Logo
Reference manual - version qle_version
OutperformanceOption Member List

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

exercise() const (defined in OutperformanceOption)OutperformanceOption
fxIndex1() const (defined in OutperformanceOption)OutperformanceOption
fxIndex2() const (defined in OutperformanceOption)OutperformanceOption
initialValue1() const (defined in OutperformanceOption)OutperformanceOption
initialValue2() const (defined in OutperformanceOption)OutperformanceOption
isExpired() const override (defined in OutperformanceOption)OutperformanceOption
knockInPrice() const (defined in OutperformanceOption)OutperformanceOption
knockOutPrice() const (defined in OutperformanceOption)OutperformanceOption
notional() const (defined in OutperformanceOption)OutperformanceOption
optionType() const (defined in OutperformanceOption)OutperformanceOption
OutperformanceOption(const QuantLib::ext::shared_ptr< Exercise > &exercise, const Option::Type optionType, const Real strikeReturn, const Real initialValue1, const Real initialValue2, const Real notional, const Real knockInPrice=Null< Real >(), const Real knockOutPrice=Null< Real >(), QuantLib::ext::shared_ptr< QuantExt::FxIndex > fxIndex1=nullptr, QuantLib::ext::shared_ptr< QuantExt::FxIndex > fxIndex2=nullptr) (defined in OutperformanceOption)OutperformanceOption
setupArguments(PricingEngine::arguments *) const override (defined in OutperformanceOption)OutperformanceOption
strikeReturn() const (defined in OutperformanceOption)OutperformanceOption