Fully annotated reference manual - version 1.8.12
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This is the complete list of members for CommodityAveragePriceOption, including all inherited members.
| additionalData() const | Trade | virtual |
| additionalData_ | Trade | mutableprotected |
| additionalDatum(const std::string &tag) const | Trade | |
| addPremiums(std::vector< QuantLib::ext::shared_ptr< Instrument > > &instruments, std::vector< Real > &multipliers, const Real tradeMultiplier, const PremiumData &premiumData, const Real premiumMultiplier, const Currency &tradeCurrency, const QuantLib::ext::shared_ptr< EngineFactory > &factory, const string &configuration) | Trade | protected |
| allAveraging_ | CommodityAveragePriceOption | private |
| barrierData() | CommodityAveragePriceOption | |
| barrierData_ | CommodityAveragePriceOption | private |
| build(const QuantLib::ext::shared_ptr< ore::data::EngineFactory > &engineFactory) override | CommodityAveragePriceOption | |
| ore::data::Trade::build(const QuantLib::ext::shared_ptr< EngineFactory > &)=0 | Trade | pure virtual |
| buildApo(const QuantLib::ext::shared_ptr< ore::data::EngineFactory > &engineFactory, const QuantLib::Leg &leg, QuantLib::Date exerciseDate, const QuantLib::ext::shared_ptr< ore::data::EngineBuilder > &builder) | CommodityAveragePriceOption | private |
| buildLeg(const QuantLib::ext::shared_ptr< ore::data::EngineFactory > &engineFactory, const std::string &configuration) | CommodityAveragePriceOption | private |
| buildStandardOption(const QuantLib::ext::shared_ptr< ore::data::EngineFactory > &engineFactory, const QuantLib::Leg &leg, QuantLib::Date exerciseDate) | CommodityAveragePriceOption | private |
| CommodityAveragePriceOption() | CommodityAveragePriceOption | |
| CommodityAveragePriceOption(const ore::data::Envelope &envelope, const ore::data::OptionData &optionData, QuantLib::Real quantity, QuantLib::Real strike, const std::string ¤cy, const std::string &name, CommodityPriceType priceType, const std::string &startDate, const std::string &endDate, const std::string &paymentCalendar, const std::string &paymentLag, const std::string &paymentConvention, const std::string &pricingCalendar, const std::string &paymentDate="", QuantLib::Real gearing=1.0, QuantLib::Spread spread=0.0, QuantExt::CommodityQuantityFrequency commodityQuantityFrequency=QuantExt::CommodityQuantityFrequency::PerCalculationPeriod, CommodityPayRelativeTo commodityPayRelativeTo=CommodityPayRelativeTo::CalculationPeriodEndDate, QuantLib::Natural futureMonthOffset=0, QuantLib::Natural deliveryRollDays=0, bool includePeriodEnd=true, const BarrierData &barrierData={}, const std::string &fxIndex="") | CommodityAveragePriceOption | |
| commodityPayRelativeTo() const | CommodityAveragePriceOption | |
| commodityPayRelativeTo_ | CommodityAveragePriceOption | private |
| commodityQuantityFrequency() const | CommodityAveragePriceOption | |
| commodityQuantityFrequency_ | CommodityAveragePriceOption | private |
| currency() const | CommodityAveragePriceOption | |
| currency_ | CommodityAveragePriceOption | private |
| deliveryRollDays() const | CommodityAveragePriceOption | |
| deliveryRollDays_ | CommodityAveragePriceOption | private |
| endDate() const | CommodityAveragePriceOption | |
| endDate_ | CommodityAveragePriceOption | private |
| envelope() const | Trade | |
| envelope_ | Trade | private |
| fixings(const QuantLib::Date &settlementDate=QuantLib::Date()) const | Trade | virtual |
| fromFile(const std::string &filename) | XMLSerializable | |
| fromXML(ore::data::XMLNode *node) override | CommodityAveragePriceOption | virtual |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| futureMonthOffset() const | CommodityAveragePriceOption | |
| futureMonthOffset_ | CommodityAveragePriceOption | private |
| fxIndex() const | CommodityAveragePriceOption | |
| fxIndex_ | CommodityAveragePriceOption | private |
| gearing() const | CommodityAveragePriceOption | |
