Reference manual - version ored_version
This is the complete list of members for BarrierOptionWrapper, including all inherited members.
| activeUnderlyingInstrument(const bool calculate=false) const | OptionWrapper | |
| activeUnderlyingInstrument_ (defined in OptionWrapper) | OptionWrapper | mutableprotected |
| additionalInstruments() const | InstrumentWrapper | |
| additionalInstruments_ (defined in InstrumentWrapper) | InstrumentWrapper | protected |
| additionalInstrumentsNPV() const (defined in InstrumentWrapper) | InstrumentWrapper | |
| additionalMultipliers() const | InstrumentWrapper | |
| additionalMultipliers_ (defined in InstrumentWrapper) | InstrumentWrapper | protected |
| additionalResults() const override | BarrierOptionWrapper | virtual |
| BarrierOptionWrapper(const boost::shared_ptr< QuantLib::Instrument > &inst, const bool isLongOption, const QuantLib::Date &exerciseDate, const bool isPhysicalDelivery, const boost::shared_ptr< QuantLib::Instrument > &undInst, Barrier::Type barrierType, Handle< Quote > spot, Real rebate, const QuantLib::Currency ccy, const QuantLib::Date &startDate, const boost::shared_ptr< QuantLib::Index > &index, const QuantLib::Calendar &calendar, const Real multiplier=1.0, const Real undMultiplier=1.0, const std::vector< boost::shared_ptr< QuantLib::Instrument >> &additionalInstruments=std::vector< boost::shared_ptr< QuantLib::Instrument >>(), const std::vector< Real > &additionalMultipliers=std::vector< Real >()) (defined in BarrierOptionWrapper) | BarrierOptionWrapper | |
| barrierType_ (defined in BarrierOptionWrapper) | BarrierOptionWrapper | protected |
| calendar_ (defined in BarrierOptionWrapper) | BarrierOptionWrapper | protected |
| ccy_ (defined in BarrierOptionWrapper) | BarrierOptionWrapper | protected |
| checkBarrier(Real, bool) const =0 (defined in BarrierOptionWrapper) | BarrierOptionWrapper | pure virtual |
| contractExerciseDates_ (defined in OptionWrapper) | OptionWrapper | protected |
| cumulativePricingTime_ (defined in InstrumentWrapper) | InstrumentWrapper | mutableprotected |
| disableExercise() | OptionWrapper | |
| effectiveExerciseDates_ (defined in OptionWrapper) | OptionWrapper | protected |
| enableExercise() | OptionWrapper | |
| exercisable_ (defined in OptionWrapper) | OptionWrapper | protected |
| exercise() const =0 (defined in OptionWrapper) | OptionWrapper | pure virtual |
| exercised_ (defined in OptionWrapper) | OptionWrapper | mutableprotected |
| exerciseDate() const | OptionWrapper | |
| exerciseDate_ (defined in OptionWrapper) | OptionWrapper | mutableprotected |
| getCumulativePricingTime() const | InstrumentWrapper | |
| getNumberOfPricings() const | InstrumentWrapper | |
| getTimedNPV(const boost::shared_ptr< QuantLib::Instrument > &instr) const (defined in InstrumentWrapper) | InstrumentWrapper | protected |
| index_ (defined in BarrierOptionWrapper) | BarrierOptionWrapper | protected |
| initialise(const std::vector< QuantLib::Date > &dates) override | OptionWrapper | virtual |
| instrument_ (defined in InstrumentWrapper) | InstrumentWrapper | protected |
| InstrumentWrapper() (defined in InstrumentWrapper) | InstrumentWrapper | |
| InstrumentWrapper(const boost::shared_ptr< QuantLib::Instrument > &inst, const Real multiplier=1.0, const std::vector< boost::shared_ptr< QuantLib::Instrument >> &additionalInstruments=std::vector< boost::shared_ptr< QuantLib::Instrument >>(), const std::vector< Real > &additionalMultipliers=std::vector< Real >()) (defined in InstrumentWrapper) | InstrumentWrapper | |
| isExercised() const | OptionWrapper | |
| isLong() const | OptionWrapper | |
| isLong_ (defined in OptionWrapper) | OptionWrapper | protected |
| isOption() override | OptionWrapper | virtual |
| isPhysicalDelivery() const | OptionWrapper | |
| isPhysicalDelivery_ (defined in OptionWrapper) | OptionWrapper | protected |
| multiplier() const | InstrumentWrapper | |
| multiplier2() const override | OptionWrapper | virtual |
| multiplier_ (defined in InstrumentWrapper) | InstrumentWrapper | protected |
| NPV() const override | BarrierOptionWrapper | protectedvirtual |
| numberOfPricings_ (defined in InstrumentWrapper) | InstrumentWrapper | mutableprotected |
| OptionWrapper(const boost::shared_ptr< QuantLib::Instrument > &inst, const bool isLongOption, const std::vector< QuantLib::Date > &exerciseDate, const bool isPhysicalDelivery, const std::vector< boost::shared_ptr< QuantLib::Instrument >> &undInst, const Real multiplier=1.0, const Real undMultiplier=1.0, const std::vector< boost::shared_ptr< QuantLib::Instrument >> &additionalInstruments=std::vector< boost::shared_ptr< QuantLib::Instrument >>(), const std::vector< Real > &additionalMultipliers=std::vector< Real >()) | OptionWrapper | |
| qlInstrument(const bool calculate=false) const | InstrumentWrapper | |
| rebate_ (defined in BarrierOptionWrapper) | BarrierOptionWrapper | protected |
| reset() override | OptionWrapper | virtual |
| resetPricingStats() const | InstrumentWrapper | |
| spot_ (defined in BarrierOptionWrapper) | BarrierOptionWrapper | protected |
| startDate_ (defined in BarrierOptionWrapper) | BarrierOptionWrapper | protected |
| underlyingInstruments() const | OptionWrapper | |
| underlyingInstruments_ (defined in OptionWrapper) | OptionWrapper | protected |
| underlyingMultiplier() const | OptionWrapper | |
| undMultiplier_ (defined in OptionWrapper) | OptionWrapper | protected |
| updateQlInstruments() override | OptionWrapper | virtual |
| ~InstrumentWrapper() (defined in InstrumentWrapper) | InstrumentWrapper | virtual |