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Reference manual - version ored_version
CommodityFloatingLegData Member List

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

CommodityFloatingLegData()CommodityFloatingLegData
CommodityFloatingLegData(const std::string &name, CommodityPriceType priceType, const std::vector< QuantLib::Real > &quantities, const std::vector< std::string > &quantityDates, QuantExt::CommodityQuantityFrequency commodityQuantityFrequency=QuantExt::CommodityQuantityFrequency::PerCalculationPeriod, CommodityPayRelativeTo commodityPayRelativeTo=CommodityPayRelativeTo::CalculationPeriodEndDate, const std::vector< QuantLib::Real > &spreads={}, const std::vector< std::string > &spreadDates={}, const std::vector< QuantLib::Real > &gearings={}, const std::vector< std::string > &gearingDates={}, CommodityPricingDateRule pricingDateRule=CommodityPricingDateRule::FutureExpiryDate, const std::string &pricingCalendar="", QuantLib::Natural pricingLag=0, const std::vector< std::string > &pricingDates={}, bool isAveraged=false, bool isInArrears=true, QuantLib::Natural futureMonthOffset=0, QuantLib::Natural deliveryRollDays=0, bool includePeriodEnd=true, bool excludePeriodStart=true, QuantLib::Natural hoursPerDay=QuantLib::Null< QuantLib::Natural >(), bool useBusinessDays=true, const std::string &tag="", QuantLib::Natural dailyExpiryOffset=QuantLib::Null< QuantLib::Natural >(), bool unrealisedQuantity=false, QuantLib::Natural lastNDays=QuantLib::Null< QuantLib::Natural >(), std::string fxIndex="")CommodityFloatingLegData
commodityPayRelativeTo() const (defined in CommodityFloatingLegData)CommodityFloatingLegData
commodityQuantityFrequency() const (defined in CommodityFloatingLegData)CommodityFloatingLegData
dailyExpiryOffset() const (defined in CommodityFloatingLegData)CommodityFloatingLegData
deliveryRollDays() const (defined in CommodityFloatingLegData)CommodityFloatingLegData
excludePeriodStart() const (defined in CommodityFloatingLegData)CommodityFloatingLegData
fromFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
fromXML(ore::data::XMLNode *node) override (defined in CommodityFloatingLegData)CommodityFloatingLegDatavirtual
fromXMLString(const std::string &xml)XMLSerializable
futureMonthOffset() const (defined in CommodityFloatingLegData)CommodityFloatingLegData
fxIndex() const (defined in CommodityFloatingLegData)CommodityFloatingLegData
gearingDates() const (defined in CommodityFloatingLegData)CommodityFloatingLegData
gearings() const (defined in CommodityFloatingLegData)CommodityFloatingLegData
hoursPerDay() const (defined in CommodityFloatingLegData)CommodityFloatingLegData
includePeriodEnd() const (defined in CommodityFloatingLegData)CommodityFloatingLegData
indices() const (defined in LegAdditionalData)LegAdditionalData
indices_LegAdditionalDataprotected
isAveraged() const (defined in CommodityFloatingLegData)CommodityFloatingLegData
isInArrears() const (defined in CommodityFloatingLegData)CommodityFloatingLegData
lastNDays() const (defined in CommodityFloatingLegData)CommodityFloatingLegData
LegAdditionalData(const string &legType, const string &legNodeName) (defined in LegAdditionalData)LegAdditionalData
LegAdditionalData(const string &legType) (defined in LegAdditionalData)LegAdditionalData
legNodeName() const (defined in LegAdditionalData)LegAdditionalData
legType() const (defined in LegAdditionalData)LegAdditionalData
name() const (defined in CommodityFloatingLegData)CommodityFloatingLegData
priceType() const (defined in CommodityFloatingLegData)CommodityFloatingLegData
pricingCalendar() const (defined in CommodityFloatingLegData)CommodityFloatingLegData
pricingDateRule() const (defined in CommodityFloatingLegData)CommodityFloatingLegData
pricingDates() const (defined in CommodityFloatingLegData)CommodityFloatingLegData
pricingLag() const (defined in CommodityFloatingLegData)CommodityFloatingLegData
quantities() const (defined in CommodityFloatingLegData)CommodityFloatingLegData
quantityDates() const (defined in CommodityFloatingLegData)CommodityFloatingLegData
spreadDates() const (defined in CommodityFloatingLegData)CommodityFloatingLegData
spreads() const (defined in CommodityFloatingLegData)CommodityFloatingLegData
tag() const (defined in CommodityFloatingLegData)CommodityFloatingLegData
toFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
toXML(ore::data::XMLDocument &doc) override (defined in CommodityFloatingLegData)CommodityFloatingLegDatavirtual
toXMLString()XMLSerializable
unrealisedQuantity() const (defined in CommodityFloatingLegData)CommodityFloatingLegData
useBusinessDays() const (defined in CommodityFloatingLegData)CommodityFloatingLegData
~XMLSerializable() (defined in XMLSerializable)XMLSerializablevirtual