This is the complete list of members for CurrencyHedgedEquityIndexDecomposition, including all inherited members.
addAdditionalFixingsForEquityIndexDecomposition(const QuantLib::Date &asof, std::map< std::string, std::set< QuantLib::Date >> &fixings) const (defined in CurrencyHedgedEquityIndexDecomposition) | CurrencyHedgedEquityIndexDecomposition | |
CurrencyHedgedEquityIndexDecomposition(const std::string indexName, const boost::shared_ptr< ore::data::CurrencyHedgedEquityIndexReferenceDatum > &indexRefData, const boost::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 boost::shared_ptr< ore::data::Market > &todaysMarket) 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 boost::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 boost::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 | |
unhedgedDelta(double hedgedDelta, const double quantity, const QuantLib::Date &asof, const boost::shared_ptr< ore::data::Market > &todaysMarket) const (defined in CurrencyHedgedEquityIndexDecomposition) | CurrencyHedgedEquityIndexDecomposition |