TrsUnderlyingBuilder Struct Reference

#include <ored/portfolio/trsunderlyingbuilder.hpp>

Inheritance diagram for TrsUnderlyingBuilder:

Collaboration diagram for TrsUnderlyingBuilder:

Public Member Functions
virtual	~TrsUnderlyingBuilder ()
virtual void	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 =0
virtual void	updateUnderlying (const QuantLib::ext::shared_ptr< ReferenceDataManager > &refData, QuantLib::ext::shared_ptr< Trade > &underlying, const std::string &parentId) const

Detailed Description

Definition at line 31 of file trsunderlyingbuilder.hpp.

Constructor & Destructor Documentation

~TrsUnderlyingBuilder()

virtual ~TrsUnderlyingBuilder ( )

virtual

Definition at line 32 of file trsunderlyingbuilder.hpp.

{}

Member Function Documentation

build()

virtual void 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

pure virtual

Implemented in CBOTrsUnderlyingBuilder, ConvertibleBondTrsUnderlyingBuilder, BondTrsUnderlyingBuilder, ForwardBondTrsUnderlyingBuilder, AssetPositionTrsUnderlyingBuilder< T >, EquityOptionPositionTrsUnderlyingBuilder, BondPositionTrsUnderlyingBuilder, and DerivativeTrsUnderlyingBuilder.

updateUnderlying()

virtual void updateUnderlying ( const QuantLib::ext::shared_ptr< ReferenceDataManager > &  refData, QuantLib::ext::shared_ptr< Trade > &  underlying, const std::string &  parentId  ) const

virtual

Reimplemented in ConvertibleBondTrsUnderlyingBuilder.

Definition at line 46 of file trsunderlyingbuilder.hpp.

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