Reference manual - version ored_version
This is the complete list of members for CurrencyHedgedEquityIndexDecomposition, including all inherited members.
| addAdditionalFixingsForEquityIndexDecomposition(const QuantLib::Date &asof, std::map< std::string, RequiredFixings::FixingDates > &fixings) const (defined in CurrencyHedgedEquityIndexDecomposition) | CurrencyHedgedEquityIndexDecomposition | |
| CurrencyHedgedEquityIndexDecomposition(const std::string indexName, const QuantLib::ext::shared_ptr< ore::data::CurrencyHedgedEquityIndexReferenceDatum > &indexRefData, const QuantLib::ext::shared_ptr< ore::data::EquityIndexReferenceDatum > underlyingRefData, const std::string &indexCurrency, const std::string &underlyingIndexCurrency, const std::string &fxIndexName, const std::map< std::string, std::pair< double, std::string >> ¤cyWeightsAndFxIndexNames) (defined in CurrencyHedgedEquityIndexDecomposition) | CurrencyHedgedEquityIndexDecomposition | |
| currencyWeightsAndFxIndexNames() const (defined in CurrencyHedgedEquityIndexDecomposition) | CurrencyHedgedEquityIndexDecomposition | |
| fxIndexName() const (defined in CurrencyHedgedEquityIndexDecomposition) | CurrencyHedgedEquityIndexDecomposition | |
| fxSpotRiskFromForwards(const double quantity, const QuantLib::Date &asof, const QuantLib::ext::shared_ptr< ore::data::Market > &todaysMarket, const double shiftsize) const (defined in CurrencyHedgedEquityIndexDecomposition) | CurrencyHedgedEquityIndexDecomposition | |
| indexCurrency() const (defined in CurrencyHedgedEquityIndexDecomposition) | CurrencyHedgedEquityIndexDecomposition | |
| indexName() const (defined in CurrencyHedgedEquityIndexDecomposition) | CurrencyHedgedEquityIndexDecomposition | |
| indexRefData() const (defined in CurrencyHedgedEquityIndexDecomposition) | CurrencyHedgedEquityIndexDecomposition | |
| isValid() const (defined in CurrencyHedgedEquityIndexDecomposition) | CurrencyHedgedEquityIndexDecomposition | |
| rebalancingDate(const QuantLib::Date &asof) const (defined in CurrencyHedgedEquityIndexDecomposition) | CurrencyHedgedEquityIndexDecomposition | |
| rebalancingDate(const QuantLib::ext::shared_ptr< CurrencyHedgedEquityIndexReferenceDatum > &refData, const QuantLib::Date &asof) (defined in CurrencyHedgedEquityIndexDecomposition) | CurrencyHedgedEquityIndexDecomposition | static |
| referenceDate(const QuantLib::Date &asof) const (defined in CurrencyHedgedEquityIndexDecomposition) | CurrencyHedgedEquityIndexDecomposition | |
| referenceDate(const QuantLib::ext::shared_ptr< CurrencyHedgedEquityIndexReferenceDatum > &refData, const QuantLib::Date &asof) (defined in CurrencyHedgedEquityIndexDecomposition) | CurrencyHedgedEquityIndexDecomposition | static |
| underlyingIndexCurrency() const (defined in CurrencyHedgedEquityIndexDecomposition) | CurrencyHedgedEquityIndexDecomposition | |
| underlyingIndexName() const (defined in CurrencyHedgedEquityIndexDecomposition) | CurrencyHedgedEquityIndexDecomposition | |
| underlyingRefData() const (defined in CurrencyHedgedEquityIndexDecomposition) | CurrencyHedgedEquityIndexDecomposition | |
| unhedgedSpotExposure(double hedgedExposure, const double quantity, const QuantLib::Date &asof, const QuantLib::ext::shared_ptr< ore::data::Market > &todaysMarket) const (defined in CurrencyHedgedEquityIndexDecomposition) | CurrencyHedgedEquityIndexDecomposition |