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Reference manual - version ored_version
MultiLegOption Member List

This is the complete list of members for MultiLegOption, 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 > &) overrideMultiLegOptionvirtual
envelope()Trade
envelope() const (defined in Trade)Trade
fixings(const QuantLib::Date &settlementDate=QuantLib::Date()) constTradevirtual
fromFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
fromXML(XMLNode *node) override (defined in MultiLegOption)MultiLegOptionvirtual
fromXMLString(const std::string &xml)XMLSerializable
getCumulativePricingTime() constTrade
getNumberOfPricings() constTrade
hasCashflows() constTradevirtual
hasOption() (defined in MultiLegOption)MultiLegOption
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
MultiLegOption() (defined in MultiLegOption)MultiLegOption
MultiLegOption(const Envelope &env, const vector< LegData > &underlyingData) (defined in MultiLegOption)MultiLegOption
MultiLegOption(const Envelope &env, const OptionData &optionData, const vector< LegData > &underlyingData) (defined in MultiLegOption)MultiLegOption
notional() constTradevirtual
notional_ (defined in Trade)Tradeprotected
notionalCurrency() const (defined in Trade)Tradevirtual
notionalCurrency_ (defined in Trade)Tradeprotected
npvCurrency() const (defined in Trade)Trade
npvCurrency_ (defined in Trade)Tradeprotected
option() (defined in MultiLegOption)MultiLegOption
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
toFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
toXML(XMLDocument &doc) override (defined in MultiLegOption)MultiLegOptionvirtual
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
underlying() (defined in MultiLegOption)MultiLegOption
underlyingIndices(const boost::shared_ptr< ReferenceDataManager > &referenceDataManager=nullptr) const (defined in Trade)Tradevirtual
validate() constTrade
~Trade()Tradevirtual
~XMLSerializable() (defined in XMLSerializable)XMLSerializablevirtual