CommodityFloatingLegData Class Reference

Inheritance diagram for CommodityFloatingLegData:

Public Member Functions
	CommodityFloatingLegData ()
	Default constructor.
	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="")
	Constructor.
Inspectors
const std::string &	name () const
CommodityPriceType	priceType () const
const std::vector< QuantLib::Real > &	quantities () const
const std::vector< std::string > &	quantityDates () const
QuantExt::CommodityQuantityFrequency	commodityQuantityFrequency () const
CommodityPayRelativeTo	commodityPayRelativeTo () const
const std::vector< QuantLib::Real > &	spreads () const
const std::vector< std::string > &	spreadDates () const
const std::vector< QuantLib::Real > &	gearings () const
const std::vector< std::string > &	gearingDates () const
CommodityPricingDateRule	pricingDateRule () const
const std::string &	pricingCalendar () const
QuantLib::Natural	pricingLag () const
const std::vector< std::string > &	pricingDates () const
bool	isAveraged () const
bool	isInArrears () const
QuantLib::Natural	futureMonthOffset () const
QuantLib::Natural	deliveryRollDays () const
bool	includePeriodEnd () const
bool	excludePeriodStart () const
QuantLib::Natural	hoursPerDay () const
bool	useBusinessDays () const
const std::string &	tag () const
QuantLib::Natural	dailyExpiryOffset () const
bool	unrealisedQuantity () const
QuantLib::Natural	lastNDays () const
std::string const &	fxIndex () const
Public Member Functions inherited from LegAdditionalData
	LegAdditionalData (const string &legType, const string &legNodeName)
	LegAdditionalData (const string &legType)
const string &	legType () const
const string &	legNodeName () const
const std::set< std::string > &	indices () const
Public Member Functions inherited from XMLSerializable
void	fromFile (const std::string &filename)
void	toFile (const std::string &filename)
void	fromXMLString (const std::string &xml)
	Parse from XML string.
std::string	toXMLString ()
	Parse from XML string.

Serialisation
void	fromXML (ore::data::XMLNode *node) override
ore::data::XMLNode *	toXML (ore::data::XMLDocument &doc) override

Additional Inherited Members
Protected Attributes inherited from LegAdditionalData
std::set< std::string >	indices_