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) (defined in XMLSerializable) | XMLSerializable | |
toXML(XMLDocument &doc) override (defined in CommodityFutureConvention) | CommodityFutureConvention | virtual |
toXMLString() | 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 |