Reference manual - version ored_version
This is the complete list of members for SyntheticCDO, 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 |
| attachmentPoint() const (defined in SyntheticCDO) | SyntheticCDO | |
| basketConstituents() const (defined in SyntheticCDO) | SyntheticCDO | |
| basketData() const (defined in SyntheticCDO) | SyntheticCDO | |
| build(const boost::shared_ptr< EngineFactory > &) override | SyntheticCDO | virtual |
| buildCalibratedConstiuentCurve(const QuantLib::Handle< QuantLib::DefaultProbabilityTermStructure > &curve, const boost::shared_ptr< SimpleQuote > &calibrationFactor) (defined in SyntheticCDO) | SyntheticCDO | static |
| creditCurveIdWithTerm() const | SyntheticCDO | |
| detachmentPoint() const (defined in SyntheticCDO) | SyntheticCDO | |
| envelope() | Trade | |
| envelope() const (defined in Trade) | Trade | |
| extractTimeGridDefaultCurve(const QuantLib::Handle< QuantLib::DefaultProbabilityTermStructure > &dpts) (defined in SyntheticCDO) | SyntheticCDO | static |
| fixings(const QuantLib::Date &settlementDate=QuantLib::Date()) const | Trade | virtual |
| fromFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
| fromXML(XMLNode *node) override (defined in SyntheticCDO) | SyntheticCDO | 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 | |
| indexStartDateHint() const | SyntheticCDO | |
| instrument() const (defined in Trade) | Trade | |
| instrument_ (defined in Trade) | Trade | protected |
| issuer() const (defined in Trade) | Trade | |
| issuer_ (defined in Trade) | Trade | protected |
| leg() const (defined in SyntheticCDO) | SyntheticCDO | |
| 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 | Trade | 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 |
| portfolioIds() const (defined in Trade) | Trade | |
| protectionPaymentTime() const (defined in SyntheticCDO) | SyntheticCDO | |
| protectionStart() const (defined in SyntheticCDO) | SyntheticCDO | |
| qualifier() const | SyntheticCDO | |
| rebatesAccrual() const (defined in SyntheticCDO) | SyntheticCDO | |
| recoveryRate() const (defined in SyntheticCDO) | SyntheticCDO | |
| 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 |
| setIndexStartDateHint(const QuantLib::Date &d) const | SyntheticCDO | |
| setLegBasedAdditionalData(const Size legNo, Size resultLegId=Null< Size >()) const (defined in Trade) | Trade | protected |
| settlesAccrual() const (defined in SyntheticCDO) | SyntheticCDO | |
| SyntheticCDO() (defined in SyntheticCDO) | SyntheticCDO | |
| SyntheticCDO(const Envelope &env, const LegData &leg, const string &qualifier, const BasketData &basketData, double attachmentPoint, double detachmentPoint, const bool settlesAccrual=true, const QuantExt::CreditDefaultSwap::ProtectionPaymentTime protectionPaymentTime=QuantExt::CreditDefaultSwap::ProtectionPaymentTime::atDefault, const string &protectionStart=string(), const string &upfrontDate=string(), const Real upfrontFee=Null< Real >(), const bool rebatesAccrual=true, Real recoveryRate=Null< Real >()) (defined in SyntheticCDO) | SyntheticCDO | |
| toFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
| toXML(XMLDocument &doc) override (defined in SyntheticCDO) | SyntheticCDO | 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 | |
| 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 |
| upfrontDate() const (defined in SyntheticCDO) | SyntheticCDO | |
| upfrontFee() const (defined in SyntheticCDO) | SyntheticCDO | |
| useSensitivitySimplification() const (defined in SyntheticCDO) | SyntheticCDO | |
| validate() const | Trade | |
| ~Trade() | Trade | virtual |
| ~XMLSerializable() (defined in XMLSerializable) | XMLSerializable | virtual |