Fully annotated reference manual - version 1.8.12
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This is the complete list of members for SyntheticCDO, including all inherited members.
| additionalData() const | Trade | virtual |
| additionalData_ | Trade | mutableprotected |
| additionalDatum(const std::string &tag) const | Trade | |
| addPremiums(std::vector< QuantLib::ext::shared_ptr< Instrument > > &instruments, std::vector< Real > &multipliers, const Real tradeMultiplier, const PremiumData &premiumData, const Real premiumMultiplier, const Currency &tradeCurrency, const QuantLib::ext::shared_ptr< EngineFactory > &factory, const string &configuration) | Trade | protected |
| attachmentPoint() const | SyntheticCDO | |
| attachmentPoint_ | SyntheticCDO | private |
| basketConstituents() const | SyntheticCDO | |
| basketConstituents_ | SyntheticCDO | private |
| basketData() const | SyntheticCDO | |
| basketData_ | SyntheticCDO | private |
| build(const QuantLib::ext::shared_ptr< EngineFactory > &) override | SyntheticCDO | virtual |
| buildCalibratedConstiuentCurve(const QuantLib::Handle< QuantLib::DefaultProbabilityTermStructure > &curve, const QuantLib::ext::shared_ptr< SimpleQuote > &calibrationFactor) | SyntheticCDO | static |
| creditCurveIdWithTerm() const | SyntheticCDO | |
| detachmentPoint() const | SyntheticCDO | |
| detachmentPoint_ | SyntheticCDO | private |
| envelope() const | Trade | |
| envelope_ | Trade | private |
| extractTimeGridDefaultCurve(const QuantLib::Handle< QuantLib::DefaultProbabilityTermStructure > &dpts) | SyntheticCDO | static |
| fixings(const QuantLib::Date &settlementDate=QuantLib::Date()) const | Trade | virtual |
| fromFile(const std::string &filename) | XMLSerializable | |
| fromXML(XMLNode *node) override | SyntheticCDO | virtual |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| getCumulativePricingTime() const | Trade | |
| getNumberOfPricings() const | Trade | |
| hasCashflows() const | Trade | virtual |
| id() | Trade | |
| id() const | Trade | |
| id_ | Trade | private |
| indexStartDateHint() const | SyntheticCDO | |
| indexStartDateHint_ | SyntheticCDO | mutableprivate |
| instrument() const | Trade | |
| instrument_ | Trade | protected |
| isExpired(const Date &d) | Trade | virtual |
| isIndexTranche() const | SyntheticCDO | private |
| issuer() const | Trade | |
| issuer_ | Trade | protected |
| leg() const | SyntheticCDO | |
| legCurrencies() const | Trade | |
| legCurrencies_ | Trade | protected |
| legData_ | SyntheticCDO | private |
| legPayers() const | Trade | |
| legPayers_ | Trade | protected |
| legs() const | Trade | |
| legs_ | Trade | protected |
| maturity() const | Trade | |
| maturity_ | Trade | protected |
| notional() const | Trade | virtual |
| notional_ | Trade | protected |
| notionalCurrency() const | Trade | virtual |
| notionalCurrency_ | Trade | protected |
| npvCurrency() const | Trade | |
| npvCurrency_ | Trade | protected |
| portfolioIds() const | Trade | |
| protectionPaymentTime() const | SyntheticCDO | |
| protectionPaymentTime_ | SyntheticCDO | private |
| protectionStart() const | SyntheticCDO | |
| protectionStart_ | SyntheticCDO | private |
| qualifier() const | SyntheticCDO | |
| qualifier_ | SyntheticCDO | private |
| rebatesAccrual() const | SyntheticCDO | |
| rebatesAccrual_ | SyntheticCDO | private |
| recoveryRate() const | SyntheticCDO | |
| recoveryRate_ | SyntheticCDO | private |
| requiredFixings() const | Trade | |
| requiredFixings_ | Trade | protected |
| reset() | Trade | |
| resetPricingStats(const std::size_t numberOfPricings=0, const boost::timer::nanosecond_type cumulativePricingTime=0) | Trade | |
| savedCumulativePricingTime_ | Trade | protected |
| savedNumberOfPricings_ | Trade | protected |
| sensitivityTemplate() const | Trade | |
| sensitivityTemplate_ | Trade | protected |
| sensitivityTemplateSet_ | Trade | protected |
| setAdditionalData(const std::map< std::string, boost::any > &additionalData) | Trade | |
| setEnvelope(const Envelope &envelope) | Trade | |
| setIndexStartDateHint(const QuantLib::Date &d) const | SyntheticCDO | |
| setLegBasedAdditionalData(const Size legNo, Size resultLegId=Null< Size >()) const | Trade | protected |
| setSensitivityTemplate(const EngineBuilder &builder) | Trade | protected |
| setSensitivityTemplate(const std::string &id) | Trade | protected |
| settlesAccrual() const | SyntheticCDO | |
| settlesAccrual_ | SyntheticCDO | private |
| SyntheticCDO() | SyntheticCDO | |
| SyntheticCDO(const Envelope &env, const LegData &leg, const string &qualifier, const BasketData &basketData, double attachmentPoint, double detachmentPoint, const bool settlesAccrual=true, const QuantExt::CreditDefaultSwap::ProtectionPaymentTime protectionPaymentTime=QuantExt::CreditDefaultSwap::ProtectionPaymentTime::atDefault, const string &protectionStart=string(), const string &upfrontDate=string(), const Real upfrontFee=Null< Real >(), const bool rebatesAccrual=true, Real recoveryRate=Null< Real >()) | SyntheticCDO | |
| toFile(const std::string &filename) const | XMLSerializable | |
| toXML(XMLDocument &doc) const override | SyntheticCDO | virtual |
| toXMLString() const | XMLSerializable | |
| Trade() | Trade | |
| Trade(const string &tradeType, const Envelope &env=Envelope(), const TradeActions &ta=TradeActions()) | Trade | |
| tradeActions() | Trade | |
| tradeActions() const | Trade | |
| tradeActions_ | Trade | private |
| tradeType() const | Trade | |
| tradeType_ | Trade | protected |
| underlyingIndices(const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceDataManager=nullptr) const | Trade | virtual |
| upfrontDate() const | SyntheticCDO | |
| upfrontDate_ | SyntheticCDO | private |
| upfrontFee() const | SyntheticCDO | |
| upfrontFee_ | SyntheticCDO | private |
| useSensitivitySimplification() const | SyntheticCDO | |
| useSensitivitySimplification_ | SyntheticCDO | private |
| validate() const | Trade | |
| ~Trade() | Trade | virtual |
| ~XMLSerializable() | XMLSerializable | virtual |