OptionWrapper Member List

This is the complete list of members for OptionWrapper, including all inherited members.

activeUnderlyingInstrument(const bool calculate=false) const	OptionWrapper
activeUnderlyingInstrument_ (defined in OptionWrapper)	OptionWrapper	mutableprotected
additionalInstruments() const	InstrumentWrapper
additionalInstruments_ (defined in InstrumentWrapper)	InstrumentWrapper	protected
additionalInstrumentsNPV() const (defined in InstrumentWrapper)	InstrumentWrapper
additionalMultipliers() const	InstrumentWrapper
additionalMultipliers_ (defined in InstrumentWrapper)	InstrumentWrapper	protected
additionalResults() const override	OptionWrapper	virtual
contractExerciseDates_ (defined in OptionWrapper)	OptionWrapper	protected
cumulativePricingTime_ (defined in InstrumentWrapper)	InstrumentWrapper	mutableprotected
disableExercise()	OptionWrapper
effectiveExerciseDates_ (defined in OptionWrapper)	OptionWrapper	protected
enableExercise()	OptionWrapper
exercisable_ (defined in OptionWrapper)	OptionWrapper	protected
exercise() const =0 (defined in OptionWrapper)	OptionWrapper	pure virtual
exercised_ (defined in OptionWrapper)	OptionWrapper	mutableprotected
exerciseDate() const	OptionWrapper
exerciseDate_ (defined in OptionWrapper)	OptionWrapper	mutableprotected
getCumulativePricingTime() const	InstrumentWrapper
getNumberOfPricings() const	InstrumentWrapper
getTimedNPV(const QuantLib::ext::shared_ptr< QuantLib::Instrument > &instr) const (defined in InstrumentWrapper)	InstrumentWrapper	protected
initialise(const std::vector< QuantLib::Date > &dates) override	OptionWrapper	virtual
instrument_ (defined in InstrumentWrapper)	InstrumentWrapper	protected
InstrumentWrapper() (defined in InstrumentWrapper)	InstrumentWrapper
InstrumentWrapper(const QuantLib::ext::shared_ptr< QuantLib::Instrument > &inst, const Real multiplier=1.0, const std::vector< QuantLib::ext::shared_ptr< QuantLib::Instrument >> &additionalInstruments=std::vector< QuantLib::ext::shared_ptr< QuantLib::Instrument >>(), const std::vector< Real > &additionalMultipliers=std::vector< Real >()) (defined in InstrumentWrapper)	InstrumentWrapper
isExercised() const	OptionWrapper
isLong() const	OptionWrapper
isLong_ (defined in OptionWrapper)	OptionWrapper	protected
isOption() override	OptionWrapper	virtual
isPhysicalDelivery() const	OptionWrapper
isPhysicalDelivery_ (defined in OptionWrapper)	OptionWrapper	protected
multiplier() const	InstrumentWrapper
multiplier2() const override	OptionWrapper	virtual
multiplier_ (defined in InstrumentWrapper)	InstrumentWrapper	protected
NPV() const override	OptionWrapper	virtual
numberOfPricings_ (defined in InstrumentWrapper)	InstrumentWrapper	mutableprotected
OptionWrapper(const QuantLib::ext::shared_ptr< QuantLib::Instrument > &inst, const bool isLongOption, const std::vector< QuantLib::Date > &exerciseDate, const bool isPhysicalDelivery, const std::vector< QuantLib::ext::shared_ptr< QuantLib::Instrument >> &undInst, const Real multiplier=1.0, const Real undMultiplier=1.0, const std::vector< QuantLib::ext::shared_ptr< QuantLib::Instrument >> &additionalInstruments=std::vector< QuantLib::ext::shared_ptr< QuantLib::Instrument >>(), const std::vector< Real > &additionalMultipliers=std::vector< Real >())	OptionWrapper
qlInstrument(const bool calculate=false) const	InstrumentWrapper
reset() override	OptionWrapper	virtual
resetPricingStats() const	InstrumentWrapper
underlyingInstruments() const	OptionWrapper
underlyingInstruments_ (defined in OptionWrapper)	OptionWrapper	protected
underlyingMultiplier() const	OptionWrapper
undMultiplier_ (defined in OptionWrapper)	OptionWrapper	protected
updateQlInstruments() override	OptionWrapper	virtual
~InstrumentWrapper() (defined in InstrumentWrapper)	InstrumentWrapper	virtual