Reference manual - version qle_version
This is the complete list of members for CommodityIndexedCashFlow, including all inherited members.
| accept(QuantLib::AcyclicVisitor &v) override (defined in CommodityIndexedCashFlow) | CommodityIndexedCashFlow | |
| amount() const override (defined in CommodityIndexedCashFlow) | CommodityIndexedCashFlow | |
| 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 | |
| CommodityIndexedCashFlow(QuantLib::Real quantity, const QuantLib::Date &pricingDate, const QuantLib::Date &paymentDate, const ext::shared_ptr< CommodityIndex > &index, QuantLib::Real spread=0.0, QuantLib::Real gearing=1.0, bool useFuturePrice=false, const Date &contractDate=Date(), const ext::shared_ptr< FutureExpiryCalculator > &calc=nullptr, QuantLib::Natural dailyExpiryOffset=QuantLib::Null< QuantLib::Natural >(), const ext::shared_ptr< FxIndex > &fxIndex=nullptr) | CommodityIndexedCashFlow | |
| CommodityIndexedCashFlow(QuantLib::Real quantity, const QuantLib::Date &startDate, const QuantLib::Date &endDate, const ext::shared_ptr< CommodityIndex > &index, QuantLib::Natural paymentLag, const QuantLib::Calendar &paymentCalendar, QuantLib::BusinessDayConvention paymentConvention, QuantLib::Natural pricingLag, const QuantLib::Calendar &pricingLagCalendar, QuantLib::Real spread=0.0, QuantLib::Real gearing=1.0, PaymentTiming paymentTiming=PaymentTiming::InArrears, bool isInArrears=true, bool useFuturePrice=false, bool useFutureExpiryDate=true, QuantLib::Natural futureMonthOffset=0, const ext::shared_ptr< FutureExpiryCalculator > &calc=nullptr, const QuantLib::Date &paymentDateOverride=Date(), const QuantLib::Date &pricingDateOverride=Date(), QuantLib::Natural dailyExpiryOffset=QuantLib::Null< QuantLib::Natural >(), const ext::shared_ptr< FxIndex > &fxIndex=nullptr, const bool spotAveragingFrontCoupon=false, const QuantLib::Calendar &pricingCalendar=QuantLib::Calendar(), bool includeEndDate=true, bool excludeStartDate=true) | CommodityIndexedCashFlow | |
| dailyExpiryOffset() const (defined in CommodityIndexedCashFlow) | CommodityIndexedCashFlow | |
| date() const override (defined in CommodityIndexedCashFlow) | CommodityIndexedCashFlow | |
| fixing() const override (defined in CommodityIndexedCashFlow) | CommodityIndexedCashFlow | virtual |
| futureMonthOffset() const (defined in CommodityIndexedCashFlow) | CommodityIndexedCashFlow | |
| fxIndex() const (defined in CommodityCashFlow) | CommodityCashFlow | |
| fxIndex_ (defined in CommodityCashFlow) | CommodityCashFlow | protected |
| gearing() const (defined in CommodityCashFlow) | CommodityCashFlow | |
| gearing_ (defined in CommodityCashFlow) | CommodityCashFlow | protected |
| index() const (defined in CommodityCashFlow) | CommodityCashFlow | |
| index_ (defined in CommodityCashFlow) | CommodityCashFlow | protected |
| indices() const override | CommodityIndexedCashFlow | virtual |
| isAveragingFrontMonthCashflow(const QuantLib::Date &asof) const (defined in CommodityIndexedCashFlow) | CommodityIndexedCashFlow | |
| lastPricingDate() const override (defined in CommodityIndexedCashFlow) | CommodityIndexedCashFlow | virtual |
| PaymentTiming enum name (defined in CommodityIndexedCashFlow) | CommodityIndexedCashFlow | |
| periodQuantity() const override (defined in CommodityIndexedCashFlow) | CommodityIndexedCashFlow | virtual |
| pricingDate() const (defined in CommodityIndexedCashFlow) | CommodityIndexedCashFlow | |
| quantity() const (defined in CommodityCashFlow) | CommodityCashFlow | |
| quantity_ (defined in CommodityCashFlow) | CommodityCashFlow | protected |
| setPeriodQuantity(QuantLib::Real periodQuantity) | CommodityIndexedCashFlow | |
| spotAveragingPricingDates() const (defined in CommodityIndexedCashFlow) | CommodityIndexedCashFlow | |
| spotIndex() const (defined in CommodityIndexedCashFlow) | CommodityIndexedCashFlow | |
| spread() const (defined in CommodityCashFlow) | CommodityCashFlow | |
| spread_ (defined in CommodityCashFlow) | CommodityCashFlow | protected |
| useFutureExpiryDate() const (defined in CommodityIndexedCashFlow) | CommodityIndexedCashFlow | |
| useFuturePrice() const (defined in CommodityCashFlow) | CommodityCashFlow | |
| useFuturePrice_ (defined in CommodityCashFlow) | CommodityCashFlow | protected |