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Reference manual - version qle_version
BlackNonstandardSwaptionFromMultilegOptionEngine Member List

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

additionalResults_ (defined in BlackMultiLegOptionEngineBase)BlackMultiLegOptionEngineBasemutableprotected
BlackMultiLegOptionEngineBase(const Handle< YieldTermStructure > &discountCurve, const Handle< SwaptionVolatilityStructure > &volatility) (defined in BlackMultiLegOptionEngineBase)BlackMultiLegOptionEngineBase
BlackNonstandardSwaptionFromMultilegOptionEngine(const Handle< YieldTermStructure > &discountCurve, const Handle< SwaptionVolatilityStructure > &volatility) (defined in BlackNonstandardSwaptionFromMultilegOptionEngine)BlackNonstandardSwaptionFromMultilegOptionEngine
calculate() const override (defined in BlackNonstandardSwaptionFromMultilegOptionEngine)BlackNonstandardSwaptionFromMultilegOptionEngine
currency_ (defined in BlackMultiLegOptionEngineBase)BlackMultiLegOptionEngineBasemutableprotected
discountCurve_ (defined in BlackMultiLegOptionEngineBase)BlackMultiLegOptionEngineBaseprotected
exercise_ (defined in BlackMultiLegOptionEngineBase)BlackMultiLegOptionEngineBasemutableprotected
instrumentIsHandled(const MultiLegOption &m, std::vector< std::string > &messages) (defined in BlackMultiLegOptionEngineBase)BlackMultiLegOptionEngineBasestatic
instrumentIsHandled(const std::vector< Leg > &legs, const std::vector< bool > &payer, const std::vector< Currency > &currency, const QuantLib::ext::shared_ptr< Exercise > &exercise, const Settlement::Type &settlementType, const Settlement::Method &settlementMethod, std::vector< std::string > &messages) (defined in BlackMultiLegOptionEngineBase)BlackMultiLegOptionEngineBaseprotectedstatic
legs_ (defined in BlackMultiLegOptionEngineBase)BlackMultiLegOptionEngineBasemutableprotected
npv_ (defined in BlackMultiLegOptionEngineBase)BlackMultiLegOptionEngineBasemutableprotected
payer_ (defined in BlackMultiLegOptionEngineBase)BlackMultiLegOptionEngineBasemutableprotected
settlementMethod_ (defined in BlackMultiLegOptionEngineBase)BlackMultiLegOptionEngineBasemutableprotected
settlementType_ (defined in BlackMultiLegOptionEngineBase)BlackMultiLegOptionEngineBasemutableprotected
underlyingNpv_ (defined in BlackMultiLegOptionEngineBase)BlackMultiLegOptionEngineBaseprotected
volatility_ (defined in BlackMultiLegOptionEngineBase)BlackMultiLegOptionEngineBaseprotected