This is the complete list of members for WorstOfBasketSwap, including all inherited members.
accruingFixedCoupons_ | WorstOfBasketSwap | private |
accumulatingFixedCoupons_ | WorstOfBasketSwap | private |
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 |
bermudanKnockIn_ | WorstOfBasketSwap | private |
build(const QuantLib::ext::shared_ptr< EngineFactory > &) override | WorstOfBasketSwap | virtual |
ore::data::ScriptedTrade::build(const QuantLib::ext::shared_ptr< EngineFactory > &engineFactory, const PremiumData &premiumData, const Real premiumMultiplier) | ScriptedTrade | |
clear() | ScriptedTrade | |
currencies() const | ScriptedTrade | |
currencies_ | ScriptedTrade | protected |
currency_ | WorstOfBasketSwap | private |
daycounters() const | ScriptedTrade | |
daycounters_ | ScriptedTrade | protected |
envelope() const | Trade | |
envelope_ | Trade | private |
events() const | ScriptedTrade | |
events_ | ScriptedTrade | protected |
fixedAccrualSchedule_ | WorstOfBasketSwap | private |
fixedDeterminationSchedule_ | WorstOfBasketSwap | private |
fixedPayDates_ | WorstOfBasketSwap | private |
fixedRate_ | WorstOfBasketSwap | private |
fixedTriggerLevels_ | WorstOfBasketSwap | private |
fixings(const QuantLib::Date &settlementDate=QuantLib::Date()) const | Trade | virtual |
floatingDayCountFraction_ | WorstOfBasketSwap | private |
floatingFixingSchedule_ | WorstOfBasketSwap | private |
floatingIndex_ | WorstOfBasketSwap | private |
floatingLookback_ | WorstOfBasketSwap | private |
floatingPayDates_ | WorstOfBasketSwap | private |
floatingPeriodSchedule_ | WorstOfBasketSwap | private |
floatingRateCutoff_ | WorstOfBasketSwap | private |
floatingSpread_ | WorstOfBasketSwap | private |
fromFile(const std::string &filename) | XMLSerializable | |
fromXML(XMLNode *node) override | WorstOfBasketSwap | 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 |
includeSpread_ | WorstOfBasketSwap | private |
indices() const | ScriptedTrade | |
indices_ | ScriptedTrade | protected |
initialFixedPayDate_ | WorstOfBasketSwap | private |
initialFixedRate_ | WorstOfBasketSwap | private |
initialPrices_ | WorstOfBasketSwap | private |
initIndices() | WorstOfBasketSwap | private |
instrument() const | Trade | |
instrument_ | Trade | protected |
isAveraged_ | WorstOfBasketSwap | private |
isExpired(const Date &d) | Trade | virtual |
issuer() const | Trade | |
issuer_ | Trade | protected |
knockInDeterminationSchedule_ | WorstOfBasketSwap | private |
knockInLevel_ | WorstOfBasketSwap | private |
knockInPayDate_ | WorstOfBasketSwap | private |
knockOutDeterminationSchedule_ | WorstOfBasketSwap | private |
knockOutLevels_ | WorstOfBasketSwap | private |
legCurrencies() const | Trade | |
legCurrencies_ | Trade | protected |
legPayers() const | Trade | |
legPayers_ | Trade | protected |
legs() const | Trade | |
legs_ | Trade | protected |
longShort_ | WorstOfBasketSwap | private |
maturity() const | Trade | |
maturity_ | Trade | protected |
notional() const override | ScriptedTrade | virtual |
notional_ | Trade | protected |
notionalCurrency() const override | ScriptedTrade | virtual |
notionalCurrency_ | Trade | protected |
npvCurrency() const | Trade | |
npvCurrency_ | Trade | protected |
numbers() const | ScriptedTrade | |
numbers_ | ScriptedTrade | protected |
portfolioIds() const | Trade | |
productTag() const | ScriptedTrade | |
productTag_ | ScriptedTrade | protected |
quantity_ | WorstOfBasketSwap | 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 |
scheduleProductClass() const | ScriptedTrade | |
