Reference manual - version qle_version
This is the complete list of members for CommodityBasisPriceCurveWrapper, 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 |
| CommodityBasisPriceCurveWrapper(const QuantLib::Date &referenceDate, const boost::shared_ptr< PriceTermStructure > &priceCurve, 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 priceAsHistFixing=true) (defined in CommodityBasisPriceCurveWrapper) | CommodityBasisPriceCurveWrapper | |
| CommodityBasisPriceCurveWrapper(const boost::shared_ptr< CommodityBasisPriceTermStructure > &referenceCurve, const boost::shared_ptr< CommodityIndex > &baseIndex, const boost::shared_ptr< PriceTermStructure > &priceCurve) (defined in CommodityBasisPriceCurveWrapper) | CommodityBasisPriceCurveWrapper | |
| 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 | CommodityBasisPriceCurveWrapper | virtual |
| maxDate() const override (defined in CommodityBasisPriceCurveWrapper) | CommodityBasisPriceCurveWrapper | |
| minTime() const override | CommodityBasisPriceCurveWrapper | virtual |
| monthOffset() const (defined in CommodityBasisPriceTermStructure) | CommodityBasisPriceTermStructure | |
| monthOffset_ (defined in CommodityBasisPriceTermStructure) | CommodityBasisPriceTermStructure | protected |
| pillarDates() const override | CommodityBasisPriceCurveWrapper | 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 |
| 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 | |
| settlementDays() const override (defined in CommodityBasisPriceCurveWrapper) | CommodityBasisPriceCurveWrapper | |
| update() override (defined in CommodityBasisPriceCurveWrapper) | CommodityBasisPriceCurveWrapper |