EquityCliquetOption Class Reference

Inheritance diagram for EquityCliquetOption:

Public Member Functions
	EquityCliquetOption (const std::string &tradeType, ore::data::Envelope &env, const boost::shared_ptr< ore::data::Underlying > &underlying, std::string currency, QuantLib::Real notional, std::string longShort, std::string callPut, ore::data::ScheduleData scheduleData, QuantLib::Real moneyness=1.0, QuantLib::Real localCap=QuantLib::Null< QuantLib::Real >(), QuantLib::Real localFloor=QuantLib::Null< QuantLib::Real >(), QuantLib::Real globalCap=QuantLib::Null< QuantLib::Real >(), QuantLib::Real globalFloor=QuantLib::Null< QuantLib::Real >(), QuantLib::Size settlementDays=0, QuantLib::Real premium=0.0, std::string premiumCcy="", std::string premiumPayDate="")
std::map< ore::data::AssetClass, std::set< std::string > >	underlyingIndices (const boost::shared_ptr< ore::data::ReferenceDataManager > &referenceDataManager) const override
	Add underlying Equity names.