Fully annotated reference manual - version 1.8.12
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This is the complete list of members for QuantoEuropeanOptionEngineBuilder, including all inherited members.
| assetClass_ | CachingOptionEngineBuilder< string, const string &, const Currency &, const Currency &, const AssetClass &, const Date & > | protected |
| CachingEngineBuilder(const string &model, const string &engine, const set< string > &tradeTypes) | CachingEngineBuilder< T, U, Args > | |
| CachingOptionEngineBuilder(const string &model, const string &engine, const set< string > &tradeTypes, const AssetClass &assetClass) | CachingOptionEngineBuilder< string, const string &, const Currency &, const Currency &, const AssetClass &, const Date & > | |
| configuration(const MarketContext &key) | EngineBuilder | |
| configurations_ | EngineBuilder | protected |
| engine(const string &assetName, const Currency &underlyingCcy, const Currency &payCcy, const Date &expiryDate) | QuantoVanillaOptionEngineBuilder | |
| CachingOptionEngineBuilder< string, const string &, const Currency &, const Currency &, const AssetClass &, const Date & >::engine(Args... params) | CachingEngineBuilder< T, U, Args > | |
| ore::data::EngineBuilder::engine() const | EngineBuilder | |
| engine_ | EngineBuilder | protected |
| EngineBuilder(const string &model, const string &engine, const set< string > &tradeTypes) | EngineBuilder | |
| engineImpl(const string &assetName, const Currency &underlyingCcy, const Currency &payCcy, const AssetClass &assetClassUnderlying, const Date &expiryDate) override | QuantoEuropeanOptionEngineBuilder | protectedvirtual |
| ore::data::QuantoVanillaOptionEngineBuilder::engineImpl(Args...)=0 | CachingEngineBuilder< T, U, Args > | protectedpure virtual |
| engineParameter(const std::string &p, const std::vector< std::string > &qualifiers={}, const bool mandatory=true, const std::string &defaultValue="") const | EngineBuilder | |
| engineParameters_ | EngineBuilder | protected |
| engines_ | CachingEngineBuilder< T, U, Args > | protected |
| expiryDate_ | QuantoVanillaOptionEngineBuilder | protected |
| getBlackScholesProcess(const string &assetName, const Currency &ccy, const AssetClass &assetClassUnderlying, const std::vector< Time > &timePoints={}, const bool useFxSpot=true) | CachingOptionEngineBuilder< string, const string &, const Currency &, const Currency &, const AssetClass &, const Date & > | protected |
| globalParameters_ | EngineBuilder | protected |
| init(const QuantLib::ext::shared_ptr< Market > market, const map< MarketContext, string > &configurations, const map< string, string > &modelParameters, const map< string, string > &engineParameters, const std::map< std::string, std::string > &globalParameters={}) | EngineBuilder | |
| keyImpl(const string &assetName, const Currency &underlyingCcy, const Currency &payCcy, const AssetClass &assetClassUnderlying, const Date &expiryDate) override | QuantoVanillaOptionEngineBuilder | protectedvirtual |
| CachingOptionEngineBuilder< string, const string &, const Currency &, const Currency &, const AssetClass &, const Date & >::keyImpl(Args...)=0 | CachingEngineBuilder< T, U, Args > | protectedpure virtual |
| market_ | EngineBuilder | protected |
| model() const | EngineBuilder | |
| model_ | EngineBuilder | protected |
| modelBuilders() const | EngineBuilder | |
| modelBuilders_ | EngineBuilder | protected |
| modelParameter(const std::string &p, const std::vector< std::string > &qualifiers={}, const bool mandatory=true, const std::string &defaultValue="") const | EngineBuilder | |
| modelParameters_ | EngineBuilder | protected |
| QuantoEuropeanOptionEngineBuilder(const string &model, const set< string > &tradeTypes, const AssetClass &assetClass) | QuantoEuropeanOptionEngineBuilder | |
| QuantoVanillaOptionEngineBuilder(const string &model, const string &engine, const set< string > &tradeTypes, const AssetClass &assetClass, const Date &expiryDate) | QuantoVanillaOptionEngineBuilder | |
| reset() override | CachingEngineBuilder< T, U, Args > | virtual |
| tradeTypes() const | EngineBuilder | |
| tradeTypes_ | EngineBuilder | protected |
| ~EngineBuilder() | EngineBuilder | virtual |