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Reference manual - version ored_version
CmsSpreadCouponPricerBuilder Member List

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

CachingEngineBuilder(const string &model, const string &engine, const set< string > &tradeTypes)CachingEngineBuilder< T, U, Args >
CmsSpreadCouponPricerBuilder() (defined in CmsSpreadCouponPricerBuilder)CmsSpreadCouponPricerBuilder
configuration(const MarketContext &key)EngineBuilder
configurations_ (defined in EngineBuilder)EngineBuilderprotected
engine(Args... params)CachingEngineBuilder< T, U, Args >
ore::data::EngineBuilder::engine() constEngineBuilder
engine_ (defined in EngineBuilder)EngineBuilderprotected
EngineBuilder(const string &model, const string &engine, const set< string > &tradeTypes)EngineBuilder
engineImpl(const Currency &ccy, const string &index1, const string &index2, const boost::shared_ptr< QuantLib::CmsCouponPricer > &cmsPricer) override (defined in CmsSpreadCouponPricerBuilder)CmsSpreadCouponPricerBuilderprotected
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="") constEngineBuilder
engineParameters_ (defined in EngineBuilder)EngineBuilderprotected
engines_ (defined in CachingEngineBuilder< T, U, Args >)CachingEngineBuilder< T, U, Args >protected
globalParameters_ (defined in EngineBuilder)EngineBuilderprotected
init(const boost::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 Currency &ccy, const string &index1, const string &index2, const boost::shared_ptr< QuantLib::CmsCouponPricer > &cmsPricer) override (defined in CmsSpreadCouponPricerBuilder)CmsSpreadCouponPricerBuilderprotected
keyImpl(Args...)=0 (defined in CachingEngineBuilder< T, U, Args >)CachingEngineBuilder< T, U, Args >protectedpure virtual
market_ (defined in EngineBuilder)EngineBuilderprotected
model() constEngineBuilder
model_ (defined in EngineBuilder)EngineBuilderprotected
modelBuilders() constEngineBuilder
modelBuilders_ (defined in EngineBuilder)EngineBuilderprotected
modelParameter(const std::string &p, const std::vector< std::string > &qualifiers={}, const bool mandatory=true, const std::string &defaultValue="") constEngineBuilder
modelParameters_ (defined in EngineBuilder)EngineBuilderprotected
reset() overrideCachingEngineBuilder< T, U, Args >virtual
tradeTypes() constEngineBuilder
tradeTypes_ (defined in EngineBuilder)EngineBuilderprotected
~EngineBuilder()EngineBuildervirtual