Reference manual - version qle_version
This is the complete list of members for CompoEquityIndex, including all inherited members.
| addDividend(const Dividend ÷nd, bool forceOverwrite=false) override | CompoEquityIndex | virtual |
| clone(const Handle< Quote > spotQuote, const Handle< YieldTermStructure > &rate, const Handle< YieldTermStructure > ÷nd) const override (defined in CompoEquityIndex) | CompoEquityIndex | virtual |
| CompoEquityIndex(const QuantLib::ext::shared_ptr< QuantExt::EquityIndex2 > &source, const QuantLib::ext::shared_ptr< FxIndex > &fxIndex, const Date ÷ndCutoffDate=Date()) | CompoEquityIndex | |
| currency() const (defined in EquityIndex2) | EquityIndex2 | |
| currency_ (defined in EquityIndex2) | EquityIndex2 | protected |
| dividend_ (defined in EquityIndex2) | EquityIndex2 | protected |
| dividendFixings() const override (defined in CompoEquityIndex) | CompoEquityIndex | virtual |
| dividendsBetweenDates(const Date &startDate, const Date &endDate) const (defined in EquityIndex2) | EquityIndex2 | |
| equityDividendCurve() const (defined in EquityIndex2) | EquityIndex2 | |
| equityForecastCurve() const (defined in EquityIndex2) | EquityIndex2 | |
| EquityIndex2(const std::string &familyName, const Calendar &fixingCalendar, const Currency ¤cy, const Handle< Quote > spotQuote=Handle< Quote >(), const Handle< YieldTermStructure > &rate=Handle< YieldTermStructure >(), const Handle< YieldTermStructure > ÷nd=Handle< YieldTermStructure >()) | EquityIndex2 | |
| equitySpot() const (defined in EquityIndex2) | EquityIndex2 | |
| familyName() const (defined in EquityIndex2) | EquityIndex2 | |
| familyName_ (defined in EquityIndex2) | EquityIndex2 | protected |
| fixing(const Date &fixingDate, bool forecastTodaysFixing=false) const override (defined in EquityIndex2) | EquityIndex2 | |
| fixing(const Date &fixingDate, bool forecastTodaysFixing, bool incDividend) const (defined in EquityIndex2) | EquityIndex2 | |
| fixingCalendar() const override (defined in EquityIndex2) | EquityIndex2 | |
| forecastFixing(const Date &fixingDate) const (defined in EquityIndex2) | EquityIndex2 | virtual |
| forecastFixing(const Time &fixingTime) const override | EquityIndex2 | virtual |
| forecastFixing(const Date &fixingDate, bool incDividend) const (defined in EquityIndex2) | EquityIndex2 | virtual |
| forecastFixing(const Time &fixingTime, bool incDividend) const (defined in EquityIndex2) | EquityIndex2 | virtual |
| isValidFixingDate(const Date &fixingDate) const override (defined in EquityIndex2) | EquityIndex2 | |
| name() const override (defined in EquityIndex2) | EquityIndex2 | |
| name_ (defined in EquityIndex2) | EquityIndex2 | protected |
| pastFixing(const Date &fixingDate) const override | CompoEquityIndex | virtual |
| rate_ (defined in EquityIndex2) | EquityIndex2 | protected |
| source() const (defined in CompoEquityIndex) | CompoEquityIndex | |
| spotQuote_ (defined in EquityIndex2) | EquityIndex2 | protected |
| update() override (defined in EquityIndex2) | EquityIndex2 | |
| ~EqFxIndexBase() (defined in EqFxIndexBase) | EqFxIndexBase | virtual |