EquityOptionPositionInstrumentWrapper Class Reference

Equity Option Position instrument wrapper. More...

#include <ored/portfolio/equityoptionposition.hpp>

Inheritance diagram for EquityOptionPositionInstrumentWrapper:

Classes
class	arguments
class	engine
class	results

Public Member Functions
	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={})
void	setNpvCurrencyConversion (const Handle< Quote > &npvCcyConversion)

Instrument interface
bool	isExpired () const override
void	setupArguments (QuantLib::PricingEngine::arguments *) const override
void	fetchResults (const QuantLib::PricingEngine::results *) const override

Detailed Description

Equity Option Position instrument wrapper.