Logo
Reference manual - version qle_version
MultiLegOption Member List

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

deepUpdate() override (defined in MultiLegOption)MultiLegOption
fetchResults(const PricingEngine::results *) const override (defined in MultiLegOption)MultiLegOption
isExpired() const override (defined in MultiLegOption)MultiLegOption
maturityDate() const (defined in MultiLegOption)MultiLegOption
MultiLegOption(const std::vector< Leg > &legs, const std::vector< bool > &payer, const std::vector< Currency > &currency, const boost::shared_ptr< Exercise > &exercise=boost::shared_ptr< Exercise >(), const Settlement::Type settlementType=Settlement::Physical, Settlement::Method settlementMethod=Settlement::PhysicalOTC) (defined in MultiLegOption)MultiLegOption
setupArguments(PricingEngine::arguments *) const override (defined in MultiLegOption)MultiLegOption
underlyingNpv() const (defined in MultiLegOption)MultiLegOption