Reference manual - version qle_version
This is the complete list of members for CommoditySpreadOption, including all inherited members.
| CommoditySpreadOption(const QuantLib::ext::shared_ptr< CommodityCashFlow > &longAssetCashflow, const QuantLib::ext::shared_ptr< CommodityCashFlow > &shortAssetCashflow, const ext::shared_ptr< Exercise > &exercise, const Real quantity, const Real strikePrice, Option::Type type, const QuantLib::Date &paymentDate=Date(), const QuantLib::ext::shared_ptr< FxIndex > &longAssetFxIndex=nullptr, const QuantLib::ext::shared_ptr< FxIndex > &shortAssetFxIndex=nullptr, Settlement::Type delivery=Settlement::Physical, Settlement::Method settlementMethod=Settlement::PhysicalOTC) (defined in CommoditySpreadOption) | CommoditySpreadOption | |
| effectiveStrike() const (defined in CommoditySpreadOption) | CommoditySpreadOption | |
| isCalendarSpread() const (defined in CommoditySpreadOption) | CommoditySpreadOption | |
| isExpired() const override (defined in CommoditySpreadOption) | CommoditySpreadOption | |
| longAssetFxIndex() const (defined in CommoditySpreadOption) | CommoditySpreadOption | |
| setupArguments(PricingEngine::arguments *) const override (defined in CommoditySpreadOption) | CommoditySpreadOption | |
| shortAssetFxIndex() const (defined in CommoditySpreadOption) | CommoditySpreadOption | |
| underlyingLongAssetFlow() const (defined in CommoditySpreadOption) | CommoditySpreadOption | |
| underlyingShortAssetFlow() const (defined in CommoditySpreadOption) | CommoditySpreadOption |