Reference manual - version qle_version
This is the complete list of members for CommodityIndexedAverageCashFlow, including all inherited members.
| accept(QuantLib::AcyclicVisitor &v) override (defined in CommodityIndexedAverageCashFlow) | CommodityIndexedAverageCashFlow | |
| amount() const override (defined in CommodityIndexedAverageCashFlow) | CommodityIndexedAverageCashFlow | |
| amount_ (defined in CommodityCashFlow) | CommodityCashFlow | mutableprotected |
| CommodityCashFlow(QuantLib::Real quantity, QuantLib::Real spread, QuantLib::Real gearing, bool useFuturePrice, const ext::shared_ptr< CommodityIndex > &index, const ext::shared_ptr< FxIndex > &fxIndex) (defined in CommodityCashFlow) | CommodityCashFlow | |
| CommodityIndexedAverageCashFlow(QuantLib::Real quantity, const QuantLib::Date &startDate, const QuantLib::Date &endDate, const QuantLib::Date &paymentDate, const ext::shared_ptr< CommodityIndex > &index, const QuantLib::Calendar &pricingCalendar=QuantLib::Calendar(), QuantLib::Real spread=0.0, QuantLib::Real gearing=1.0, bool useFuturePrice=false, QuantLib::Natural deliveryDateRoll=0, QuantLib::Natural futureMonthOffset=0, const ext::shared_ptr< FutureExpiryCalculator > &calc=nullptr, bool includeEndDate=true, bool excludeStartDate=true, bool useBusinessDays=true, CommodityQuantityFrequency quantityFrequency=CommodityQuantityFrequency::PerCalculationPeriod, QuantLib::Natural hoursPerDay=QuantLib::Null< QuantLib::Natural >(), QuantLib::Natural dailyExpiryOffset=QuantLib::Null< QuantLib::Natural >(), bool unrealisedQuantity=false, const boost::optional< std::pair< QuantLib::Calendar, QuantLib::Real >> &offPeakPowerData=boost::none, const ext::shared_ptr< FxIndex > &fxIndex=nullptr) | CommodityIndexedAverageCashFlow | |
| CommodityIndexedAverageCashFlow(QuantLib::Real quantity, const QuantLib::Date &startDate, const QuantLib::Date &endDate, QuantLib::Natural paymentLag, QuantLib::Calendar paymentCalendar, QuantLib::BusinessDayConvention paymentConvention, const ext::shared_ptr< CommodityIndex > &index, const QuantLib::Calendar &pricingCalendar=QuantLib::Calendar(), QuantLib::Real spread=0.0, QuantLib::Real gearing=1.0, PaymentTiming paymentTiming=PaymentTiming::InArrears, bool useFuturePrice=false, QuantLib::Natural deliveryDateRoll=0, QuantLib::Natural futureMonthOffset=0, const ext::shared_ptr< FutureExpiryCalculator > &calc=nullptr, bool includeEndDate=true, bool excludeStartDate=true, const QuantLib::Date &paymentDateOverride=Date(), bool useBusinessDays=true, CommodityQuantityFrequency quantityFrequency=CommodityQuantityFrequency::PerCalculationPeriod, QuantLib::Natural hoursPerDay=QuantLib::Null< QuantLib::Natural >(), QuantLib::Natural dailyExpiryOffset=QuantLib::Null< QuantLib::Natural >(), bool unrealisedQuantity=false, const boost::optional< std::pair< QuantLib::Calendar, QuantLib::Real >> &offPeakPowerData=boost::none, const ext::shared_ptr< FxIndex > &fxIndex=nullptr) | CommodityIndexedAverageCashFlow | |
| dailyExpiryOffset() const (defined in CommodityIndexedAverageCashFlow) | CommodityIndexedAverageCashFlow | |
| date() const override (defined in CommodityIndexedAverageCashFlow) | CommodityIndexedAverageCashFlow | |
| deliveryDateRoll() const (defined in CommodityIndexedAverageCashFlow) | CommodityIndexedAverageCashFlow | |
| endDate() const (defined in CommodityIndexedAverageCashFlow) | CommodityIndexedAverageCashFlow | |
| fixing() const override (defined in CommodityIndexedAverageCashFlow) | CommodityIndexedAverageCashFlow | virtual |
| futureMonthOffset() const (defined in CommodityIndexedAverageCashFlow) | CommodityIndexedAverageCashFlow | |
| fxIndex() const (defined in CommodityCashFlow) | CommodityCashFlow | |
| fxIndex_ (defined in CommodityCashFlow) | CommodityCashFlow | protected |
| gearing() const (defined in CommodityCashFlow) | CommodityCashFlow | |
| gearing_ (defined in CommodityCashFlow) | CommodityCashFlow | protected |
| hoursPerDay() const (defined in CommodityIndexedAverageCashFlow) | CommodityIndexedAverageCashFlow | |
| index() const (defined in CommodityIndexedAverageCashFlow) | CommodityIndexedAverageCashFlow | |
| index_ (defined in CommodityCashFlow) | CommodityCashFlow | protected |
| indices() const override | CommodityIndexedAverageCashFlow | virtual |
| lastPricingDate() const override (defined in CommodityIndexedAverageCashFlow) | CommodityIndexedAverageCashFlow | virtual |
| offPeakPowerData() const (defined in CommodityIndexedAverageCashFlow) | CommodityIndexedAverageCashFlow | |
| PaymentTiming enum name (defined in CommodityIndexedAverageCashFlow) | CommodityIndexedAverageCashFlow | |
| periodQuantity() const override | CommodityIndexedAverageCashFlow | virtual |
| quantity() const (defined in CommodityCashFlow) | CommodityCashFlow | |
| quantity_ (defined in CommodityCashFlow) | CommodityCashFlow | protected |
| quantityFrequency() const (defined in CommodityIndexedAverageCashFlow) | CommodityIndexedAverageCashFlow | |
| spread() const (defined in CommodityCashFlow) | CommodityCashFlow | |
| spread_ (defined in CommodityCashFlow) | CommodityCashFlow | protected |
| startDate() const (defined in CommodityIndexedAverageCashFlow) | CommodityIndexedAverageCashFlow | |
| unrealisedQuantity() const (defined in CommodityIndexedAverageCashFlow) | CommodityIndexedAverageCashFlow | |
| useBusinessDays() const (defined in CommodityIndexedAverageCashFlow) | CommodityIndexedAverageCashFlow | |
| useFuturePrice() const (defined in CommodityCashFlow) | CommodityCashFlow | |
| useFuturePrice_ (defined in CommodityCashFlow) | CommodityCashFlow | protected |