This is the complete list of members for CommoditySpreadOption, including all inherited members.
CommoditySpreadOption(const boost::shared_ptr< CommodityCashFlow > &longAssetCashflow, const boost::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 boost::shared_ptr< FxIndex > &longAssetFxIndex=nullptr, const boost::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 |