BondTrsUnderlyingBuilder Struct Reference

Inheritance diagram for BondTrsUnderlyingBuilder:

Public Member Functions
void	build (const std::string &parentId, const boost::shared_ptr< Trade > &underlying, const std::vector< Date > &valuationDates, const std::vector< Date > &paymentDates, const std::string &fundingCurrency, const boost::shared_ptr< EngineFactory > &engineFactory, boost::shared_ptr< QuantLib::Index > &underlyingIndex, Real &underlyingMultiplier, std::map< std::string, double > &indexQuantities, std::map< std::string, boost::shared_ptr< QuantExt::FxIndex >> &fxIndices, Real &initialPrice, std::string &assetCurrency, std::string &creditRiskCurrency, std::map< std::string, SimmCreditQualifierMapping > &creditQualifierMapping, Date &maturity, const std::function< boost::shared_ptr< QuantExt::FxIndex >(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)> &getFxIndex, const std::string &underlyingDerivativeId, RequiredFixings &fixings, std::vector< Leg > &returnLegs) const override
Public Member Functions inherited from TrsUnderlyingBuilder
virtual void	updateUnderlying (const boost::shared_ptr< ReferenceDataManager > &refData, boost::shared_ptr< Trade > &underlying, const std::string &parentId) const