Reference manual - version ored_version
This is the complete list of members for AmericanOptionEngineBuilder, including all inherited members.
| AmericanOptionEngineBuilder(const string &model, const string &engine, const set< string > &tradeTypes, const AssetClass &assetClass, const Date &expiryDate) (defined in AmericanOptionEngineBuilder) | AmericanOptionEngineBuilder | |
| assetClass_ (defined in CachingOptionEngineBuilder< string, const string &, const Currency &, const AssetClass &, const Date &, const bool >) | CachingOptionEngineBuilder< string, const string &, const Currency &, const AssetClass &, const Date &, const bool > | protected |
| CachingEngineBuilder(const string &model, const string &engine, const set< string > &tradeTypes) | CachingEngineBuilder< T, U, Args > | |
| CachingOptionEngineBuilder(const string &model, const string &engine, const set< string > &tradeTypes, const AssetClass &assetClass) (defined in CachingOptionEngineBuilder< string, const string &, const Currency &, const AssetClass &, const Date &, const bool >) | CachingOptionEngineBuilder< string, const string &, const Currency &, const AssetClass &, const Date &, const bool > | |
| configuration(const MarketContext &key) | EngineBuilder | |
| configurations_ (defined in EngineBuilder) | EngineBuilder | protected |
| engine(const string &assetName, const Currency &ccy, const Date &expiryDate, const bool useFxSpot=true) (defined in VanillaOptionEngineBuilder) | VanillaOptionEngineBuilder | |
| engine(const Currency &ccy1, const Currency &ccy2, const Date &expiryDate, const bool useFxSpot=true) (defined in VanillaOptionEngineBuilder) | VanillaOptionEngineBuilder | |
| CachingOptionEngineBuilder< string, const string &, const Currency &, const AssetClass &, const Date &, const bool >::engine(Args... params) | CachingEngineBuilder< T, U, Args > | |
| ore::data::EngineBuilder::engine() const | EngineBuilder | |
| engine_ (defined in EngineBuilder) | EngineBuilder | protected |
| EngineBuilder(const string &model, const string &engine, const set< string > &tradeTypes) | EngineBuilder | |
| engineImpl(Args...)=0 (defined in CachingEngineBuilder< T, U, Args >) | CachingEngineBuilder< T, U, Args > | protectedpure virtual |
| engineParameter(const std::string &p, const std::vector< std::string > &qualifiers={}, const bool mandatory=true, const std::string &defaultValue="") const | EngineBuilder | |
| engineParameters_ (defined in EngineBuilder) | EngineBuilder | protected |
| engines_ (defined in CachingEngineBuilder< T, U, Args >) | CachingEngineBuilder< T, U, Args > | protected |
| expiryDate_ (defined in VanillaOptionEngineBuilder) | VanillaOptionEngineBuilder | protected |
| getBlackScholesProcess(const string &assetName, const Currency &ccy, const AssetClass &assetClassUnderlying, const std::vector< Time > &timePoints={}, const bool useFxSpot=true) (defined in CachingOptionEngineBuilder< string, const string &, const Currency &, const AssetClass &, const Date &, const bool >) | CachingOptionEngineBuilder< string, const string &, const Currency &, const AssetClass &, const Date &, const bool > | protected |
| globalParameters_ (defined in EngineBuilder) | EngineBuilder | protected |
| init(const QuantLib::ext::shared_ptr< Market > market, const map< MarketContext, string > &configurations, const map< string, string > &modelParameters, const map< string, string > &engineParameters, const std::map< std::string, std::string > &globalParameters={}) | EngineBuilder | |
| keyImpl(const string &assetName, const Currency &ccy, const AssetClass &assetClassUnderlying, const Date &expiryDate, const bool useFxSpot) override (defined in VanillaOptionEngineBuilder) | VanillaOptionEngineBuilder | protectedvirtual |
| keyImpl(Args...)=0 (defined in CachingEngineBuilder< T, U, Args >) | CachingEngineBuilder< T, U, Args > | protectedpure virtual |
| market_ (defined in EngineBuilder) | EngineBuilder | protected |
| model() const | EngineBuilder | |
| model_ (defined in EngineBuilder) | EngineBuilder | protected |
| modelBuilders() const | EngineBuilder | |
| modelBuilders_ (defined in EngineBuilder) | EngineBuilder | protected |
| modelParameter(const std::string &p, const std::vector< std::string > &qualifiers={}, const bool mandatory=true, const std::string &defaultValue="") const | EngineBuilder | |
| modelParameters_ (defined in EngineBuilder) | EngineBuilder | protected |
| reset() override | CachingEngineBuilder< T, U, Args > | virtual |
| tradeTypes() const | EngineBuilder | |
| tradeTypes_ (defined in EngineBuilder) | EngineBuilder | protected |
| VanillaOptionEngineBuilder(const string &model, const string &engine, const set< string > &tradeTypes, const AssetClass &assetClass, const Date &expiryDate) (defined in VanillaOptionEngineBuilder) | VanillaOptionEngineBuilder | |
| ~EngineBuilder() | EngineBuilder | virtual |