This is the complete list of members for OptionData, including all inherited members.
automaticExercise() const (defined in OptionData) | OptionData | |
callPut() const (defined in OptionData) | OptionData | |
exerciseData() const (defined in OptionData) | OptionData | |
exerciseDates() const (defined in OptionData) | OptionData | |
exerciseFeeDates() const (defined in OptionData) | OptionData | |
exerciseFees() const (defined in OptionData) | OptionData | |
exerciseFeeSettlementCalendar() const (defined in OptionData) | OptionData | |
exerciseFeeSettlementConvention() const (defined in OptionData) | OptionData | |
exerciseFeeSettlementPeriod() const (defined in OptionData) | OptionData | |
exerciseFeeTypes() const (defined in OptionData) | OptionData | |
exercisePrices() const (defined in OptionData) | OptionData | |
fromFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
fromXML(XMLNode *node) override (defined in OptionData) | OptionData | virtual |
fromXMLString(const std::string &xml) | XMLSerializable | |
isAutomaticExercise() const | OptionData | |
longShort() const (defined in OptionData) | OptionData | |
noticeCalendar() const (defined in OptionData) | OptionData | |
noticeConvention() const (defined in OptionData) | OptionData | |
noticePeriod() const (defined in OptionData) | OptionData | |
OptionData() | OptionData | |
OptionData(string longShort, string callPut, string style, bool payoffAtExpiry, vector< string > exerciseDates, string settlement="Cash", string settlementMethod="", const PremiumData &premiumData={}, vector< double > exerciseFees=vector< Real >(), vector< double > exercisePrices=vector< Real >(), string noticePeriod="", string noticeCalendar="", string noticeConvention="", const vector< string > &exerciseFeeDates=vector< string >(), const vector< string > &exerciseFeeTypes=vector< string >(), string exerciseFeeSettlementPeriod="", string exerciseFeeSettlementCalendar="", string exerciseFeeSettlementConvention="", string payoffType="", string payoffType2="", const boost::optional< bool > &automaticExercise=boost::none, const boost::optional< OptionExerciseData > &exerciseData=boost::none, const boost::optional< OptionPaymentData > &paymentData=boost::none) | OptionData | |
paymentData() const (defined in OptionData) | OptionData | |
payoffAtExpiry() const (defined in OptionData) | OptionData | |
payoffType() const (defined in OptionData) | OptionData | |
payoffType2() const (defined in OptionData) | OptionData | |
premiumData() const (defined in OptionData) | OptionData | |
setAutomaticExercise(bool automaticExercise) (defined in OptionData) | OptionData | |
setCallPut(const string &callPut) (defined in OptionData) | OptionData | |
setExerciseDates(const std::vector< std::string > &exerciseDates) (defined in OptionData) | OptionData | |
setLongShort(const std::string &longShort) (defined in OptionData) | OptionData | |
setNoticePeriod(const std::string ¬icePeriod) (defined in OptionData) | OptionData | |
setPaymentData(const OptionPaymentData &paymentData) (defined in OptionData) | OptionData | |
setPayoffAtExpiry(const bool payoffAtExpiry) (defined in OptionData) | OptionData | |
setSettlement(const std::string &settlement) (defined in OptionData) | OptionData | |
setStyle(const std::string &style) (defined in OptionData) | OptionData | |
settlement() const (defined in OptionData) | OptionData | |
settlementMethod() const (defined in OptionData) | OptionData | |
style() const (defined in OptionData) | OptionData | |
toFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
toXML(XMLDocument &doc) override (defined in OptionData) | OptionData | virtual |
toXMLString() | XMLSerializable | |
~XMLSerializable() (defined in XMLSerializable) | XMLSerializable | virtual |