Reference manual - version ored_version
This is the complete list of members for CapFloor, including all inherited members.
| additionalData() const override | CapFloor | virtual |
| additionalData_ (defined in Trade) | Trade | mutableprotected |
| additionalDatum(const std::string &tag) const | Trade | |
| addPremiums(std::vector< boost::shared_ptr< Instrument >> &instruments, std::vector< Real > &multipliers, const Real tradeMultiplier, const PremiumData &premiumData, const Real premiumMultiplier, const Currency &tradeCurrency, const boost::shared_ptr< EngineFactory > &factory, const string &configuration) (defined in Trade) | Trade | protected |
| build(const boost::shared_ptr< EngineFactory > &) override | CapFloor | virtual |
| CapFloor() (defined in CapFloor) | CapFloor | |
| CapFloor(const Envelope &env, const string &longShort, const LegData &leg, const vector< double > &caps, const vector< double > &floors, const PremiumData &premiumData={}) (defined in CapFloor) | CapFloor | |
| caps() const (defined in CapFloor) | CapFloor | |
| envelope() | Trade | |
| envelope() const (defined in Trade) | Trade | |
| fixings(const QuantLib::Date &settlementDate=QuantLib::Date()) const | Trade | virtual |
| floors() const (defined in CapFloor) | CapFloor | |
| fromFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
| fromXML(XMLNode *node) override (defined in CapFloor) | CapFloor | virtual |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| getCumulativePricingTime() const | Trade | |
| getNumberOfPricings() const | Trade | |
| hasCashflows() const override | CapFloor | virtual |
| id() | Trade | |
| id() const (defined in Trade) | Trade | |
| instrument() const (defined in Trade) | Trade | |
| instrument_ (defined in Trade) | Trade | protected |
| issuer() const (defined in Trade) | Trade | |
| issuer_ (defined in Trade) | Trade | protected |
| leg() const (defined in CapFloor) | CapFloor | |
| 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 |
| longShort() const | CapFloor | |
| 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 |
| 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 |
| setLegBasedAdditionalData(const Size legNo, Size resultLegId=Null< Size >()) const (defined in Trade) | Trade | protected |
| toFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
| toXML(XMLDocument &doc) override (defined in CapFloor) | CapFloor | virtual |
| toXMLString() | 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 boost::shared_ptr< ReferenceDataManager > &referenceDataManager=nullptr) const (defined in Trade) | Trade | virtual |
| validate() const | Trade | |
| ~Trade() | Trade | virtual |
| ~XMLSerializable() (defined in XMLSerializable) | XMLSerializable | virtual |