This is the complete list of members for EuropeanOptionBarrier, including all inherited members.
additionalData() const | Trade | virtual |
additionalData_ (defined in Trade) | Trade | mutableprotected |
additionalDatum(const std::string &tag) const | Trade | |
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) | Trade | protected |
build(const boost::shared_ptr< EngineFactory > &) override | EuropeanOptionBarrier | virtual |
build(const boost::shared_ptr< EngineFactory > &engineFactory, const PremiumData &premiumData, const Real premiumMultiplier) (defined in ScriptedTrade) | ScriptedTrade | |
clear() (defined in ScriptedTrade) | ScriptedTrade | |
currencies() const (defined in ScriptedTrade) | ScriptedTrade | |
currencies_ (defined in ScriptedTrade) | ScriptedTrade | protected |
daycounters() const (defined in ScriptedTrade) | ScriptedTrade | |
daycounters_ (defined in ScriptedTrade) | ScriptedTrade | protected |
envelope() | Trade | |
envelope() const (defined in Trade) | Trade | |
EuropeanOptionBarrier(const boost::shared_ptr< Conventions > &conventions=nullptr) (defined in EuropeanOptionBarrier) | EuropeanOptionBarrier | explicit |
EuropeanOptionBarrier(const Envelope &env, const string &quantity, const string &putCall, const string &longShort, const string &strike, const string &premiumAmount, const string &premiumCurrency, const string &premiumDate, const string &optionExpiry, const boost::shared_ptr< Underlying > &optionUnderlying, const boost::shared_ptr< Underlying > &barrierUnderlying, const string &barrierLevel, const string &barrierType, const string &barrierStyle, const string &settlementDate, const string &payCcy, const ScheduleData &barrierSchedule, const boost::shared_ptr< Conventions > &conventions=nullptr) (defined in EuropeanOptionBarrier) | EuropeanOptionBarrier | |
events() const (defined in ScriptedTrade) | ScriptedTrade | |
events_ (defined in ScriptedTrade) | ScriptedTrade | protected |
fixings(const QuantLib::Date &settlementDate=QuantLib::Date()) const | Trade | virtual |
fromFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
fromXML(XMLNode *node) override (defined in EuropeanOptionBarrier) | EuropeanOptionBarrier | virtual |
fromXMLString(const std::string &xml) | XMLSerializable | |
getCumulativePricingTime() const | Trade | |
getNumberOfPricings() const | Trade | |
hasCashflows() const | Trade | virtual |
id() | Trade | |
id() const (defined in Trade) | Trade | |
indices() const (defined in ScriptedTrade) | ScriptedTrade | |
indices_ (defined in ScriptedTrade) | ScriptedTrade | protected |
instrument() const (defined in Trade) | Trade | |
instrument_ (defined in Trade) | Trade | protected |
issuer() const (defined in Trade) | Trade | |
issuer_ (defined in Trade) | Trade | protected |
legCurrencies() const (defined in Trade) | Trade | |
legCurrencies_ (defined in Trade) | Trade | protected |
legPayers() const (defined in Trade) | Trade | |
legPayers_ (defined in Trade) | Trade | protected |
legs() const (defined in Trade) | Trade | |
legs_ (defined in Trade) | Trade | protected |
maturity() const (defined in Trade) | Trade | |
maturity_ (defined in Trade) | Trade | protected |
notional() const override | ScriptedTrade | virtual |
notional_ (defined in Trade) | Trade | protected |
notionalCurrency() const override (defined in ScriptedTrade) | ScriptedTrade | virtual |
notionalCurrency_ (defined in Trade) | Trade | protected |
npvCurrency() const (defined in Trade) | Trade | |
npvCurrency_ (defined in Trade) | Trade | protected |
numbers() const (defined in ScriptedTrade) | ScriptedTrade | |
numbers_ (defined in ScriptedTrade) | ScriptedTrade | protected |
portfolioIds() const (defined in Trade) | Trade | |
productTag() const (defined in ScriptedTrade) | ScriptedTrade | |
productTag_ (defined in ScriptedTrade) | ScriptedTrade | protected |
requiredFixings() const | Trade | |
requiredFixings_ (defined in Trade) | Trade | protected |
reset() | Trade | |
resetPricingStats(const std::size_t numberOfPricings=0, const boost::timer::nanosecond_type cumulativePricingTime=0) | Trade | |
savedCumulativePricingTime_ (defined in Trade) | Trade | protected |
savedNumberOfPricings_ (defined in Trade) | Trade | protected |
scheduleProductClass() const (defined in ScriptedTrade) | ScriptedTrade | |
scheduleProductClass_ (defined in ScriptedTrade) | ScriptedTrade | protected |
script() const (defined in ScriptedTrade) | ScriptedTrade | |
script(const std::string &purpose, const bool fallBackOnEmptyPurpose=true) const (defined in ScriptedTrade) | ScriptedTrade | |
script_ (defined in ScriptedTrade) | ScriptedTrade | protected |
ScriptedTrade(const std::string &tradeType="ScriptedTrade", const Envelope &env=Envelope()) (defined in ScriptedTrade) | ScriptedTrade | |
ScriptedTrade(const Envelope &env, const std::vector< ScriptedTradeEventData > &events, const std::vector< ScriptedTradeValueTypeData > &numbers, const std::vector< ScriptedTradeValueTypeData > &indices, const std::vector< ScriptedTradeValueTypeData > ¤cies, const std::vector< ScriptedTradeValueTypeData > &daycounters, const std::map< std::string, ScriptedTradeScriptData > &script, const std::string &productTag, const std::string &tradeType="ScriptedTrade") (defined in ScriptedTrade) | ScriptedTrade | |
ScriptedTrade(const Envelope &env, const std::vector< ScriptedTradeEventData > &events, const std::vector< ScriptedTradeValueTypeData > &numbers, const std::vector< ScriptedTradeValueTypeData > &indices, const std::vector< ScriptedTradeValueTypeData > ¤cies, const std::vector< ScriptedTradeValueTypeData > &daycounters, const std::string &scriptName, const std::string &tradeType="ScriptedTrade") (defined in ScriptedTrade) | ScriptedTrade | |
scriptName() const (defined in ScriptedTrade) | ScriptedTrade | |
scriptName_ (defined in ScriptedTrade) | ScriptedTrade | protected |
setLegBasedAdditionalData(const Size legNo, Size resultLegId=Null< Size >()) const (defined in Trade) | Trade | protected |
simmProductClass() const (defined in ScriptedTrade) | ScriptedTrade | |
simmProductClass_ (defined in ScriptedTrade) | ScriptedTrade | protected |
toFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
toXML(XMLDocument &doc) override (defined in EuropeanOptionBarrier) | EuropeanOptionBarrier | virtual |
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) | Trade | protected |
underlyingIndices(const boost::shared_ptr< ReferenceDataManager > &referenceDataManager=nullptr) const override (defined in ScriptedTrade) | ScriptedTrade | virtual |
validate() const | Trade | |
~Trade() | Trade | virtual |
~XMLSerializable() (defined in XMLSerializable) | XMLSerializable | virtual |