Reference manual - version orea_version
Public Member Functions | |
| IMScheduleTradeData (const std::string &tradeId, const ore::data::NettingSetDetails &nettingSetDetails, const RiskType &rt, const CrifRecord::ProductClass &pc, const QuantLib::Real &amount, const std::string &amountCcy, const QuantLib::Real &amountUsd, const QuantLib::Date &endDate, const std::string &calculationCcy, const std::string &collectRegulations, const std::string &postRegulations) | |
| bool | missingPVData () |
| bool | missingNotionalData () |
| bool | incomplete () |
Public Attributes | |
| std::string | tradeId |
| ore::data::NettingSetDetails | nettingSetDetails |
| CrifRecord::ProductClass | productClass |
| QuantLib::Real | notional = QuantLib::Null<QuantLib::Real>() |
| std::string | notionalCcy |
| QuantLib::Real | notionalUsd = QuantLib::Null<QuantLib::Real>() |
| QuantLib::Real | notionalCalc = QuantLib::Null<QuantLib::Real>() |
| QuantLib::Real | presentValue = QuantLib::Null<QuantLib::Real>() |
| std::string | presentValueCcy |
| QuantLib::Real | presentValueUsd = QuantLib::Null<QuantLib::Real>() |
| QuantLib::Real | presentValueCalc = QuantLib::Null<QuantLib::Real>() |
| QuantLib::Date | endDate |
| QuantLib::Real | maturity |
| IMScheduleLabel | label |
| std::string | labelString |
| QuantLib::Real | multiplier |
| QuantLib::Real | grossMarginUsd |
| QuantLib::Real | grossMarginCalc |
| std::string | calculationCcy |
| std::string | collectRegulations |
| std::string | postRegulations |