CommodityIndexedLeg Class Reference

Helper class building a sequence of commodity indexed cashflows. More...

#include <qle/cashflows/commodityindexedcashflow.hpp>

Public Member Functions
	CommodityIndexedLeg (const QuantLib::Schedule &schedule, const ext::shared_ptr< CommodityIndex > &index)
CommodityIndexedLeg &	withQuantities (QuantLib::Real quantity)
CommodityIndexedLeg &	withQuantities (const std::vector< QuantLib::Real > &quantities)
CommodityIndexedLeg &	withPaymentLag (QuantLib::Natural paymentLag)
CommodityIndexedLeg &	withPaymentCalendar (const QuantLib::Calendar &paymentCalendar)
CommodityIndexedLeg &	withPaymentConvention (QuantLib::BusinessDayConvention paymentConvention)
CommodityIndexedLeg &	withPricingLag (QuantLib::Natural pricingLag)
CommodityIndexedLeg &	withPricingLagCalendar (const QuantLib::Calendar &pricingLagCalendar)
CommodityIndexedLeg &	withSpreads (QuantLib::Real spread)
CommodityIndexedLeg &	withSpreads (const std::vector< QuantLib::Real > &spreads)
CommodityIndexedLeg &	withGearings (QuantLib::Real gearing)
CommodityIndexedLeg &	withGearings (const std::vector< QuantLib::Real > &gearings)
CommodityIndexedLeg &	paymentTiming (CommodityIndexedCashFlow::PaymentTiming paymentTiming)
CommodityIndexedLeg &	inArrears (bool flag=true)
CommodityIndexedLeg &	useFuturePrice (bool flag=false)
CommodityIndexedLeg &	useFutureExpiryDate (bool flag=true)
CommodityIndexedLeg &	withFutureMonthOffset (QuantLib::Natural futureMonthOffset)
CommodityIndexedLeg &	withFutureExpiryCalculator (const ext::shared_ptr< FutureExpiryCalculator > &calc=nullptr)
CommodityIndexedLeg &	payAtMaturity (bool flag=false)
CommodityIndexedLeg &	withPricingDates (const std::vector< QuantLib::Date > &pricingDates)
CommodityIndexedLeg &	withPaymentDates (const std::vector< QuantLib::Date > &paymentDates)
CommodityIndexedLeg &	withDailyExpiryOffset (QuantLib::Natural dailyExpiryOffset)
CommodityIndexedLeg &	withFxIndex (const ext::shared_ptr< FxIndex > &fxIndex)
CommodityIndexedLeg &	withIsAveraging (const bool isAveraging)
CommodityIndexedLeg &	withPricingCalendar (const QuantLib::Calendar &pricingCalendar)
CommodityIndexedLeg &	includeEndDate (bool flag=true)
CommodityIndexedLeg &	excludeStartDate (bool flag=true)
	operator Leg () const

Detailed Description

Helper class building a sequence of commodity indexed cashflows.