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| CommoditySpotIndex (const std::string &underlyingName, const Calendar &fixingCalendar, const Handle< QuantExt::PriceTermStructure > &priceCurve=Handle< QuantExt::PriceTermStructure >()) |
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boost::shared_ptr< CommodityIndex > | clone (const QuantLib::Date &expiryDate=QuantLib::Date(), const boost::optional< QuantLib::Handle< PriceTermStructure >> &ts=boost::none) const override |
| Implement the base clone. The expiryDate is ignored for a CommoditySpotIndex.
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| CommodityIndex (const std::string &underlyingName, const QuantLib::Date &expiryDate, const Calendar &fixingCalendar, const Handle< QuantExt::PriceTermStructure > &priceCurve=Handle< QuantExt::PriceTermStructure >()) |
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| CommodityIndex (const std::string &underlyingName, const QuantLib::Date &expiryDate, const Calendar &fixingCalendar, bool keepDays, const Handle< QuantExt::PriceTermStructure > &priceCurve=Handle< QuantExt::PriceTermStructure >()) |
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std::string | name () const override |
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Calendar | fixingCalendar () const override |
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bool | isValidFixingDate (const Date &fixingDate) const override |
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Real | fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const override |
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void | update () override |
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std::string | underlyingName () const |
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const Handle< QuantExt::PriceTermStructure > & | priceCurve () const |
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bool | isFuturesIndex () const |
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const QuantLib::Date & | expiryDate () const |
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bool | keepDays () const |
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virtual Real | forecastFixing (const Date &fixingDate) const |
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virtual Real | forecastFixing (const Time &fixingTime) const override |
| returns the fixing at the given time
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virtual Real | pastFixing (const Date &fixingDate) const override |
| returns a past fixing at the given date More...
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