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Reference manual - version qle_version
CommodityAveragePriceOption Member List

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

accrued(const Date &refDate) const (defined in CommodityAveragePriceOption)CommodityAveragePriceOption
barrierLevel() const (defined in CommodityAveragePriceOption)CommodityAveragePriceOption
barrierStyle() const (defined in CommodityAveragePriceOption)CommodityAveragePriceOption
barrierType() const (defined in CommodityAveragePriceOption)CommodityAveragePriceOption
CommodityAveragePriceOption(const boost::shared_ptr< CommodityIndexedAverageCashFlow > &flow, const ext::shared_ptr< Exercise > &exercise, const Real quantity, const Real strikePrice, Option::Type type, Settlement::Type delivery=Settlement::Physical, Settlement::Method settlementMethod=Settlement::PhysicalOTC, const Real barrierLevel=Null< Real >(), Barrier::Type barrierType=Barrier::Type::DownIn, Exercise::Type barrierStyle=Exercise::American, const boost::shared_ptr< FxIndex > &fxIndex=nullptr) (defined in CommodityAveragePriceOption)CommodityAveragePriceOption
effectiveStrike() const (defined in CommodityAveragePriceOption)CommodityAveragePriceOption
fxIndex() const (defined in CommodityAveragePriceOption)CommodityAveragePriceOption
isExpired() const override (defined in CommodityAveragePriceOption)CommodityAveragePriceOption
settlementMethod() const (defined in CommodityAveragePriceOption)CommodityAveragePriceOption
settlementType() const (defined in CommodityAveragePriceOption)CommodityAveragePriceOption
setupArguments(PricingEngine::arguments *) const override (defined in CommodityAveragePriceOption)CommodityAveragePriceOption
underlyingFlow() const (defined in CommodityAveragePriceOption)CommodityAveragePriceOption