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Reference manual - version ored_version
FxOptionConvention Member List

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

atmType() const (defined in FxOptionConvention)FxOptionConvention
build() override (defined in FxOptionConvention)FxOptionConventionvirtual
butterflyIsBrokerStyle() const (defined in FxOptionConvention)FxOptionConvention
Convention() (defined in Convention)Conventionprotected
Convention(const string &id, Type type) (defined in Convention)Conventionprotected
deltaType() const (defined in FxOptionConvention)FxOptionConvention
fromFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
fromXML(XMLNode *node) override (defined in FxOptionConvention)FxOptionConventionvirtual
fromXMLString(const std::string &xml)XMLSerializable
fxConventionID() const (defined in FxOptionConvention)FxOptionConvention
FxOptionConvention() (defined in FxOptionConvention)FxOptionConvention
FxOptionConvention(const string &id, const string &fxConventionId, const string &atmType, const string &deltaType, const string &switchTenor="", const string &longTermAtmType="", const string &longTermDeltaType="", const string &riskReversalInFavorOf="Call", const string &butterflyStyle="Broker") (defined in FxOptionConvention)FxOptionConvention
id() const (defined in Convention)Convention
id_ (defined in Convention)Conventionprotected
longTermAtmType() const (defined in FxOptionConvention)FxOptionConvention
longTermDeltaType() const (defined in FxOptionConvention)FxOptionConvention
riskReversalInFavorOf() const (defined in FxOptionConvention)FxOptionConvention
switchTenor() const (defined in FxOptionConvention)FxOptionConvention
toFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
toXML(XMLDocument &doc) override (defined in FxOptionConvention)FxOptionConventionvirtual
toXMLString()XMLSerializable
type() const (defined in Convention)Convention
Type enum nameConvention
type_ (defined in Convention)Conventionprotected
~Convention()Conventionvirtual
~XMLSerializable() (defined in XMLSerializable)XMLSerializablevirtual