Reference manual - version ored_version
This is the complete list of members for VanillaInstrument, including all inherited members.
| 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 | VanillaInstrument | virtual |
| cumulativePricingTime_ (defined in InstrumentWrapper) | InstrumentWrapper | mutableprotected |
| getCumulativePricingTime() const | InstrumentWrapper | |
| getNumberOfPricings() const | InstrumentWrapper | |
| getTimedNPV(const boost::shared_ptr< QuantLib::Instrument > &instr) const (defined in InstrumentWrapper) | InstrumentWrapper | protected |
| initialise(const std::vector< QuantLib::Date > &) override | VanillaInstrument | virtual |
| instrument_ (defined in InstrumentWrapper) | InstrumentWrapper | protected |
| InstrumentWrapper() (defined in InstrumentWrapper) | InstrumentWrapper | |
| InstrumentWrapper(const boost::shared_ptr< QuantLib::Instrument > &inst, const Real multiplier=1.0, const std::vector< boost::shared_ptr< QuantLib::Instrument >> &additionalInstruments=std::vector< boost::shared_ptr< QuantLib::Instrument >>(), const std::vector< Real > &additionalMultipliers=std::vector< Real >()) (defined in InstrumentWrapper) | InstrumentWrapper | |
| isOption() | InstrumentWrapper | virtual |
| multiplier() const | InstrumentWrapper | |
| multiplier2() const | InstrumentWrapper | virtual |
| multiplier_ (defined in InstrumentWrapper) | InstrumentWrapper | protected |
| NPV() const override | VanillaInstrument | virtual |
| numberOfPricings_ (defined in InstrumentWrapper) | InstrumentWrapper | mutableprotected |
| qlInstrument(const bool calculate=false) const | InstrumentWrapper | |
| reset() override | VanillaInstrument | virtual |
| resetPricingStats() const | InstrumentWrapper | |
| updateQlInstruments() | InstrumentWrapper | virtual |
| VanillaInstrument(const boost::shared_ptr< QuantLib::Instrument > &inst, const Real multiplier=1.0, const std::vector< boost::shared_ptr< QuantLib::Instrument >> &additionalInstruments=std::vector< boost::shared_ptr< QuantLib::Instrument >>(), const std::vector< Real > &additionalMultipliers=std::vector< Real >()) (defined in VanillaInstrument) | VanillaInstrument | |
| ~InstrumentWrapper() (defined in InstrumentWrapper) | InstrumentWrapper | virtual |