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Fully annotated reference manual - version 1.8.12
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AssetPositionTrsUnderlyingBuilder< T > Member List

This is the complete list of members for AssetPositionTrsUnderlyingBuilder< T >, including all inherited members.

build(const std::string &parentId, const QuantLib::ext::shared_ptr< Trade > &underlying, const std::vector< Date > &valuationDates, const std::vector< Date > &paymentDates, const std::string &fundingCurrency, const QuantLib::ext::shared_ptr< EngineFactory > &engineFactory, QuantLib::ext::shared_ptr< QuantLib::Index > &underlyingIndex, Real &underlyingMultiplier, std::map< std::string, double > &indexQuantities, std::map< std::string, QuantLib::ext::shared_ptr< QuantExt::FxIndex > > &fxIndices, Real &initialPrice, std::string &assetCurrency, std::string &creditRiskCurrency, std::map< std::string, SimmCreditQualifierMapping > &creditQualifierMapping, Date &maturity, const std::function< QuantLib::ext::shared_ptr< QuantExt::FxIndex >(const QuantLib::ext::shared_ptr< Market > market, const std::string &configuration, const std::string &domestic, const std::string &foreign, std::map< std::string, QuantLib::ext::shared_ptr< QuantExt::FxIndex > > &fxIndices)> &getFxIndex, const std::string &underlyingDerivativeId, RequiredFixings &fixings, std::vector< Leg > &returnLegs) const overrideAssetPositionTrsUnderlyingBuilder< T >virtual
getIndexCurrencyFromPosition(QuantLib::ext::shared_ptr< T > position, size_t i) constAssetPositionTrsUnderlyingBuilder< T >
getIndexCurrencyFromPosition(QuantLib::ext::shared_ptr< EquityPosition > position, size_t i) constAssetPositionTrsUnderlyingBuilder< T >
getIndexCurrencyFromPosition(QuantLib::ext::shared_ptr< CommodityPosition > position, size_t i) constAssetPositionTrsUnderlyingBuilder< T >
updateQuantities(std::map< std::string, double > &indexQuantities, const std::string &indexName, const double qty) constAssetPositionTrsUnderlyingBuilder< T >
updateQuantities(std::map< std::string, double > &indexQuantities, const std::string &indexName, const double qty) constAssetPositionTrsUnderlyingBuilder< T >
updateQuantities(std::map< std::string, double > &indexQuantities, const std::string &indexName, const double qty) constAssetPositionTrsUnderlyingBuilder< T >
updateUnderlying(const QuantLib::ext::shared_ptr< ReferenceDataManager > &refData, QuantLib::ext::shared_ptr< Trade > &underlying, const std::string &parentId) constTrsUnderlyingBuildervirtual
~TrsUnderlyingBuilder()TrsUnderlyingBuildervirtual