Reference manual - version ored_version
This is the complete list of members for EquityCliquetOptionEngineBuilder, including all inherited members.
| assetClass_ (defined in CachingOptionEngineBuilder< std::string, const std::string &, const QuantLib::Currency &, const ore::data::AssetClass & >) | CachingOptionEngineBuilder< std::string, const std::string &, const QuantLib::Currency &, const ore::data::AssetClass & > | protected |
| CachingEngineBuilder(const string &model, const string &engine, const set< string > &tradeTypes) | CachingEngineBuilder< T, U, Args > | |
| CachingOptionEngineBuilder(const string &model, const string &engine, const set< string > &tradeTypes, const AssetClass &assetClass) (defined in CachingOptionEngineBuilder< std::string, const std::string &, const QuantLib::Currency &, const ore::data::AssetClass & >) | CachingOptionEngineBuilder< std::string, const std::string &, const QuantLib::Currency &, const ore::data::AssetClass & > | |
| CliquetOptionEngineBuilder(const std::string &model, const std::string &engine, const std::set< std::string > &tradeTypes, const ore::data::AssetClass &assetClass) (defined in CliquetOptionEngineBuilder) | CliquetOptionEngineBuilder | |
| configuration(const MarketContext &key) | EngineBuilder | |
| configurations_ (defined in EngineBuilder) | EngineBuilder | protected |
| engine(const std::string &assetName, const QuantLib::Currency &ccy) (defined in CliquetOptionEngineBuilder) | CliquetOptionEngineBuilder | |
| engine(const QuantLib::Currency &ccy1, const QuantLib::Currency &ccy2) (defined in CliquetOptionEngineBuilder) | CliquetOptionEngineBuilder | |
| CachingOptionEngineBuilder< std::string, const std::string &, const QuantLib::Currency &, const ore::data::AssetClass & >::engine(Args... params) | CachingEngineBuilder< T, U, Args > | |
| ore::data::EngineBuilder::engine() const | EngineBuilder | |
| engine_ (defined in EngineBuilder) | EngineBuilder | protected |
| EngineBuilder(const string &model, const string &engine, const set< string > &tradeTypes) | EngineBuilder | |
| engineImpl(Args...)=0 (defined in CachingEngineBuilder< T, U, Args >) | CachingEngineBuilder< T, U, Args > | protectedpure virtual |
| engineParameter(const std::string &p, const std::vector< std::string > &qualifiers={}, const bool mandatory=true, const std::string &defaultValue="") const | EngineBuilder | |
| engineParameters_ (defined in EngineBuilder) | EngineBuilder | protected |
| engines_ (defined in CachingEngineBuilder< T, U, Args >) | CachingEngineBuilder< T, U, Args > | protected |
| EquityCliquetOptionEngineBuilder(const std::string &model, const std::string &engine) (defined in EquityCliquetOptionEngineBuilder) | EquityCliquetOptionEngineBuilder | |
| getBlackScholesProcess(const string &assetName, const Currency &ccy, const AssetClass &assetClassUnderlying, const std::vector< Time > &timePoints={}) (defined in CachingOptionEngineBuilder< std::string, const std::string &, const QuantLib::Currency &, const ore::data::AssetClass & >) | CachingOptionEngineBuilder< std::string, const std::string &, const QuantLib::Currency &, const ore::data::AssetClass & > | protected |
| globalParameters_ (defined in EngineBuilder) | EngineBuilder | protected |
| init(const boost::shared_ptr< Market > market, const map< MarketContext, string > &configurations, const map< string, string > &modelParameters, const map< string, string > &engineParameters, const std::map< std::string, std::string > &globalParameters={}) | EngineBuilder | |
| keyImpl(const std::string &assetName, const QuantLib::Currency &ccy, const ore::data::AssetClass &assetClass) override (defined in CliquetOptionEngineBuilder) | CliquetOptionEngineBuilder | protectedvirtual |
| keyImpl(Args...)=0 (defined in CachingEngineBuilder< T, U, Args >) | CachingEngineBuilder< T, U, Args > | protectedpure virtual |
| market_ (defined in EngineBuilder) | EngineBuilder | protected |
| model() const | EngineBuilder | |
| model_ (defined in EngineBuilder) | EngineBuilder | protected |
| modelBuilders() const | EngineBuilder | |
| modelBuilders_ (defined in EngineBuilder) | EngineBuilder | protected |
| modelParameter(const std::string &p, const std::vector< std::string > &qualifiers={}, const bool mandatory=true, const std::string &defaultValue="") const | EngineBuilder | |
| modelParameters_ (defined in EngineBuilder) | EngineBuilder | protected |
| reset() override | CachingEngineBuilder< T, U, Args > | virtual |
| tradeTypes() const | EngineBuilder | |
| tradeTypes_ (defined in EngineBuilder) | EngineBuilder | protected |
| ~EngineBuilder() | EngineBuilder | virtual |