OptionData | |
exerciseDates_ | OptionData | private |
exerciseDatesSchedule() const | OptionData | |
exerciseDatesSchedule_ | OptionData | private |
exerciseFeeDates() const | OptionData | |
exerciseFeeDates_ | OptionData | private |
exerciseFees() const | OptionData | |
exerciseFees_ | OptionData | private |
exerciseFeeSettlementCalendar() const | OptionData | |
exerciseFeeSettlementCalendar_ | OptionData | private |
exerciseFeeSettlementConvention() const | OptionData | |
exerciseFeeSettlementConvention_ | OptionData | private |
exerciseFeeSettlementPeriod() const | OptionData | |
exerciseFeeSettlementPeriod_ | OptionData | private |
exerciseFeeTypes() const | OptionData | |
exerciseFeeTypes_ | OptionData | private |
exercisePrices() const | OptionData | |
exercisePrices_ | OptionData | private |
fromFile(const std::string &filename) | XMLSerializable | |
fromXML(XMLNode *node) override | OptionData | virtual |
fromXMLString(const std::string &xml) | XMLSerializable | |
isAutomaticExercise() const | OptionData | |
longShort() const | OptionData | |
longShort_ | OptionData | private |
noticeCalendar() const | OptionData | |
noticeCalendar_ | OptionData | private |
noticeConvention() const | OptionData | |
noticeConvention_ | OptionData | private |
noticePeriod() const | OptionData | |
noticePeriod_ | OptionData | private |
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() const | OptionData | |
paymentData_ | OptionData | private |
payoffAtExpiry() const | OptionData | |
payoffAtExpiry_ | OptionData | private |
payoffType() const | OptionData | |
payoffType2() const | OptionData | |
payoffType2_ | OptionData | private |
payoffType_ | OptionData | private |
premiumData() const | OptionData | |
premiumData_ | OptionData | private |
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 ¬icePeriod) | OptionData | |
setPaymentData(const OptionPaymentData &paymentData) | OptionData | |
setPayoffAtExpiry(const bool payoffAtExpiry) | OptionData | |
setSettlement(const std::string &settlement) | OptionData | |
setStyle(const std::string &style) | OptionData | |
settlement() const | OptionData | |
settlement_ | OptionData | private |
settlementMethod() const | OptionData | |
settlementMethod_ | OptionData | private |
style() const | OptionData | |
style_ | OptionData | private |
toFile(const std::string &filename) const | XMLSerializable | |
toXML(XMLDocument &doc) const override | OptionData | virtual |
toXMLString() const | XMLSerializable | |
~XMLSerializable() | XMLSerializable | virtual |