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Reference manual - version ored_version
EquityDigitalOption Member List

This is the complete list of members for EquityDigitalOption, including all inherited members.

additionalData() constTradevirtual
additionalData_ (defined in Trade)Trademutableprotected
additionalDatum(const std::string &tag) constTrade
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)Tradeprotected
build(const boost::shared_ptr< EngineFactory > &) overrideEquityDigitalOptionvirtual
envelope()Trade
envelope() const (defined in Trade)Trade
EquityDerivative(const std::string &tradeType) (defined in EquityDerivative)EquityDerivativeprotected
EquityDerivative(const std::string &tradeType, ore::data::Envelope &env) (defined in EquityDerivative)EquityDerivativeprotected
EquityDigitalOption()EquityDigitalOption
EquityDigitalOption(Envelope &env, OptionData option, double strike, const string &payoffCurrency, double payoffAmount, const EquityUnderlying &equityUnderlying, double quantity)EquityDigitalOption
equityName() const (defined in EquitySingleAssetDerivative)EquitySingleAssetDerivative
EquitySingleAssetDerivative(const std::string &tradeType) (defined in EquitySingleAssetDerivative)EquitySingleAssetDerivativeprotected
EquitySingleAssetDerivative(const std::string &tradeType, ore::data::Envelope &env, const EquityUnderlying &equityUnderlying) (defined in EquitySingleAssetDerivative)EquitySingleAssetDerivativeprotected
equityUnderlying_ (defined in EquitySingleAssetDerivative)EquitySingleAssetDerivativeprotected
fixings(const QuantLib::Date &settlementDate=QuantLib::Date()) constTradevirtual
fromFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
fromXML(XMLNode *node) override (defined in EquityDigitalOption)EquityDigitalOptionvirtual
fromXMLString(const std::string &xml)XMLSerializable
getCumulativePricingTime() constTrade
getNumberOfPricings() constTrade
hasCashflows() constTradevirtual
id()Trade
id() const (defined in Trade)Trade
instrument() const (defined in Trade)Trade
instrument_ (defined in Trade)Tradeprotected
issuer() const (defined in Trade)Trade
issuer_ (defined in Trade)Tradeprotected
legCurrencies() const (defined in Trade)Trade
legCurrencies_ (defined in Trade)Tradeprotected
legPayers() const (defined in Trade)Trade
legPayers_ (defined in Trade)Tradeprotected
legs() const (defined in Trade)Trade
legs_ (defined in Trade)Tradeprotected
maturity() const (defined in Trade)Trade
maturity_ (defined in Trade)Tradeprotected
notional() constTradevirtual
notional_ (defined in Trade)Tradeprotected
notionalCurrency() const (defined in Trade)Tradevirtual
notionalCurrency_ (defined in Trade)Tradeprotected
npvCurrency() const (defined in Trade)Trade
npvCurrency_ (defined in Trade)Tradeprotected
option() const (defined in EquityDigitalOption)EquityDigitalOption
payoffAmount() const (defined in EquityDigitalOption)EquityDigitalOption
payoffCurrency() const (defined in EquityDigitalOption)EquityDigitalOption
portfolioIds() const (defined in Trade)Trade
quantity() const (defined in EquityDigitalOption)EquityDigitalOption
requiredFixings() constTrade
requiredFixings_ (defined in Trade)Tradeprotected
reset()Trade
resetPricingStats(const std::size_t numberOfPricings=0, const boost::timer::nanosecond_type cumulativePricingTime=0)Trade
savedCumulativePricingTime_ (defined in Trade)Tradeprotected
savedNumberOfPricings_ (defined in Trade)Tradeprotected
setLegBasedAdditionalData(const Size legNo, Size resultLegId=Null< Size >()) const (defined in Trade)Tradeprotected
strike() const (defined in EquityDigitalOption)EquityDigitalOption
toFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
toXML(XMLDocument &doc) override (defined in EquityDigitalOption)EquityDigitalOptionvirtual
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)Tradeprotected
underlyingIndices(const boost::shared_ptr< ReferenceDataManager > &referenceDataManager=nullptr) const (defined in Trade)Tradevirtual
validate() constTrade
~Trade()Tradevirtual
~XMLSerializable() (defined in XMLSerializable)XMLSerializablevirtual