EquityPositionInstrumentWrapper Class Reference

Equity Position instrument wrapper. More...

#include <ored/portfolio/equityposition.hpp>

Inheritance diagram for EquityPositionInstrumentWrapper:

Classes
class	arguments
class	engine
class	results

Public Member Functions
	EquityPositionInstrumentWrapper (const Real quantity, const std::vector< QuantLib::ext::shared_ptr< QuantExt::EquityIndex2 >> &equities, const std::vector< Real > &weights, const std::vector< Handle< Quote >> &fxConversion={})

Instrument interface
bool	isExpired () const override
void	setupArguments (QuantLib::PricingEngine::arguments *) const override
void	fetchResults (const QuantLib::PricingEngine::results *) const override
void	setNpvCurrencyConversion (const Handle< Quote > &npvCcyConversion)

Detailed Description

Equity Position instrument wrapper.