TRSWrapper Member List

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

addFxIndices_	TRSWrapper	private
additionalCashflowCurrency_	TRSWrapper	private
additionalCashflowLeg_	TRSWrapper	private
additionalCashflowLegPayer_	TRSWrapper	private
assetCurrency_	TRSWrapper	private
fetchResults(const QuantLib::PricingEngine::results *) const override	TRSWrapper
fundingCurrency_	TRSWrapper	private
fundingLegs_	TRSWrapper	private
fundingNotionalTypes_	TRSWrapper	private
fundingResetGracePeriod_	TRSWrapper	private
fxIndexAdditionalCashflows_	TRSWrapper	private
fxIndexAsset_	TRSWrapper	private
fxIndexReturn_	TRSWrapper	private
includeUnderlyingCashflowsInReturn_	TRSWrapper	private
initialPrice_	TRSWrapper	private
initialPriceCurrency_	TRSWrapper	private
isExpired() const override	TRSWrapper
lastDate_	TRSWrapper	private
paymentSchedule_	TRSWrapper	private
paysAsset_	TRSWrapper	private
paysFunding_	TRSWrapper	private
returnCurrency_	TRSWrapper	private
setupArguments(QuantLib::PricingEngine::arguments *) const override	TRSWrapper
TRSWrapper(const std::vector< QuantLib::ext::shared_ptr< ore::data::Trade > > &underlying, const std::vector< QuantLib::ext::shared_ptr< QuantLib::Index > > &underlyingIndex, const std::vector< QuantLib::Real > underlyingMultiplier, const bool includeUnderlyingCashflowsInReturn, const QuantLib::Real initialPrice, const QuantLib::Currency &initialPriceCurrency, const std::vector< QuantLib::Currency > &assetCurrency, const QuantLib::Currency &returnCurrency, const std::vector< QuantLib::Date > &valuationSchedule, const std::vector< QuantLib::Date > &paymentSchedule, const std::vector< QuantLib::Leg > &fundingLegs, const std::vector< TRS::FundingData::NotionalType > &fundingNotionalTypes, const QuantLib::Currency &fundingCurrency, const QuantLib::Size fundingResetGracePeriod, const bool paysAsset, const bool paysFunding, const QuantLib::Leg &additionalCashflowLeg, const bool additionalCashflowLegPayer, const QuantLib::Currency &additionalCashflowCurrency, const std::vector< QuantLib::ext::shared_ptr< QuantExt::FxIndex > > &fxIndexAsset, const QuantLib::ext::shared_ptr< QuantExt::FxIndex > &fxIndexReturn, const QuantLib::ext::shared_ptr< QuantExt::FxIndex > &fxIndexAdditionalCashflows, const std::map< std::string, QuantLib::ext::shared_ptr< QuantExt::FxIndex > > &addFxindices)	TRSWrapper
underlying_	TRSWrapper	private
underlyingIndex_	TRSWrapper	private
underlyingMultiplier_	TRSWrapper	private
valuationSchedule_	TRSWrapper	private