Reference manual - version ored_version
This is the complete list of members for BondTRS, including all inherited members.
| additionalData() const | Trade | virtual |
| additionalData_ (defined in Trade) | Trade | mutableprotected |
| additionalDatum(const std::string &tag) const | Trade | |
| addPremiums(std::vector< QuantLib::ext::shared_ptr< Instrument >> &instruments, std::vector< Real > &multipliers, const Real tradeMultiplier, const PremiumData &premiumData, const Real premiumMultiplier, const Currency &tradeCurrency, const QuantLib::ext::shared_ptr< EngineFactory > &factory, const string &configuration) (defined in Trade) | Trade | protected |
| bondData() const (defined in BondTRS) | BondTRS | |
| BondTRS() | BondTRS | |
| BondTRS(Envelope env, const BondData &bondData) | BondTRS | |
| build(const QuantLib::ext::shared_ptr< EngineFactory > &) override | BondTRS | virtual |
| envelope() const (defined in Trade) | Trade | |
| fixings(const QuantLib::Date &settlementDate=QuantLib::Date()) const | Trade | virtual |
| fromFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
| fromXML(XMLNode *node) override (defined in BondTRS) | BondTRS | virtual |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| fundingLegData() const (defined in BondTRS) | BondTRS | |
| getCumulativePricingTime() const | Trade | |
| getNumberOfPricings() const | Trade | |
| hasCashflows() const | Trade | virtual |
| id() | Trade | |
| id() const (defined in Trade) | Trade | |
| initialPrice() const (defined in BondTRS) | BondTRS | |
| instrument() const (defined in Trade) | Trade | |
| instrument_ (defined in Trade) | Trade | protected |
| isExpired(const Date &d) (defined in Trade) | Trade | virtual |
| issuer() const (defined in Trade) | Trade | |
| issuer_ (defined in Trade) | Trade | protected |
| legCurrencies() const (defined in Trade) | Trade | |
| legCurrencies_ (defined in Trade) | Trade | protected |
| legPayers() const (defined in Trade) | Trade | |
| legPayers_ (defined in Trade) | Trade | protected |
| legs() const (defined in Trade) | Trade | |
| legs_ (defined in Trade) | Trade | protected |
| maturity() const (defined in Trade) | Trade | |
| maturity_ (defined in Trade) | Trade | protected |
| notional() const | Trade | virtual |
| notional_ (defined in Trade) | Trade | protected |
| notionalCurrency() const (defined in Trade) | Trade | virtual |
| notionalCurrency_ (defined in Trade) | Trade | protected |
| npvCurrency() const (defined in Trade) | Trade | |
| npvCurrency_ (defined in Trade) | Trade | protected |
| observationCalendar() const (defined in BondTRS) | BondTRS | |
| observationConvention() const (defined in BondTRS) | BondTRS | |
| observationLag() const (defined in BondTRS) | BondTRS | |
| paymentCalendar() const (defined in BondTRS) | BondTRS | |
| paymentConvention() const (defined in BondTRS) | BondTRS | |
| paymentDates() (defined in BondTRS) | BondTRS | |
| paymentLag() const (defined in BondTRS) | BondTRS | |
| payTotalReturnLeg() const (defined in BondTRS) | BondTRS | |
| portfolioIds() const (defined in Trade) | Trade | |
| requiredFixings() const | Trade | |
| requiredFixings_ (defined in Trade) | Trade | protected |
| reset() | Trade | |
| resetPricingStats(const std::size_t numberOfPricings=0, const boost::timer::nanosecond_type cumulativePricingTime=0) | Trade | |
| savedCumulativePricingTime_ (defined in Trade) | Trade | protected |
| savedNumberOfPricings_ (defined in Trade) | Trade | protected |
| scheduleData() const (defined in BondTRS) | BondTRS | |
| sensitivityTemplate() const | Trade | |
| sensitivityTemplate_ (defined in Trade) | Trade | protected |
| sensitivityTemplateSet_ (defined in Trade) | Trade | protected |
| setAdditionalData(const std::map< std::string, boost::any > &additionalData) (defined in Trade) | Trade | |
| setEnvelope(const Envelope &envelope) | Trade | |
| setLegBasedAdditionalData(const Size legNo, Size resultLegId=Null< Size >()) const (defined in Trade) | Trade | protected |
| setSensitivityTemplate(const EngineBuilder &builder) (defined in Trade) | Trade | protected |
| setSensitivityTemplate(const std::string &id) (defined in Trade) | Trade | protected |
| toFile(const std::string &filename) const (defined in XMLSerializable) | XMLSerializable | |
| toXML(XMLDocument &doc) const override (defined in BondTRS) | BondTRS | virtual |
| toXMLString() const | XMLSerializable | |
| Trade() | Trade | |
| Trade(const string &tradeType, const Envelope &env=Envelope(), const TradeActions &ta=TradeActions()) | Trade | |
| tradeActions() | Trade | |
| tradeActions() const (defined in Trade) | Trade | |
| tradeType() const (defined in Trade) | Trade | |
| tradeType_ (defined in Trade) | Trade | protected |
| underlyingIndices(const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceDataManager=nullptr) const override | BondTRS | virtual |
| useDirtyPrices() const (defined in BondTRS) | BondTRS | |
| validate() const | Trade | |
| ~Trade() | Trade | virtual |
| ~XMLSerializable() (defined in XMLSerializable) | XMLSerializable | virtual |