Reference manual - version qle_version
This is the complete list of members for CommodityAverageBasisPriceCurve< Interpolator >, including all inherited members.
| addBasis() const (defined in CommodityBasisPriceTermStructure) | CommodityBasisPriceTermStructure | |
| addBasis_ (defined in CommodityBasisPriceTermStructure) | CommodityBasisPriceTermStructure | protected |
| averagingBaseCashflow() const (defined in CommodityBasisPriceTermStructure) | CommodityBasisPriceTermStructure | |
| averagingBaseCashflow_ (defined in CommodityBasisPriceTermStructure) | CommodityBasisPriceTermStructure | protected |
| baseFec_ (defined in CommodityBasisPriceTermStructure) | CommodityBasisPriceTermStructure | protected |
| baseFutureExpiryCalculator() const (defined in CommodityBasisPriceTermStructure) | CommodityBasisPriceTermStructure | |
| baseIndex() const (defined in CommodityBasisPriceTermStructure) | CommodityBasisPriceTermStructure | |
| baseIndex_ (defined in CommodityBasisPriceTermStructure) | CommodityBasisPriceTermStructure | protected |
| basisFec_ (defined in CommodityBasisPriceTermStructure) | CommodityBasisPriceTermStructure | protected |
| basisFutureExpiryCalculator() const | CommodityBasisPriceTermStructure | |
| checkRange(QuantLib::Time t, bool extrapolate) const | PriceTermStructure | protected |
| CommodityAverageBasisPriceCurve(const QuantLib::Date &referenceDate, const std::map< QuantLib::Date, QuantLib::Handle< QuantLib::Quote >> &basisData, const boost::shared_ptr< FutureExpiryCalculator > &basisFec, const boost::shared_ptr< CommodityIndex > &index, const boost::shared_ptr< FutureExpiryCalculator > &baseFec, bool addBasis=true, bool priceAsHistFixing=true, const Interpolator &interpolator=Interpolator()) | CommodityAverageBasisPriceCurve< Interpolator > | |
| CommodityBasisPriceTermStructure(const QuantLib::Date &referenceDate, const QuantLib::Calendar &cal, const QuantLib::DayCounter &dc, const boost::shared_ptr< FutureExpiryCalculator > &basisFec, const boost::shared_ptr< CommodityIndex > &baseIndex, const boost::shared_ptr< FutureExpiryCalculator > &baseFec, bool addBasis=true, QuantLib::Size monthOffset=0, bool averagingBaseCashflow=false, bool priceAsHistoricalFixing=true) (defined in CommodityBasisPriceTermStructure) | CommodityBasisPriceTermStructure | |
| CommodityBasisPriceTermStructure(const QuantLib::Date &referenceDate, const boost::shared_ptr< FutureExpiryCalculator > &basisFec, const boost::shared_ptr< CommodityIndex > &baseIndex, const boost::shared_ptr< FutureExpiryCalculator > &baseFec, bool addBasis=true, QuantLib::Size monthOffset=0, bool averagingBaseCashflow=false, bool priceAsHistoricalFixing=true) (defined in CommodityBasisPriceTermStructure) | CommodityBasisPriceTermStructure | |
| currency() const override | CommodityAverageBasisPriceCurve< Interpolator > | virtual |
| maxDate() const override (defined in CommodityAverageBasisPriceCurve< Interpolator >) | CommodityAverageBasisPriceCurve< Interpolator > | |
| maxTime() const override (defined in CommodityAverageBasisPriceCurve< Interpolator >) | CommodityAverageBasisPriceCurve< Interpolator > | |
| minTime() const override | CommodityAverageBasisPriceCurve< Interpolator > | virtual |
| monthOffset() const (defined in CommodityBasisPriceTermStructure) | CommodityBasisPriceTermStructure | |
| monthOffset_ (defined in CommodityBasisPriceTermStructure) | CommodityBasisPriceTermStructure | protected |
| performCalculations() const override (defined in CommodityAverageBasisPriceCurve< Interpolator >) | CommodityAverageBasisPriceCurve< Interpolator > | |
| pillarDates() const override | CommodityAverageBasisPriceCurve< Interpolator > | virtual |
| price(QuantLib::Time t, bool extrapolate=false) const (defined in PriceTermStructure) | PriceTermStructure | |
| price(const QuantLib::Date &d, bool extrapolate=false) const (defined in PriceTermStructure) | PriceTermStructure | |
| priceAsHistoricalFixing() const (defined in CommodityBasisPriceTermStructure) | CommodityBasisPriceTermStructure | |
| priceAsHistoricalFixing_ (defined in CommodityBasisPriceTermStructure) | CommodityBasisPriceTermStructure | protected |
| priceImpl(QuantLib::Time t) const override | CommodityAverageBasisPriceCurve< Interpolator > | protectedvirtual |
| prices() const (defined in CommodityAverageBasisPriceCurve< Interpolator >) | CommodityAverageBasisPriceCurve< Interpolator > | |
| PriceTermStructure(const QuantLib::DayCounter &dc=QuantLib::DayCounter()) (defined in PriceTermStructure) | PriceTermStructure | |
| PriceTermStructure(const QuantLib::Date &referenceDate, const QuantLib::Calendar &cal=QuantLib::Calendar(), const QuantLib::DayCounter &dc=QuantLib::DayCounter()) (defined in PriceTermStructure) | PriceTermStructure | |
| PriceTermStructure(QuantLib::Natural settlementDays, const QuantLib::Calendar &cal, const QuantLib::DayCounter &dc=QuantLib::DayCounter()) (defined in PriceTermStructure) | PriceTermStructure | |
| times() const (defined in CommodityAverageBasisPriceCurve< Interpolator >) | CommodityAverageBasisPriceCurve< Interpolator > | |
| update() override (defined in CommodityAverageBasisPriceCurve< Interpolator >) | CommodityAverageBasisPriceCurve< Interpolator > |