Logo
Reference manual - version ored_version
EquityOptionPositionInstrumentWrapper Member List

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

EquityOptionPositionInstrumentWrapper(const Real quantity, const std::vector< boost::shared_ptr< QuantLib::VanillaOption >> &options, const std::vector< Real > &positions, const std::vector< Real > &weights, const std::vector< Handle< Quote >> &fxConversion={}) (defined in EquityOptionPositionInstrumentWrapper)EquityOptionPositionInstrumentWrapper
fetchResults(const QuantLib::PricingEngine::results *) const override (defined in EquityOptionPositionInstrumentWrapper)EquityOptionPositionInstrumentWrapper
isExpired() const override (defined in EquityOptionPositionInstrumentWrapper)EquityOptionPositionInstrumentWrapper
setNpvCurrencyConversion(const Handle< Quote > &npvCcyConversion) (defined in EquityOptionPositionInstrumentWrapper)EquityOptionPositionInstrumentWrapper
setupArguments(QuantLib::PricingEngine::arguments *) const override (defined in EquityOptionPositionInstrumentWrapper)EquityOptionPositionInstrumentWrapper