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Fully annotated reference manual - version 1.8.12
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OutperformanceOption Member List

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

exercise() constOutperformanceOption
exercise_OutperformanceOptionprivate
fetchResults(const PricingEngine::results *) const overrideOutperformanceOptionprivate
fxIndex1() constOutperformanceOption
fxIndex1_OutperformanceOptionprivate
fxIndex2() constOutperformanceOption
fxIndex2_OutperformanceOptionprivate
initialValue1() constOutperformanceOption
initialValue1_OutperformanceOptionprivate
initialValue2() constOutperformanceOption
initialValue2_OutperformanceOptionprivate
isExpired() const overrideOutperformanceOption
knockInPrice() constOutperformanceOption
knockInPrice_OutperformanceOptionprivate
knockOutPrice() constOutperformanceOption
knockOutPrice_OutperformanceOptionprivate
notional() constOutperformanceOption
notional_OutperformanceOptionprivate
optionType() constOutperformanceOption
optionType_OutperformanceOptionprivate
OutperformanceOption(const QuantLib::ext::shared_ptr< Exercise > &exercise, const Option::Type optionType, const Real strikeReturn, const Real initialValue1, const Real initialValue2, const Real notional, const Real knockInPrice=Null< Real >(), const Real knockOutPrice=Null< Real >(), QuantLib::ext::shared_ptr< QuantExt::FxIndex > fxIndex1=nullptr, QuantLib::ext::shared_ptr< QuantExt::FxIndex > fxIndex2=nullptr)OutperformanceOption
setupArguments(PricingEngine::arguments *) const overrideOutperformanceOption
setupExpired() const overrideOutperformanceOptionprivate
strikeReturn() constOutperformanceOption
strikeReturn_OutperformanceOptionprivate