Reference manual - version qle_version
This is the complete list of members for BondFuturesIndex, including all inherited members.
| bidAskAdjustment_ (defined in BondIndex) | BondIndex | protected |
| bond() const (defined in BondIndex) | BondIndex | |
| bond_ (defined in BondIndex) | BondIndex | protected |
| BondFuturesIndex(const QuantLib::Date &expiryDate, const std::string &securityName, const bool dirty=false, const bool relative=true, const Calendar &fixingCalendar=NullCalendar(), const QuantLib::ext::shared_ptr< QuantLib::Bond > &bond=nullptr, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Handle< DefaultProbabilityTermStructure > &defaultCurve=Handle< DefaultProbabilityTermStructure >(), const Handle< Quote > &recoveryRate=Handle< Quote >(), const Handle< Quote > &securitySpread=Handle< Quote >(), const Handle< YieldTermStructure > &incomeCurve=Handle< YieldTermStructure >(), const bool conditionalOnSurvival=true, const Date &issueDate=Date(), const PriceQuoteMethod priceQuoteMethod=PriceQuoteMethod::PercentageOfPar, const double priceQuoteBaseValue=1.0) (defined in BondFuturesIndex) | BondFuturesIndex | |
| BondIndex(const std::string &securityName, const bool dirty=false, const bool relative=true, const Calendar &fixingCalendar=NullCalendar(), const QuantLib::ext::shared_ptr< QuantLib::Bond > &bond=nullptr, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Handle< DefaultProbabilityTermStructure > &defaultCurve=Handle< DefaultProbabilityTermStructure >(), const Handle< Quote > &recoveryRate=Handle< Quote >(), const Handle< Quote > &securitySpread=Handle< Quote >(), const Handle< YieldTermStructure > &incomeCurve=Handle< YieldTermStructure >(), const bool conditionalOnSurvival=true, const Date &issueDate=Date(), const PriceQuoteMethod priceQuoteMethod=PriceQuoteMethod::PercentageOfPar, const double priceQuoteBaseValue=1.0, const bool isInflationLinked=false, const double bidAskAdjustment=0.0, const bool bondIssueDateFallback=false) | BondIndex | |
| bondIssueDateFallback_ (defined in BondIndex) | BondIndex | protected |
| conditionalOnSurvival() const (defined in BondIndex) | BondIndex | |
| conditionalOnSurvival_ (defined in BondIndex) | BondIndex | protected |
| defaultCurve() const (defined in BondIndex) | BondIndex | |
| defaultCurve_ (defined in BondIndex) | BondIndex | protected |
| dirty() const (defined in BondIndex) | BondIndex | |
| dirty_ (defined in BondIndex) | BondIndex | protected |
| discountCurve() const (defined in BondIndex) | BondIndex | |
| discountCurve_ (defined in BondIndex) | BondIndex | protected |
| expiryDate() const (defined in BondFuturesIndex) | BondFuturesIndex | |
| fixing(const Date &fixingDate, bool forecastTodaysFixing=false) const override (defined in BondIndex) | BondIndex | |
| fixingCalendar() const override (defined in BondIndex) | BondIndex | |
| fixingCalendar_ (defined in BondIndex) | BondIndex | protected |
| forecastFixing(const Date &fixingDate) const override (defined in BondFuturesIndex) | BondFuturesIndex | virtual |
| incomeCurve() const (defined in BondIndex) | BondIndex | |
| incomeCurve_ (defined in BondIndex) | BondIndex | protected |
| isInflationLinked_ (defined in BondIndex) | BondIndex | protected |
| issueDate() const (defined in BondIndex) | BondIndex | |
| issueDate_ (defined in BondIndex) | BondIndex | protected |
| isValidFixingDate(const Date &fixingDate) const override (defined in BondIndex) | BondIndex | |
| name() const override (defined in BondFuturesIndex) | BondFuturesIndex | |
| pastFixing(const Date &fixingDate) const (defined in BondIndex) | BondIndex | |
| priceQuoteBaseValue() const (defined in BondIndex) | BondIndex | |
| priceQuoteBaseValue_ (defined in BondIndex) | BondIndex | protected |
| priceQuoteMethod() const (defined in BondIndex) | BondIndex | |
| PriceQuoteMethod enum name (defined in BondIndex) | BondIndex | |
| priceQuoteMethod_ (defined in BondIndex) | BondIndex | protected |
| recoveryRate() const (defined in BondIndex) | BondIndex | |
| recoveryRate_ (defined in BondIndex) | BondIndex | protected |
| relative() const (defined in BondIndex) | BondIndex | |
| relative_ (defined in BondIndex) | BondIndex | protected |
| securityName() const (defined in BondIndex) | BondIndex | |
| securityName_ (defined in BondIndex) | BondIndex | protected |
| securitySpread() const (defined in BondIndex) | BondIndex | |
| securitySpread_ (defined in BondIndex) | BondIndex | protected |
| update() override (defined in BondIndex) | BondIndex | |
| vanillaBondEngine_ (defined in BondIndex) | BondIndex | protected |