This is the complete list of members for CommodityDigitalAveragePriceOption, including all inherited members.
additionalData() const | Trade | 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 |
barrierData() (defined in CommodityDigitalAveragePriceOption) | CommodityDigitalAveragePriceOption | |
build(const boost::shared_ptr< ore::data::EngineFactory > &engineFactory) override (defined in CommodityDigitalAveragePriceOption) | CommodityDigitalAveragePriceOption | |
ore::data::Trade::build(const boost::shared_ptr< EngineFactory > &)=0 | Trade | pure virtual |
CommodityDigitalAveragePriceOption() (defined in CommodityDigitalAveragePriceOption) | CommodityDigitalAveragePriceOption | |
CommodityDigitalAveragePriceOption(const ore::data::Envelope &envelope, const ore::data::OptionData &optionData, QuantLib::Real strike, QuantLib::Real digitalCashPayoff, const std::string ¤cy, const std::string &name, CommodityPriceType priceType, const std::string &startDate, const std::string &endDate, const std::string &paymentCalendar, const std::string &paymentLag, const std::string &paymentConvention, const std::string &pricingCalendar, const std::string &paymentDate="", QuantLib::Real gearing=1.0, QuantLib::Spread spread=0.0, QuantExt::CommodityQuantityFrequency commodityQuantityFrequency=QuantExt::CommodityQuantityFrequency::PerCalculationPeriod, CommodityPayRelativeTo commodityPayRelativeTo=CommodityPayRelativeTo::CalculationPeriodEndDate, QuantLib::Natural futureMonthOffset=0, QuantLib::Natural deliveryRollDays=0, bool includePeriodEnd=true, const BarrierData &barrierData={}, const std::string &fxIndex="") (defined in CommodityDigitalAveragePriceOption) | CommodityDigitalAveragePriceOption | |
commodityPayRelativeTo() const (defined in CommodityDigitalAveragePriceOption) | CommodityDigitalAveragePriceOption | |
commodityQuantityFrequency() const (defined in CommodityDigitalAveragePriceOption) | CommodityDigitalAveragePriceOption | |
currency() const (defined in CommodityDigitalAveragePriceOption) | CommodityDigitalAveragePriceOption | |
deliveryRollDays() const (defined in CommodityDigitalAveragePriceOption) | CommodityDigitalAveragePriceOption | |
digitalCashPayoff() const (defined in CommodityDigitalAveragePriceOption) | CommodityDigitalAveragePriceOption | |
endDate() const (defined in CommodityDigitalAveragePriceOption) | CommodityDigitalAveragePriceOption | |
envelope() | Trade | |
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(ore::data::XMLNode *node) override (defined in CommodityDigitalAveragePriceOption) | CommodityDigitalAveragePriceOption | virtual |
fromXMLString(const std::string &xml) | XMLSerializable | |
futureMonthOffset() const (defined in CommodityDigitalAveragePriceOption) | CommodityDigitalAveragePriceOption | |
fxIndex() const (defined in CommodityDigitalAveragePriceOption) | CommodityDigitalAveragePriceOption | |
gearing() const (defined in CommodityDigitalAveragePriceOption) | CommodityDigitalAveragePriceOption | |
getCumulativePricingTime() const | Trade | |
getNumberOfPricings() const | Trade | |
hasCashflows() const override | CommodityDigitalAveragePriceOption | virtual |
id() | Trade | |
id() const (defined in Trade) | Trade | |
includePeriodEnd() const (defined in CommodityDigitalAveragePriceOption) | CommodityDigitalAveragePriceOption | |
instrument() const (defined in Trade) | Trade | |
instrument_ (defined in Trade) | Trade | protected |
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 |
name() const (defined in CommodityDigitalAveragePriceOption) | CommodityDigitalAveragePriceOption | |
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 |
optionData() (defined in CommodityDigitalAveragePriceOption) | CommodityDigitalAveragePriceOption | |
paymentCalendar() const (defined in CommodityDigitalAveragePriceOption) | CommodityDigitalAveragePriceOption | |
paymentConvention() const (defined in CommodityDigitalAveragePriceOption) | CommodityDigitalAveragePriceOption | |
paymentDate() const (defined in CommodityDigitalAveragePriceOption) | CommodityDigitalAveragePriceOption | |
paymentLag() const (defined in CommodityDigitalAveragePriceOption) | CommodityDigitalAveragePriceOption | |
portfolioIds() const (defined in Trade) | Trade | |
priceType() const (defined in CommodityDigitalAveragePriceOption) | CommodityDigitalAveragePriceOption | |
pricingCalendar() const (defined in CommodityDigitalAveragePriceOption) | CommodityDigitalAveragePriceOption | |
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 |
spread() const (defined in CommodityDigitalAveragePriceOption) | CommodityDigitalAveragePriceOption | |
startDate() const (defined in CommodityDigitalAveragePriceOption) | CommodityDigitalAveragePriceOption | |
strike() const (defined in CommodityDigitalAveragePriceOption) | CommodityDigitalAveragePriceOption | |
toFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
toXML(ore::data::XMLDocument &doc) override (defined in CommodityDigitalAveragePriceOption) | CommodityDigitalAveragePriceOption | 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 override | CommodityDigitalAveragePriceOption | virtual |
validate() const | Trade | |
~Trade() | Trade | virtual |
~XMLSerializable() (defined in XMLSerializable) | XMLSerializable | virtual |