This is the complete list of members for CommodityBasisFutureIndex, including all inherited members.
baseCashflow(const QuantLib::Date &paymentDate=QuantLib::Date()) const (defined in CommodityBasisFutureIndex) | CommodityBasisFutureIndex | |
baseIndex() (defined in CommodityBasisFutureIndex) | CommodityBasisFutureIndex | |
clone(const QuantLib::Date &expiryDate=QuantLib::Date(), const boost::optional< QuantLib::Handle< PriceTermStructure >> &ts=boost::none) const override | CommodityBasisFutureIndex | virtual |
CommodityBasisFutureIndex(const std::string &underlyingName, const QuantLib::Date &expiryDate, const QuantLib::Calendar &fixingCalendar, const boost::shared_ptr< FutureExpiryCalculator > &basisFec, const boost::shared_ptr< QuantExt::CommodityIndex > &baseIndex, const boost::shared_ptr< FutureExpiryCalculator > &baseFec, const QuantLib::Handle< QuantExt::PriceTermStructure > &priceCurve=QuantLib::Handle< QuantExt::PriceTermStructure >(), const bool addBasis=true, const QuantLib::Size monthOffset=0, const bool baseIsAveraging=false, const bool priceAsHistoricalFixing=true) (defined in CommodityBasisFutureIndex) | CommodityBasisFutureIndex | |
CommodityBasisFutureIndex(const std::string &underlyingName, const QuantLib::Date &expiryDate, const QuantLib::Calendar &fixingCalendar, const boost::shared_ptr< CommodityBasisPriceTermStructure > &priceCurve) (defined in CommodityBasisFutureIndex) | CommodityBasisFutureIndex | |
CommodityFuturesIndex(const std::string &underlyingName, const Date &expiryDate, const Calendar &fixingCalendar, const Handle< QuantExt::PriceTermStructure > &priceCurve=Handle< QuantExt::PriceTermStructure >()) (defined in CommodityFuturesIndex) | CommodityFuturesIndex | |
CommodityFuturesIndex(const std::string &underlyingName, const Date &expiryDate, const Calendar &fixingCalendar, bool keepDays, const Handle< QuantExt::PriceTermStructure > &priceCurve=Handle< QuantExt::PriceTermStructure >()) (defined in CommodityFuturesIndex) | CommodityFuturesIndex | |
CommodityIndex(const std::string &underlyingName, const QuantLib::Date &expiryDate, const Calendar &fixingCalendar, const Handle< QuantExt::PriceTermStructure > &priceCurve=Handle< QuantExt::PriceTermStructure >()) | CommodityIndex | |
CommodityIndex(const std::string &underlyingName, const QuantLib::Date &expiryDate, const Calendar &fixingCalendar, bool keepDays, const Handle< QuantExt::PriceTermStructure > &priceCurve=Handle< QuantExt::PriceTermStructure >()) (defined in CommodityIndex) | CommodityIndex | |
curve_ (defined in CommodityIndex) | CommodityIndex | protected |
expiryDate() const (defined in CommodityIndex) | CommodityIndex | |
expiryDate_ (defined in CommodityIndex) | CommodityIndex | protected |
fixing(const Date &fixingDate, bool forecastTodaysFixing=false) const override (defined in CommodityIndex) | CommodityIndex | |
fixingCalendar() const override (defined in CommodityIndex) | CommodityIndex | |
fixingCalendar_ (defined in CommodityIndex) | CommodityIndex | protected |
forecastFixing(const Date &fixingDate) const (defined in CommodityIndex) | CommodityIndex | virtual |
forecastFixing(const Time &fixingTime) const override | CommodityIndex | virtual |
init() (defined in CommodityIndex) | CommodityIndex | protected |
isFuturesIndex() const (defined in CommodityIndex) | CommodityIndex | |
isFuturesIndex_ (defined in CommodityIndex) | CommodityIndex | protected |
isValidFixingDate(const Date &fixingDate) const override (defined in CommodityIndex) | CommodityIndex | |
keepDays() const (defined in CommodityIndex) | CommodityIndex | |
keepDays_ (defined in CommodityIndex) | CommodityIndex | protected |
name() const override (defined in CommodityIndex) | CommodityIndex | |
name_ (defined in CommodityIndex) | CommodityIndex | protected |
pastFixing(const QuantLib::Date &fixingDate) const override (defined in CommodityBasisFutureIndex) | CommodityBasisFutureIndex | |
QuantExt::CommodityFuturesIndex::pastFixing(const Date &fixingDate) const override | CommodityIndex | virtual |
priceCurve() const (defined in CommodityIndex) | CommodityIndex | |
underlyingName() const (defined in CommodityIndex) | CommodityIndex | |
underlyingName_ (defined in CommodityIndex) | CommodityIndex | protected |
update() override (defined in CommodityIndex) | CommodityIndex | |
~EqFxIndexBase() (defined in EqFxIndexBase) | EqFxIndexBase | virtual |