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Reference manual - version ored_version
ConventionsBasedFutureExpiry Member List

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

applyFutureMonthOffset(const QuantLib::Date &contractDate, Natural futureMonthOffset) override (defined in ConventionsBasedFutureExpiry)ConventionsBasedFutureExpiryvirtual
commodityFutureConvention() constConventionsBasedFutureExpiry
contractDate(const QuantLib::Date &expiryDate) override (defined in ConventionsBasedFutureExpiry)ConventionsBasedFutureExpiryvirtual
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)ConventionsBasedFutureExpiryvirtual
maxIterations() constConventionsBasedFutureExpiry
nextExpiry(bool includeExpiry=true, const QuantLib::Date &referenceDate=QuantLib::Date(), QuantLib::Natural offset=0, bool forOption=false) override (defined in ConventionsBasedFutureExpiry)ConventionsBasedFutureExpiryvirtual
priorExpiry(bool includeExpiry=true, const QuantLib::Date &referenceDate=QuantLib::Date(), bool forOption=false) override (defined in ConventionsBasedFutureExpiry)ConventionsBasedFutureExpiryvirtual