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Reference manual - version ored_version
TRSWrapper Member List

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

fetchResults(const QuantLib::PricingEngine::results *) const override (defined in TRSWrapper)TRSWrapper
isExpired() const override (defined in TRSWrapper)TRSWrapper
setupArguments(QuantLib::PricingEngine::arguments *) const override (defined in TRSWrapper)TRSWrapper
TRSWrapper(const std::vector< boost::shared_ptr< ore::data::Trade >> &underlying, const std::vector< boost::shared_ptr< QuantLib::Index >> &underlyingIndex, const std::vector< QuantLib::Real > underlyingMultiplier, const bool includeUnderlyingCashflowsInReturn, const QuantLib::Real initialPrice, const QuantLib::Currency &initialPriceCurrency, const std::vector< QuantLib::Currency > &assetCurrency, const QuantLib::Currency &returnCurrency, const std::vector< QuantLib::Date > &valuationSchedule, const std::vector< QuantLib::Date > &paymentSchedule, const std::vector< QuantLib::Leg > &fundingLegs, const std::vector< TRS::FundingData::NotionalType > &fundingNotionalTypes, const QuantLib::Currency &fundingCurrency, const QuantLib::Size fundingResetGracePeriod, const bool paysAsset, const bool paysFunding, const QuantLib::Leg &additionalCashflowLeg, const bool additionalCashflowLegPayer, const QuantLib::Currency &additionalCashflowCurrency, const std::vector< boost::shared_ptr< QuantExt::FxIndex >> &fxIndexAsset, const boost::shared_ptr< QuantExt::FxIndex > &fxIndexReturn, const boost::shared_ptr< QuantExt::FxIndex > &fxIndexAdditionalCashflows, const std::map< std::string, boost::shared_ptr< QuantExt::FxIndex >> &addFxindices) (defined in TRSWrapper)TRSWrapper