Reference manual - version ored_version
This is the complete list of members for WorstOfBasketSwap, 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 |
| build(const boost::shared_ptr< EngineFactory > &) override | WorstOfBasketSwap | virtual |
| build(const boost::shared_ptr< EngineFactory > &engineFactory, const PremiumData &premiumData, const Real premiumMultiplier) (defined in ScriptedTrade) | ScriptedTrade | |
| clear() (defined in ScriptedTrade) | ScriptedTrade | |
| currencies() const (defined in ScriptedTrade) | ScriptedTrade | |
| currencies_ (defined in ScriptedTrade) | ScriptedTrade | protected |
| daycounters() const (defined in ScriptedTrade) | ScriptedTrade | |
| daycounters_ (defined in ScriptedTrade) | ScriptedTrade | protected |
| envelope() | Trade | |
| envelope() const (defined in Trade) | Trade | |
| events() const (defined in ScriptedTrade) | ScriptedTrade | |
| events_ (defined in ScriptedTrade) | ScriptedTrade | protected |
| 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 WorstOfBasketSwap) | WorstOfBasketSwap | 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 | |
| indices() const (defined in ScriptedTrade) | ScriptedTrade | |
| indices_ (defined in ScriptedTrade) | ScriptedTrade | protected |
| 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 | ScriptedTrade | virtual |
| notional_ (defined in Trade) | Trade | protected |
| notionalCurrency() const override (defined in ScriptedTrade) | ScriptedTrade | virtual |
| notionalCurrency_ (defined in Trade) | Trade | protected |
| npvCurrency() const (defined in Trade) | Trade | |
| npvCurrency_ (defined in Trade) | Trade | protected |
| numbers() const (defined in ScriptedTrade) | ScriptedTrade | |
| numbers_ (defined in ScriptedTrade) | ScriptedTrade | protected |
| portfolioIds() const (defined in Trade) | Trade | |
| productTag() const (defined in ScriptedTrade) | ScriptedTrade | |
| productTag_ (defined in ScriptedTrade) | ScriptedTrade | protected |
| 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 |
| scheduleProductClass() const (defined in ScriptedTrade) | ScriptedTrade | |
| scheduleProductClass_ (defined in ScriptedTrade) | ScriptedTrade | protected |
| script() const (defined in ScriptedTrade) | ScriptedTrade | |
| script(const std::string &purpose, const bool fallBackOnEmptyPurpose=true) const (defined in ScriptedTrade) | ScriptedTrade | |
| script_ (defined in ScriptedTrade) | ScriptedTrade | protected |
| ScriptedTrade(const std::string &tradeType="ScriptedTrade", const Envelope &env=Envelope()) (defined in ScriptedTrade) | ScriptedTrade | |
| ScriptedTrade(const Envelope &env, const std::vector< ScriptedTradeEventData > &events, const std::vector< ScriptedTradeValueTypeData > &numbers, const std::vector< ScriptedTradeValueTypeData > &indices, const std::vector< ScriptedTradeValueTypeData > ¤cies, const std::vector< ScriptedTradeValueTypeData > &daycounters, const std::map< std::string, ScriptedTradeScriptData > &script, const std::string &productTag, const std::string &tradeType="ScriptedTrade") (defined in ScriptedTrade) | ScriptedTrade | |
| ScriptedTrade(const Envelope &env, const std::vector< ScriptedTradeEventData > &events, const std::vector< ScriptedTradeValueTypeData > &numbers, const std::vector< ScriptedTradeValueTypeData > &indices, const std::vector< ScriptedTradeValueTypeData > ¤cies, const std::vector< ScriptedTradeValueTypeData > &daycounters, const std::string &scriptName, const std::string &tradeType="ScriptedTrade") (defined in ScriptedTrade) | ScriptedTrade | |
| scriptName() const (defined in ScriptedTrade) | ScriptedTrade | |
| scriptName_ (defined in ScriptedTrade) | ScriptedTrade | protected |
| setLegBasedAdditionalData(const Size legNo, Size resultLegId=Null< Size >()) const (defined in Trade) | Trade | protected |
| simmProductClass() const (defined in ScriptedTrade) | ScriptedTrade | |
| simmProductClass_ (defined in ScriptedTrade) | ScriptedTrade | protected |
| toFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
| toXML(XMLDocument &doc) override (defined in WorstOfBasketSwap) | WorstOfBasketSwap | 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 override (defined in ScriptedTrade) | ScriptedTrade | virtual |
| validate() const | Trade | |
| WorstOfBasketSwap(const string &tradeType="WorstOfBasketSwap") (defined in WorstOfBasketSwap) | WorstOfBasketSwap | explicit |
| WorstOfBasketSwap(const Envelope &env, const string &longShort, const string &quantity, const string &strike, const string &initialFixedRate, const vector< string > &initialPrices, const string &fixedRate, const ScriptedTradeEventData &floatingPeriodSchedule, const ScriptedTradeEventData &floatingFixingSchedule, const ScriptedTradeEventData &fixedDeterminationSchedule, const ScriptedTradeEventData &floatingPayDates, const ScriptedTradeEventData &fixedPayDates, const ScriptedTradeEventData &knockOutDeterminationSchedule, const ScriptedTradeEventData &knockInDeterminationSchedule, const string &knockInPayDate, const string &initialFixedPayDate, const bool bermudanKnockIn, const bool accumulatingFixedCoupons, const bool accruingFixedCoupons, const bool isAveraged, const string &floatingIndex, const string &floatingSpread, const string &floatingRateCutoff, const DayCounter &floatingDayCountFraction, const Period &floatingLookback, const bool includeSpread, const string ¤cy, const vector< boost::shared_ptr< Underlying >> underlyings, const string &knockInLevel, const vector< string > fixedTriggerLevels, const vector< string > knockOutLevels, const ScriptedTradeEventData &fixedAccrualSchedule) (defined in WorstOfBasketSwap) | WorstOfBasketSwap | |
| ~Trade() | Trade | virtual |
| ~XMLSerializable() (defined in XMLSerializable) | XMLSerializable | virtual |