This is the complete list of members for TRS, including all inherited members.
additionalCashflowData() const (defined in TRS) | TRS | |
additionalCashflowData_ (defined in TRS) | TRS | protected |
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 |
build(const boost::shared_ptr< EngineFactory > &) override | TRS | virtual |
creditQualifierMapping() const (defined in TRS) | TRS | |
creditQualifierMapping_ (defined in TRS) | TRS | protected |
creditRiskCurrency() const (defined in TRS) | TRS | |
creditRiskCurrency_ (defined in TRS) | TRS | protected |
envelope() | Trade | |
envelope() const (defined in Trade) | Trade | |
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 TRS) | TRS | virtual |
fromXMLString(const std::string &xml) | XMLSerializable | |
fundingData() const (defined in TRS) | TRS | |
fundingData_ (defined in TRS) | TRS | protected |
getCumulativePricingTime() const | Trade | |
getFxIndex(const boost::shared_ptr< Market > market, const std::string &configuration, const std::string &domestic, const std::string &foreign, std::map< std::string, boost::shared_ptr< QuantExt::FxIndex >> &fxIndices, std::set< std::string > &missingFxIndexPairs) const (defined in TRS) | TRS | protected |
getNumberOfPricings() const | Trade | |
hasCashflows() const | Trade | virtual |
id() | Trade | |
id() const (defined in Trade) | Trade | |
instrument() const (defined in Trade) | Trade | |
instrument_ (defined in Trade) | Trade | protected |
issuer() const (defined in Trade) | Trade | |
issuer_ (defined in Trade) | Trade | protected |
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 override | TRS | 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 | |
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 | |
returnData() const (defined in TRS) | TRS | |
returnData_ (defined in TRS) | TRS | protected |
savedCumulativePricingTime_ (defined in Trade) | Trade | protected |
savedNumberOfPricings_ (defined in Trade) | Trade | protected |
setLegBasedAdditionalData(const Size legNo, Size resultLegId=Null< Size >()) const (defined in Trade) | Trade | protected |
toFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
toXML(XMLDocument &doc) override (defined in TRS) | TRS | 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 |
TRS() (defined in TRS) | TRS | |
TRS(const Envelope &env, const std::vector< boost::shared_ptr< Trade >> &underlying, const std::vector< std::string > &underlyingDerivativeId, const ReturnData &returnData, const FundingData &fundingData, const AdditionalCashflowData &additionalCashflowData) (defined in TRS) | TRS | |
underlying() const | TRS | |
underlying_ (defined in TRS) | TRS | mutableprotected |
underlyingDerivativeId_ (defined in TRS) | TRS | mutableprotected |
underlyingIndices(const boost::shared_ptr< ReferenceDataManager > &referenceDataManager=nullptr) const override | TRS | virtual |
validate() const | Trade | |
~Trade() | Trade | virtual |
~XMLSerializable() (defined in XMLSerializable) | XMLSerializable | virtual |