This is the complete list of members for ConventionsBasedFutureExpiry, including all inherited members.
applyFutureMonthOffset(const QuantLib::Date &contractDate, Natural futureMonthOffset) override (defined in ConventionsBasedFutureExpiry) | ConventionsBasedFutureExpiry | virtual |
commodityFutureConvention() const | ConventionsBasedFutureExpiry | |
contractDate(const QuantLib::Date &expiryDate) override (defined in ConventionsBasedFutureExpiry) | ConventionsBasedFutureExpiry | virtual |
ConventionsBasedFutureExpiry(const std::string &commName, QuantLib::Size maxIterations=10) (defined in ConventionsBasedFutureExpiry) | ConventionsBasedFutureExpiry | |
ConventionsBasedFutureExpiry(const CommodityFutureConvention &convention, QuantLib::Size maxIterations=10) (defined in ConventionsBasedFutureExpiry) | ConventionsBasedFutureExpiry | |
expiryDate(const QuantLib::Date &contractDate, QuantLib::Natural monthOffset=0, bool forOption=false) override (defined in ConventionsBasedFutureExpiry) | ConventionsBasedFutureExpiry | virtual |
maxIterations() const | ConventionsBasedFutureExpiry | |
nextExpiry(bool includeExpiry=true, const QuantLib::Date &referenceDate=QuantLib::Date(), QuantLib::Natural offset=0, bool forOption=false) override (defined in ConventionsBasedFutureExpiry) | ConventionsBasedFutureExpiry | virtual |
priorExpiry(bool includeExpiry=true, const QuantLib::Date &referenceDate=QuantLib::Date(), bool forOption=false) override (defined in ConventionsBasedFutureExpiry) | ConventionsBasedFutureExpiry | virtual |