Reference manual - version qle_version
This is the complete list of members for CommodityIndexedAverageLeg, including all inherited members.
| CommodityIndexedAverageLeg(const QuantLib::Schedule &schedule, const ext::shared_ptr< CommodityIndex > &index) (defined in CommodityIndexedAverageLeg) | CommodityIndexedAverageLeg | |
| excludeStartDate(bool flag=true) (defined in CommodityIndexedAverageLeg) | CommodityIndexedAverageLeg | |
| includeEndDate(bool flag=true) (defined in CommodityIndexedAverageLeg) | CommodityIndexedAverageLeg | |
| operator Leg() const (defined in CommodityIndexedAverageLeg) | CommodityIndexedAverageLeg | |
| payAtMaturity(bool flag=false) (defined in CommodityIndexedAverageLeg) | CommodityIndexedAverageLeg | |
| paymentTiming(CommodityIndexedAverageCashFlow::PaymentTiming paymentTiming) (defined in CommodityIndexedAverageLeg) | CommodityIndexedAverageLeg | |
| unrealisedQuantity(bool flag=false) (defined in CommodityIndexedAverageLeg) | CommodityIndexedAverageLeg | |
| useBusinessDays(bool flag=true) (defined in CommodityIndexedAverageLeg) | CommodityIndexedAverageLeg | |
| useFuturePrice(bool flag=false) (defined in CommodityIndexedAverageLeg) | CommodityIndexedAverageLeg | |
| withDailyExpiryOffset(QuantLib::Natural dailyExpiryOffset) (defined in CommodityIndexedAverageLeg) | CommodityIndexedAverageLeg | |
| withDeliveryDateRoll(QuantLib::Natural deliveryDateRoll) (defined in CommodityIndexedAverageLeg) | CommodityIndexedAverageLeg | |
| withFutureExpiryCalculator(const ext::shared_ptr< FutureExpiryCalculator > &calc=nullptr) (defined in CommodityIndexedAverageLeg) | CommodityIndexedAverageLeg | |
| withFutureMonthOffset(QuantLib::Natural futureMonthOffset) (defined in CommodityIndexedAverageLeg) | CommodityIndexedAverageLeg | |
| withFxIndex(const ext::shared_ptr< FxIndex > &fxIndex) (defined in CommodityIndexedAverageLeg) | CommodityIndexedAverageLeg | |
| withGearings(QuantLib::Real gearing) (defined in CommodityIndexedAverageLeg) | CommodityIndexedAverageLeg | |
| withGearings(const std::vector< QuantLib::Real > &gearings) (defined in CommodityIndexedAverageLeg) | CommodityIndexedAverageLeg | |
| withHoursPerDay(QuantLib::Natural hoursPerDay) (defined in CommodityIndexedAverageLeg) | CommodityIndexedAverageLeg | |
| withOffPeakPowerData(const boost::optional< std::pair< QuantLib::Calendar, QuantLib::Real >> &offPeakPowerData) (defined in CommodityIndexedAverageLeg) | CommodityIndexedAverageLeg | |
| withPaymentCalendar(const QuantLib::Calendar &paymentCalendar) (defined in CommodityIndexedAverageLeg) | CommodityIndexedAverageLeg | |
| withPaymentConvention(QuantLib::BusinessDayConvention paymentConvention) (defined in CommodityIndexedAverageLeg) | CommodityIndexedAverageLeg | |
| withPaymentDates(const std::vector< QuantLib::Date > &paymentDates) (defined in CommodityIndexedAverageLeg) | CommodityIndexedAverageLeg | |
| withPaymentLag(QuantLib::Natural paymentLag) (defined in CommodityIndexedAverageLeg) | CommodityIndexedAverageLeg | |
| withPricingCalendar(const QuantLib::Calendar &pricingCalendar) (defined in CommodityIndexedAverageLeg) | CommodityIndexedAverageLeg | |
| withQuantities(QuantLib::Real quantity) (defined in CommodityIndexedAverageLeg) | CommodityIndexedAverageLeg | |
| withQuantities(const std::vector< QuantLib::Real > &quantities) (defined in CommodityIndexedAverageLeg) | CommodityIndexedAverageLeg | |
| withQuantityFrequency(CommodityQuantityFrequency quantityFrequency) (defined in CommodityIndexedAverageLeg) | CommodityIndexedAverageLeg | |
| withSpreads(QuantLib::Real spread) (defined in CommodityIndexedAverageLeg) | CommodityIndexedAverageLeg | |
| withSpreads(const std::vector< QuantLib::Real > &spreads) (defined in CommodityIndexedAverageLeg) | CommodityIndexedAverageLeg |