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Reference manual - version ored_version
EquityTouchOption Member List

This is the complete list of members for EquityTouchOption, 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
barrier() const (defined in EquityTouchOption)EquityTouchOption
build(const boost::shared_ptr< EngineFactory > &) overrideEquityTouchOptionvirtual
calendar() const (defined in EquityTouchOption)EquityTouchOption
envelope()Trade
envelope() const (defined in Trade)Trade
eqIndex() const (defined in EquityTouchOption)EquityTouchOption
EquityDerivative(const std::string &tradeType) (defined in EquityDerivative)EquityDerivativeprotected
EquityDerivative(const std::string &tradeType, ore::data::Envelope &env) (defined in EquityDerivative)EquityDerivativeprotected
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
EquityTouchOption()EquityTouchOption
EquityTouchOption(Envelope &env, OptionData option, BarrierData barrier, const EquityUnderlying &equityUnderlying, string payoffCurrency, double payoffAmount, string startDate="", string calendar="", string eqIndex="")EquityTouchOption
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 EquityTouchOption)EquityTouchOptionvirtual
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 EquityTouchOption)EquityTouchOption
payoffAmount() const (defined in EquityTouchOption)EquityTouchOption
payoffCurrency() const (defined in EquityTouchOption)EquityTouchOption
portfolioIds() const (defined in Trade)Trade
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
startDate() const (defined in EquityTouchOption)EquityTouchOption
toFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
toXML(XMLDocument &doc) override (defined in EquityTouchOption)EquityTouchOptionvirtual
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
type() const (defined in EquityTouchOption)EquityTouchOption
underlyingIndices(const boost::shared_ptr< ReferenceDataManager > &referenceDataManager=nullptr) const (defined in Trade)Tradevirtual
validate() constTrade
~Trade()Tradevirtual
~XMLSerializable() (defined in XMLSerializable)XMLSerializablevirtual