scheduleProductClass_ | ScriptedTrade | protected |
schedules_ | WorstOfBasketSwap | private |
script() const | ScriptedTrade | |
script(const std::string &purpose, const bool fallBackOnEmptyPurpose=true) const | ScriptedTrade | |
script_ | ScriptedTrade | protected |
ScriptedTrade(const std::string &tradeType="ScriptedTrade", const Envelope &env=Envelope()) | ScriptedTrade | |
ScriptedTrade(const Envelope &env, const std::vector< ScriptedTradeEventData > &events, const std::vector< ScriptedTradeValueTypeData > &numbers, const std::vector< ScriptedTradeValueTypeData > &indices, const std::vector< ScriptedTradeValueTypeData > ¤cies, const std::vector< ScriptedTradeValueTypeData > &daycounters, const std::map< std::string, ScriptedTradeScriptData > &script, const std::string &productTag, const std::string &tradeType="ScriptedTrade") | ScriptedTrade | |
ScriptedTrade(const Envelope &env, const std::vector< ScriptedTradeEventData > &events, const std::vector< ScriptedTradeValueTypeData > &numbers, const std::vector< ScriptedTradeValueTypeData > &indices, const std::vector< ScriptedTradeValueTypeData > ¤cies, const std::vector< ScriptedTradeValueTypeData > &daycounters, const std::string &scriptName, const std::string &tradeType="ScriptedTrade") | ScriptedTrade | |
scriptName() const | ScriptedTrade | |
scriptName_ | ScriptedTrade | 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 | |
setIsdaTaxonomyFields() override | WorstOfBasketSwap | virtual |
setLegBasedAdditionalData(const Size legNo, Size resultLegId=Null< Size >()) const | Trade | protected |
setSensitivityTemplate(const EngineBuilder &builder) | Trade | protected |
setSensitivityTemplate(const std::string &id) | Trade | protected |
simmProductClass() const | ScriptedTrade | |
simmProductClass_ | ScriptedTrade | protected |
strike_ | WorstOfBasketSwap | private |
toFile(const std::string &filename) const | XMLSerializable | |
toXML(XMLDocument &doc) const override | WorstOfBasketSwap | 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 override | ScriptedTrade | virtual |
underlyings_ | WorstOfBasketSwap | private |
validate() const | Trade | |
WorstOfBasketSwap(const string &tradeType="WorstOfBasketSwap") | WorstOfBasketSwap | explicit |
WorstOfBasketSwap(const Envelope &env, const string &longShort, const string &quantity, const string &strike, const string &initialFixedRate, const vector< string > &initialPrices, const string &fixedRate, const ScriptedTradeEventData &floatingPeriodSchedule, const ScriptedTradeEventData &floatingFixingSchedule, const ScriptedTradeEventData &fixedDeterminationSchedule, const ScriptedTradeEventData &floatingPayDates, const ScriptedTradeEventData &fixedPayDates, const ScriptedTradeEventData &knockOutDeterminationSchedule, const ScriptedTradeEventData &knockInDeterminationSchedule, const string &knockInPayDate, const string &initialFixedPayDate, const bool bermudanKnockIn, const bool accumulatingFixedCoupons, const bool accruingFixedCoupons, const bool isAveraged, const string &floatingIndex, const string &floatingSpread, const string &floatingRateCutoff, const DayCounter &floatingDayCountFraction, const Period &floatingLookback, const bool includeSpread, const string ¤cy, const vector< QuantLib::ext::shared_ptr< Underlying > > underlyings, const string &knockInLevel, const vector< string > fixedTriggerLevels, const vector< string > knockOutLevels, const ScriptedTradeEventData &fixedAccrualSchedule) | WorstOfBasketSwap | |
~Trade() | Trade | virtual |
~XMLSerializable() | XMLSerializable | virtual |