This is the complete list of members for CreditLinkedSwap, 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 |
build(const boost::shared_ptr< EngineFactory > &engineFactory) override | CreditLinkedSwap | virtual |
CreditLinkedSwap() (defined in CreditLinkedSwap) | CreditLinkedSwap | |
CreditLinkedSwap(const std::string &creditCurveId, const bool settlesAccrual, const Real fixedRecoveryRate, const QuantExt::CreditDefaultSwap::ProtectionPaymentTime &defaultPaymentTime, const std::vector< LegData > &independentPayments, const std::vector< LegData > &contingentPayments, const std::vector< LegData > &defaultPayments, const std::vector< LegData > &recoveryPayments) (defined in CreditLinkedSwap) | CreditLinkedSwap | |
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(XMLNode *node) override (defined in CreditLinkedSwap) | CreditLinkedSwap | virtual |
fromXMLString(const std::string &xml) | XMLSerializable | |
getCumulativePricingTime() const | Trade | |
getNumberOfPricings() const | Trade | |
hasCashflows() const | Trade | 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 |
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 override | CreditLinkedSwap | 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(ore::data::XMLDocument &doc) override (defined in CreditLinkedSwap) | CreditLinkedSwap | 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 |