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Reference manual - version orea_version
CollateralAccount Member List

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

accountBalance() constCollateralAccount
accountBalance(const Date &date) constCollateralAccount
balance_t0() constCollateralAccount
balanceDate() constCollateralAccount
closeAccount(const Date &closeDate)CollateralAccount
CollateralAccount()CollateralAccount
CollateralAccount(const QuantLib::ext::shared_ptr< NettingSetDefinition > &csaDef, const Date &date_t0)CollateralAccount
CollateralAccount(const QuantLib::ext::shared_ptr< NettingSetDefinition > &csaDef, const Real &balance_t0, const Date &date_t0)CollateralAccount
csaDef() constCollateralAccount
outstandingMarginAmount(const Date &simulationDate) constCollateralAccount
updateAccountBalance(const Date &simulationDate, const Real &annualisedZeroRate=0.0)CollateralAccount
updateMarginCall(const MarginCall &newMarginCall)CollateralAccount
updateMarginCall(const Real &marginFlowAmount, const Date &marginPayDate, const Date &marginRequestDate) (defined in CollateralAccount)CollateralAccount