Reference manual - version ored_version
This is the complete list of members for CommodityFutureConvention, including all inherited members.
| adjustBeforeOffset() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| AnchorType enum name | CommodityFutureConvention | |
| anchorType() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| averagingData() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| balanceOfTheMonth() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| balanceOfTheMonthPricingCalendar() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| build() override | CommodityFutureConvention | virtual |
| businessDayConvention() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| businessDaysAfter() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| calendar() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| calendarDaysBefore() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| CommodityFutureConvention() | CommodityFutureConvention | |
| CommodityFutureConvention(const std::string &id, const DayOfMonth &dayOfMonth, const std::string &contractFrequency, const std::string &calendar, const std::string &expiryCalendar="", QuantLib::Size expiryMonthLag=0, const std::string &oneContractMonth="", const std::string &offsetDays="", const std::string &bdc="", bool adjustBeforeOffset=true, bool isAveraging=false, const OptionExpiryAnchorDateRule &optionExpiryDateRule=OptionExpiryAnchorDateRule(), const std::set< ProhibitedExpiry > &prohibitedExpiries={}, QuantLib::Size optionExpiryMonthLag=0, const std::string &optionBdc="", const std::map< QuantLib::Natural, QuantLib::Natural > &futureContinuationMappings={}, const std::map< QuantLib::Natural, QuantLib::Natural > &optionContinuationMappings={}, const AveragingData &averagingData=AveragingData(), QuantLib::Natural hoursPerDay=QuantLib::Null< QuantLib::Natural >(), const boost::optional< OffPeakPowerIndexData > &offPeakPowerIndexData=boost::none, const std::string &indexName="", const std::string &optionFrequency="") | CommodityFutureConvention | |
| CommodityFutureConvention(const std::string &id, const std::string &nth, const std::string &weekday, const std::string &contractFrequency, const std::string &calendar, const std::string &expiryCalendar="", QuantLib::Size expiryMonthLag=0, const std::string &oneContractMonth="", const std::string &offsetDays="", const std::string &bdc="", bool adjustBeforeOffset=true, bool isAveraging=false, const OptionExpiryAnchorDateRule &optionExpiryDateRule=OptionExpiryAnchorDateRule(), const std::set< ProhibitedExpiry > &prohibitedExpiries={}, QuantLib::Size optionExpiryMonthLag=0, const std::string &optionBdc="", const std::map< QuantLib::Natural, QuantLib::Natural > &futureContinuationMappings={}, const std::map< QuantLib::Natural, QuantLib::Natural > &optionContinuationMappings={}, const AveragingData &averagingData=AveragingData(), QuantLib::Natural hoursPerDay=QuantLib::Null< QuantLib::Natural >(), const boost::optional< OffPeakPowerIndexData > &offPeakPowerIndexData=boost::none, const std::string &indexName="", const std::string &optionFrequency="") | CommodityFutureConvention | |
| CommodityFutureConvention(const std::string &id, const CalendarDaysBefore &calendarDaysBefore, const std::string &contractFrequency, const std::string &calendar, const std::string &expiryCalendar="", QuantLib::Size expiryMonthLag=0, const std::string &oneContractMonth="", const std::string &offsetDays="", const std::string &bdc="", bool adjustBeforeOffset=true, bool isAveraging=false, const OptionExpiryAnchorDateRule &optionExpiryDateRule=OptionExpiryAnchorDateRule(), const std::set< ProhibitedExpiry > &prohibitedExpiries={}, QuantLib::Size optionExpiryMonthLag=0, const std::string &optionBdc="", const std::map< QuantLib::Natural, QuantLib::Natural > &futureContinuationMappings={}, const std::map< QuantLib::Natural, QuantLib::Natural > &optionContinuationMappings={}, const AveragingData &averagingData=AveragingData(), QuantLib::Natural hoursPerDay=QuantLib::Null< QuantLib::Natural >(), const boost::optional< OffPeakPowerIndexData > &offPeakPowerIndexData=boost::none, const std::string &indexName="", const std::string &optionFrequency="") | CommodityFutureConvention | |
| CommodityFutureConvention(const std::string &id, const BusinessDaysAfter &businessDaysAfter, const std::string &contractFrequency, const std::string &calendar, const std::string &expiryCalendar="", QuantLib::Size expiryMonthLag=0, const std::string &oneContractMonth="", const std::string &offsetDays="", const std::string &bdc="", bool adjustBeforeOffset=true, bool isAveraging=false, const OptionExpiryAnchorDateRule &optionExpiryDateRule=OptionExpiryAnchorDateRule(), const std::set< ProhibitedExpiry > &prohibitedExpiries={}, QuantLib::Size optionExpiryMonthLag=0, const std::string &optionBdc="", const std::map< QuantLib::Natural, QuantLib::Natural > &futureContinuationMappings={}, const std::map< QuantLib::Natural, QuantLib::Natural > &optionContinuationMappings={}, const AveragingData &averagingData=AveragingData(), QuantLib::Natural hoursPerDay=QuantLib::Null< QuantLib::Natural >(), const boost::optional< OffPeakPowerIndexData > &offPeakPowerIndexData=boost::none, const std::string &indexName="", const std::string &optionFrequency="") | CommodityFutureConvention | |
| contractFrequency() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| Convention() (defined in Convention) | Convention | protected |
| Convention(const string &id, Type type) (defined in Convention) | Convention | protected |
| dayOfMonth() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| expiryCalendar() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| expiryMonthLag() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| fromFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
| fromXML(XMLNode *node) override | CommodityFutureConvention | virtual |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| futureContinuationMappings() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| hoursPerDay() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| id() const (defined in Convention) | Convention | |
| id_ (defined in Convention) | Convention | protected |
| indexName() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| isAveraging() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| nth() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| offPeakPowerIndexData() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| offsetDays() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| oneContractMonth() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| optionAnchorType() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| OptionAnchorType enum name (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| optionBusinessDayConvention() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| optionContinuationMappings() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| optionContractFrequency() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| optionExpiryDay() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| optionExpiryMonthLag() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| optionExpiryOffset() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| optionNth() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| optionUnderlyingFutureConvention() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| optionWeekday() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| prohibitedExpiries() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| savingsTime() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| toFile(const std::string &filename) const (defined in XMLSerializable) | XMLSerializable | |
| toXML(XMLDocument &doc) const override (defined in CommodityFutureConvention) | CommodityFutureConvention | virtual |
| toXMLString() const | XMLSerializable | |
| Type enum name | Convention | |
| type() const (defined in Convention) | Convention | |
| type_ (defined in Convention) | Convention | protected |
| validContractMonths() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| weekday() const (defined in CommodityFutureConvention) | CommodityFutureConvention | |
| ~Convention() | Convention | virtual |
| ~XMLSerializable() (defined in XMLSerializable) | XMLSerializable | virtual |