Reference manual - version qle_version
This is the complete list of members for CommodityIndexedLeg, including all inherited members.
| CommodityIndexedLeg(const QuantLib::Schedule &schedule, const ext::shared_ptr< CommodityIndex > &index) (defined in CommodityIndexedLeg) | CommodityIndexedLeg | |
| excludeStartDate(bool flag=true) (defined in CommodityIndexedLeg) | CommodityIndexedLeg | |
| inArrears(bool flag=true) (defined in CommodityIndexedLeg) | CommodityIndexedLeg | |
| includeEndDate(bool flag=true) (defined in CommodityIndexedLeg) | CommodityIndexedLeg | |
| operator Leg() const (defined in CommodityIndexedLeg) | CommodityIndexedLeg | |
| payAtMaturity(bool flag=false) (defined in CommodityIndexedLeg) | CommodityIndexedLeg | |
| paymentTiming(CommodityIndexedCashFlow::PaymentTiming paymentTiming) (defined in CommodityIndexedLeg) | CommodityIndexedLeg | |
| useFutureExpiryDate(bool flag=true) (defined in CommodityIndexedLeg) | CommodityIndexedLeg | |
| useFuturePrice(bool flag=false) (defined in CommodityIndexedLeg) | CommodityIndexedLeg | |
| withDailyExpiryOffset(QuantLib::Natural dailyExpiryOffset) (defined in CommodityIndexedLeg) | CommodityIndexedLeg | |
| withFutureExpiryCalculator(const ext::shared_ptr< FutureExpiryCalculator > &calc=nullptr) (defined in CommodityIndexedLeg) | CommodityIndexedLeg | |
| withFutureMonthOffset(QuantLib::Natural futureMonthOffset) (defined in CommodityIndexedLeg) | CommodityIndexedLeg | |
| withFxIndex(const ext::shared_ptr< FxIndex > &fxIndex) (defined in CommodityIndexedLeg) | CommodityIndexedLeg | |
| withGearings(QuantLib::Real gearing) (defined in CommodityIndexedLeg) | CommodityIndexedLeg | |
| withGearings(const std::vector< QuantLib::Real > &gearings) (defined in CommodityIndexedLeg) | CommodityIndexedLeg | |
| withIsAveraging(const bool isAveraging) (defined in CommodityIndexedLeg) | CommodityIndexedLeg | |
| withPaymentCalendar(const QuantLib::Calendar &paymentCalendar) (defined in CommodityIndexedLeg) | CommodityIndexedLeg | |
| withPaymentConvention(QuantLib::BusinessDayConvention paymentConvention) (defined in CommodityIndexedLeg) | CommodityIndexedLeg | |
| withPaymentDates(const std::vector< QuantLib::Date > &paymentDates) (defined in CommodityIndexedLeg) | CommodityIndexedLeg | |
| withPaymentLag(QuantLib::Natural paymentLag) (defined in CommodityIndexedLeg) | CommodityIndexedLeg | |
| withPricingCalendar(const QuantLib::Calendar &pricingCalendar) (defined in CommodityIndexedLeg) | CommodityIndexedLeg | |
| withPricingDates(const std::vector< QuantLib::Date > &pricingDates) (defined in CommodityIndexedLeg) | CommodityIndexedLeg | |
| withPricingLag(QuantLib::Natural pricingLag) (defined in CommodityIndexedLeg) | CommodityIndexedLeg | |
| withPricingLagCalendar(const QuantLib::Calendar &pricingLagCalendar) (defined in CommodityIndexedLeg) | CommodityIndexedLeg | |
| withQuantities(QuantLib::Real quantity) (defined in CommodityIndexedLeg) | CommodityIndexedLeg | |
| withQuantities(const std::vector< QuantLib::Real > &quantities) (defined in CommodityIndexedLeg) | CommodityIndexedLeg | |
| withSpreads(QuantLib::Real spread) (defined in CommodityIndexedLeg) | CommodityIndexedLeg | |
| withSpreads(const std::vector< QuantLib::Real > &spreads) (defined in CommodityIndexedLeg) | CommodityIndexedLeg |