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Reference manual - version ored_version
FxSwap Member List

This is the complete list of members for FxSwap, 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
build(const boost::shared_ptr< EngineFactory > &) overrideFxSwapvirtual
envelope()Trade
envelope() const (defined in Trade)Trade
farBoughtAmount() const (defined in FxSwap)FxSwap
farDate() const (defined in FxSwap)FxSwap
farSoldAmount() const (defined in FxSwap)FxSwap
fixings(const QuantLib::Date &settlementDate=QuantLib::Date()) constTradevirtual
fromFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
fromXML(XMLNode *node) override (defined in FxSwap)FxSwapvirtual
fromXMLString(const std::string &xml)XMLSerializable
FxSwap()FxSwap
FxSwap(Envelope &env, const string &nearDate, const string &farDate, const string &nearBoughtCurrency, double nearBoughtAmount, const string &nearSoldCurrency, double nearSoldAmount, double farBoughtAmount, double farSoldAmount, const string &settlement="Physical")FxSwap
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
nearBoughtAmount() const (defined in FxSwap)FxSwap
nearBoughtCurrency() const (defined in FxSwap)FxSwap
nearDate() const (defined in FxSwap)FxSwap
nearSoldAmount() const (defined in FxSwap)FxSwap
nearSoldCurrency() const (defined in FxSwap)FxSwap
notional() const overrideFxSwapvirtual
notional_ (defined in Trade)Tradeprotected
notionalCurrency() const override (defined in FxSwap)FxSwapvirtual
notionalCurrency_ (defined in Trade)Tradeprotected
npvCurrency() const (defined in Trade)Trade
npvCurrency_ (defined in Trade)Tradeprotected
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
settlement() constFxSwap
toFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
toXML(XMLDocument &doc) override (defined in FxSwap)FxSwapvirtual
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
underlyingIndices(const boost::shared_ptr< ReferenceDataManager > &referenceDataManager=nullptr) const (defined in Trade)Tradevirtual
validate() constTrade
~Trade()Tradevirtual
~XMLSerializable() (defined in XMLSerializable)XMLSerializablevirtual