Fully annotated reference manual - version 1.8.12
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This is the complete list of members for SingleBarrierOptionWrapper, including all inherited members.
| activeUnderlyingInstrument(const bool calculate=false) const | OptionWrapper | |
| activeUnderlyingInstrument_ | OptionWrapper | mutableprotected |
| additionalInstruments() const | InstrumentWrapper | |
| additionalInstruments_ | InstrumentWrapper | protected |
| additionalInstrumentsNPV() const | InstrumentWrapper | |
| additionalMultipliers() const | InstrumentWrapper | |
| additionalMultipliers_ | InstrumentWrapper | protected |
| additionalResults() const override | BarrierOptionWrapper | virtual |
| barrier_ | SingleBarrierOptionWrapper | protected |
| BarrierOptionWrapper(const QuantLib::ext::shared_ptr< QuantLib::Instrument > &inst, const bool isLongOption, const QuantLib::Date &exerciseDate, const bool isPhysicalDelivery, const QuantLib::ext::shared_ptr< QuantLib::Instrument > &undInst, Barrier::Type barrierType, Handle< Quote > spot, Real rebate, const QuantLib::Currency ccy, const QuantLib::Date &startDate, const QuantLib::ext::shared_ptr< QuantLib::Index > &index, const QuantLib::Calendar &calendar, const Real multiplier=1.0, const Real undMultiplier=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 >()) | BarrierOptionWrapper | |
| barrierType_ | BarrierOptionWrapper | protected |
| calendar_ | BarrierOptionWrapper | protected |
| ccy_ | BarrierOptionWrapper | protected |
| checkBarrier(Real spot, bool isTouchingOnly) const override | SingleBarrierOptionWrapper | virtual |
| contractExerciseDates_ | OptionWrapper | protected |
| cumulativePricingTime_ | InstrumentWrapper | mutableprotected |
| disableExercise() | OptionWrapper | |
| effectiveExerciseDates_ | OptionWrapper | protected |
| enableExercise() | OptionWrapper | |
| exercisable_ | OptionWrapper | protected |
| exercise() const override | SingleBarrierOptionWrapper | virtual |
| exercised_ | OptionWrapper | mutableprotected |
| exerciseDate() const | OptionWrapper | |
| exerciseDate_ | OptionWrapper | mutableprotected |
| getCumulativePricingTime() const | InstrumentWrapper | |
| getNumberOfPricings() const | InstrumentWrapper | |
| getTimedNPV(const QuantLib::ext::shared_ptr< QuantLib::Instrument > &instr) const | InstrumentWrapper | protected |
| index_ | BarrierOptionWrapper | protected |
| initialise(const std::vector< QuantLib::Date > &dates) override | OptionWrapper | 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 | |
| isExercised() const | OptionWrapper | |
| isLong() const | OptionWrapper | |
| isLong_ | OptionWrapper | protected |
| isOption() override | OptionWrapper | virtual |
| isPhysicalDelivery() const | OptionWrapper | |
| isPhysicalDelivery_ | OptionWrapper | protected |
| multiplier() const | InstrumentWrapper | |
| multiplier2() const override | OptionWrapper | virtual |
| multiplier_ | InstrumentWrapper | protected |
| NPV() const override | BarrierOptionWrapper | protectedvirtual |
| numberOfPricings_ | InstrumentWrapper | mutableprotected |
| OptionWrapper(const QuantLib::ext::shared_ptr< QuantLib::Instrument > &inst, const bool isLongOption, const std::vector< QuantLib::Date > &exerciseDate, const bool isPhysicalDelivery, const std::vector< QuantLib::ext::shared_ptr< QuantLib::Instrument > > &undInst, const Real multiplier=1.0, const Real undMultiplier=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 >()) | OptionWrapper | |
| qlInstrument(const bool calculate=false) const | InstrumentWrapper | |
| rebate_ | BarrierOptionWrapper | protected |
| reset() override | OptionWrapper | virtual |
| resetPricingStats() const | InstrumentWrapper | |
| SingleBarrierOptionWrapper(const QuantLib::ext::shared_ptr< QuantLib::Instrument > &inst, const bool isLongOption, const QuantLib::Date &exerciseDate, const bool isPhysicalDelivery, const QuantLib::ext::shared_ptr< QuantLib::Instrument > &undInst, Barrier::Type barrierType, Handle< Quote > spot, Real barrier, Real rebate, const QuantLib::Currency ccy, const QuantLib::Date &startDate, const QuantLib::ext::shared_ptr< QuantLib::Index > &index, const QuantLib::Calendar &calendar, const Real multiplier=1.0, const Real undMultiplier=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 >()) | SingleBarrierOptionWrapper | |
| spot_ | BarrierOptionWrapper | protected |
| startDate_ | BarrierOptionWrapper | protected |
| underlyingInstruments() const | OptionWrapper | |
| underlyingInstruments_ | OptionWrapper | protected |
| underlyingMultiplier() const | OptionWrapper | |
| undMultiplier_ | OptionWrapper | protected |
| updateQlInstruments() override | OptionWrapper | virtual |
| ~InstrumentWrapper() | InstrumentWrapper | virtual |