This is the complete list of members for IndexCreditDefaultSwapOption, 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 | IndexCreditDefaultSwapOption | virtual |
constituents() const (defined in IndexCreditDefaultSwapOption) | IndexCreditDefaultSwapOption | |
creditCurveId() const (defined in IndexCreditDefaultSwapOption) | IndexCreditDefaultSwapOption | |
effectiveIndexTerm() const (defined in IndexCreditDefaultSwapOption) | IndexCreditDefaultSwapOption | |
effectiveStrike() const (defined in IndexCreditDefaultSwapOption) | IndexCreditDefaultSwapOption | |
effectiveStrikeType() const (defined in IndexCreditDefaultSwapOption) | IndexCreditDefaultSwapOption | |
envelope() | Trade | |
envelope() const (defined in Trade) | Trade | |
fepStartDate() const (defined in IndexCreditDefaultSwapOption) | IndexCreditDefaultSwapOption | |
fixings(const QuantLib::Date &settlementDate=QuantLib::Date()) const | Trade | virtual |
fromFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
fromXML(ore::data::XMLNode *node) override (defined in IndexCreditDefaultSwapOption) | IndexCreditDefaultSwapOption | 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 | |
IndexCreditDefaultSwapOption() | IndexCreditDefaultSwapOption | |
IndexCreditDefaultSwapOption(const ore::data::Envelope &env, const IndexCreditDefaultSwapData &swap, const ore::data::OptionData &option, QuantLib::Real strike, bool knockOut=false, const std::string &indexTerm="", const std::string &strikeType="Spread", const QuantLib::Date &tradeDate=Date(), const QuantLib::Date &fepStartDate=Date()) | IndexCreditDefaultSwapOption | |
indexTerm() const (defined in IndexCreditDefaultSwapOption) | IndexCreditDefaultSwapOption | |
instrument() const (defined in Trade) | Trade | |
instrument_ (defined in Trade) | Trade | protected |
issuer() const (defined in Trade) | Trade | |
issuer_ (defined in Trade) | Trade | protected |
knockOut() const (defined in IndexCreditDefaultSwapOption) | IndexCreditDefaultSwapOption | |
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 | IndexCreditDefaultSwapOption | virtual |
notional_ (defined in Trade) | Trade | protected |
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 |
option() const (defined in IndexCreditDefaultSwapOption) | IndexCreditDefaultSwapOption | |
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 |
sensitivityDecomposition() const (defined in IndexCreditDefaultSwapOption) | IndexCreditDefaultSwapOption | |
setLegBasedAdditionalData(const Size legNo, Size resultLegId=Null< Size >()) const (defined in Trade) | Trade | protected |
strike() const (defined in IndexCreditDefaultSwapOption) | IndexCreditDefaultSwapOption | |
strikeType() const (defined in IndexCreditDefaultSwapOption) | IndexCreditDefaultSwapOption | |
swap() const (defined in IndexCreditDefaultSwapOption) | IndexCreditDefaultSwapOption | |
toFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
toXML(ore::data::XMLDocument &doc) override (defined in IndexCreditDefaultSwapOption) | IndexCreditDefaultSwapOption | 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 | |
tradeDate() const (defined in IndexCreditDefaultSwapOption) | IndexCreditDefaultSwapOption | |
tradeType() const (defined in Trade) | Trade | |
tradeType_ (defined in Trade) | Trade | protected |
underlyingIndices(const boost::shared_ptr< ReferenceDataManager > &referenceDataManager=nullptr) const (defined in Trade) | Trade | virtual |
validate() const | Trade | |
volCurveId() const (defined in IndexCreditDefaultSwapOption) | IndexCreditDefaultSwapOption | |
~Trade() | Trade | virtual |
~XMLSerializable() (defined in XMLSerializable) | XMLSerializable | virtual |