Reference manual - version qle_version
This is the complete list of members for BondBasket, including all inherited members.
| BondBasket(const std::map< std::string, boost::shared_ptr< QuantLib::Bond >> &qlBonds, const std::map< std::string, double > &recoveries, const std::map< std::string, double > &multipliers, const std::map< std::string, QuantLib::Handle< QuantLib::YieldTermStructure >> &yieldTermStructures, const std::map< std::string, Currency > ¤cies, const boost::shared_ptr< QuantLib::Pool > pool, Currency baseCcy, const std::map< std::string, boost::shared_ptr< QuantExt::FxIndex >> &fxIndexMap, const QuantLib::Date &reinvestmentEndDate, const std::map< std::string, std::vector< double >> &reinvestmentScalar, const std::map< std::string, std::vector< std::string >> &flowType) | BondBasket | |
| bonds() const | BondBasket | |
| convert(Real amount, Currency ccy, Date date=Date()) | BondBasket | |
| fillFlowMaps() (defined in BondBasket) | BondBasket | |
| fxIndexMap() const | BondBasket | |
| multiplier(const std::string &name) const | BondBasket | |
| pool() const | BondBasket | |
| recoveryRate(const std::string &name) const | BondBasket | |
| scenarioCashflow(std::vector< Date > dates) (defined in BondBasket) | BondBasket | |
| scenarioFeeflow(const std::vector< QuantLib::Date > &dates) (defined in BondBasket) | BondBasket | |
| scenarioInterestflow(std::vector< Date > dates) (defined in BondBasket) | BondBasket | |
| scenarioLossflow(std::vector< Date > dates) (defined in BondBasket) | BondBasket | |
| scenarioPrincipalflow(std::vector< Date > dates) (defined in BondBasket) | BondBasket | |
| scenarioRemainingNotional(std::vector< Date > dates) (defined in BondBasket) | BondBasket | |
| setGrid(std::vector< Date > dates) | BondBasket | |
| unique_currencies() const | BondBasket |