Reference manual - version qle_version
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 QuantLib::ext::shared_ptr< FutureExpiryCalculator > &basisFec, const QuantLib::ext::shared_ptr< QuantExt::CommodityIndex > &baseIndex, const QuantLib::ext::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 QuantLib::ext::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 |