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Reference manual - version ored_version
OptionData Member List

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)OptionDatavirtual
fromXMLString(const std::string &xml)XMLSerializable
isAutomaticExercise() constOptionData
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 &noticePeriod) (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)OptionDatavirtual
toXMLString()XMLSerializable
~XMLSerializable() (defined in XMLSerializable)XMLSerializablevirtual