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Fully annotated reference manual - version 1.8.12
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VanillaInstrument Member List

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

additionalInstruments() constInstrumentWrapper
additionalInstruments_InstrumentWrapperprotected
additionalInstrumentsNPV() constInstrumentWrapper
additionalMultipliers() constInstrumentWrapper
additionalMultipliers_InstrumentWrapperprotected
additionalResults() const overrideVanillaInstrumentvirtual
cumulativePricingTime_InstrumentWrappermutableprotected
getCumulativePricingTime() constInstrumentWrapper
getNumberOfPricings() constInstrumentWrapper
getTimedNPV(const QuantLib::ext::shared_ptr< QuantLib::Instrument > &instr) constInstrumentWrapperprotected
initialise(const std::vector< QuantLib::Date > &) overrideVanillaInstrumentvirtual
instrument_InstrumentWrapperprotected
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
isOption()InstrumentWrappervirtual
multiplier() constInstrumentWrapper
multiplier2() constInstrumentWrappervirtual
multiplier_InstrumentWrapperprotected
NPV() const overrideVanillaInstrumentvirtual
numberOfPricings_InstrumentWrappermutableprotected
qlInstrument(const bool calculate=false) constInstrumentWrapper
reset() overrideVanillaInstrumentvirtual
resetPricingStats() constInstrumentWrapper
updateQlInstruments()InstrumentWrappervirtual
VanillaInstrument(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 >())VanillaInstrument
~InstrumentWrapper()InstrumentWrappervirtual