Reference manual - version ored_version
This is the complete list of members for FxVarSwap, including all inherited members.
| additionalData() const | Trade | virtual |
| additionalData_ (defined in Trade) | Trade | mutableprotected |
| additionalDatum(const std::string &tag) const | Trade | |
| addPastDividends() (defined in VarSwap) | VarSwap | |
| 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 |
| assetClassUnderlying() (defined in VarSwap) | VarSwap | |
| assetClassUnderlying_ (defined in VarSwap) | VarSwap | protected |
| build(const boost::shared_ptr< ore::data::EngineFactory > &) override (defined in VarSwap) | VarSwap | |
| ore::data::Trade::build(const boost::shared_ptr< EngineFactory > &)=0 | Trade | pure virtual |
| calendar() (defined in VarSwap) | VarSwap | |
| currency() (defined in VarSwap) | VarSwap | |
| endDate() (defined in VarSwap) | VarSwap | |
| envelope() | Trade | |
| envelope() const (defined in Trade) | Trade | |
| 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 VarSwap) | VarSwap | virtual |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| FxVarSwap() (defined in FxVarSwap) | FxVarSwap | |
| FxVarSwap(ore::data::Envelope &env, string longShort, const boost::shared_ptr< ore::data::Underlying > &underlying, string currency, double strike, double notional, string startDate, string endDate, string momentType, bool addPastDividends) (defined in FxVarSwap) | FxVarSwap | |
| getCumulativePricingTime() const | Trade | |
| getNumberOfPricings() const | Trade | |
| hasCashflows() const | Trade | virtual |
| id() | Trade | |
| id() const (defined in Trade) | Trade | |
| 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 |
| longShort() (defined in VarSwap) | VarSwap | |
| maturity() const (defined in Trade) | Trade | |
| maturity_ (defined in Trade) | Trade | protected |
| momentType() (defined in VarSwap) | VarSwap | |
| name() const (defined in VarSwap) | VarSwap | |
| notional() const override | VarSwap | virtual |
| notionalCurrency() const (defined in Trade) | Trade | virtual |
| notionalCurrency_ (defined in Trade) | Trade | protected |
| npvCurrency() const (defined in Trade) | Trade | |
| npvCurrency_ (defined in Trade) | Trade | protected |
| portfolioIds() const (defined in Trade) | Trade | |
| 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 |
| setLegBasedAdditionalData(const Size legNo, Size resultLegId=Null< Size >()) const (defined in Trade) | Trade | protected |
| startDate() (defined in VarSwap) | VarSwap | |
| strike() (defined in VarSwap) | VarSwap | |
| toFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
| toXML(ore::data::XMLDocument &doc) override (defined in VarSwap) | VarSwap | 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 |
| underlying() const (defined in VarSwap) | VarSwap | |
| underlying_ (defined in VarSwap) | VarSwap | protected |
| underlyingIndices(const boost::shared_ptr< ReferenceDataManager > &referenceDataManager=nullptr) const (defined in Trade) | Trade | virtual |
| validate() const | Trade | |
| VarSwap(AssetClass assetClassUnderlying) (defined in VarSwap) | VarSwap | protected |
| VarSwap(ore::data::Envelope &env, string longShort, const boost::shared_ptr< ore::data::Underlying > &underlying, string currency, double strike, double notional, string startDate, string endDate, AssetClass assetClassUnderlying, string momentType, bool addPastDividends) (defined in VarSwap) | VarSwap | protected |
| ~Trade() | Trade | virtual |
| ~XMLSerializable() (defined in XMLSerializable) | XMLSerializable | virtual |