| gearing_ | CommodityAveragePriceOption | private |
| getCumulativePricingTime() const | Trade | |
| getNumberOfPricings() const | Trade | |
| hasCashflows() const override | CommodityAveragePriceOption | virtual |
| id() | Trade | |
| id() const | Trade | |
| id_ | Trade | private |
| includePeriodEnd() const | CommodityAveragePriceOption | |
| includePeriodEnd_ | CommodityAveragePriceOption | private |
| instrument() const | Trade | |
| instrument_ | Trade | protected |
| isExpired(const Date &d) | Trade | virtual |
| issuer() const | Trade | |
| issuer_ | Trade | protected |
| legCurrencies() const | Trade | |
| legCurrencies_ | Trade | protected |
| legPayers() const | Trade | |
| legPayers_ | Trade | protected |
| legs() const | Trade | |
| legs_ | Trade | protected |
| maturity() const | Trade | |
| maturity_ | Trade | protected |
| name() const | CommodityAveragePriceOption | |
| name_ | CommodityAveragePriceOption | private |
| notional() const | Trade | virtual |
| notional_ | Trade | protected |
| notionalCurrency() const | Trade | virtual |
| notionalCurrency_ | Trade | protected |
| npvCurrency() const | Trade | |
| npvCurrency_ | Trade | protected |
| optionData() | CommodityAveragePriceOption | |
| optionData_ | CommodityAveragePriceOption | private |
| paymentCalendar() const | CommodityAveragePriceOption | |
| paymentCalendar_ | CommodityAveragePriceOption | private |
| paymentConvention() const | CommodityAveragePriceOption | |
| paymentConvention_ | CommodityAveragePriceOption | private |
| paymentDate() const | CommodityAveragePriceOption | |
| paymentDate_ | CommodityAveragePriceOption | private |
| paymentLag() const | CommodityAveragePriceOption | |
| paymentLag_ | CommodityAveragePriceOption | private |
| portfolioIds() const | Trade | |
| priceType() const | CommodityAveragePriceOption | |
| priceType_ | CommodityAveragePriceOption | private |
| pricingCalendar() const | CommodityAveragePriceOption | |
| pricingCalendar_ | CommodityAveragePriceOption | private |
| quantity() const | CommodityAveragePriceOption | |
| quantity_ | CommodityAveragePriceOption | private |
| requiredFixings() const | Trade | |
| requiredFixings_ | Trade | protected |
| reset() | Trade | |
| resetPricingStats(const std::size_t numberOfPricings=0, const boost::timer::nanosecond_type cumulativePricingTime=0) | Trade | |
| savedCumulativePricingTime_ | Trade | protected |
| savedNumberOfPricings_ | Trade | protected |
| sensitivityTemplate() const | Trade | |
| sensitivityTemplate_ | Trade | protected |
| sensitivityTemplateSet_ | Trade | protected |
| setAdditionalData(const std::map< std::string, boost::any > &additionalData) | Trade | |
| setEnvelope(const Envelope &envelope) | Trade | |
| setLegBasedAdditionalData(const Size legNo, Size resultLegId=Null< Size >()) const | Trade | protected |
| setSensitivityTemplate(const EngineBuilder &builder) | Trade | protected |
| setSensitivityTemplate(const std::string &id) | Trade | protected |
| spread() const | CommodityAveragePriceOption | |
| spread_ | CommodityAveragePriceOption | private |
| startDate() const | CommodityAveragePriceOption | |
| startDate_ | CommodityAveragePriceOption | private |
| strike() const | CommodityAveragePriceOption | |
| strike_ | CommodityAveragePriceOption | private |
| toFile(const std::string &filename) const | XMLSerializable | |
| toXML(ore::data::XMLDocument &doc) const override | CommodityAveragePriceOption | virtual |
| toXMLString() const | XMLSerializable | |
| Trade() | Trade | |
| Trade(const string &tradeType, const Envelope &env=Envelope(), const TradeActions &ta=TradeActions()) | Trade | |
| tradeActions() | Trade | |
| tradeActions() const | Trade | |
| tradeActions_ | Trade | private |
| tradeType() const | Trade | |
| tradeType_ | Trade | protected |
| underlyingIndices(const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceDataManager=nullptr) const override | CommodityAveragePriceOption | virtual |
| validate() const | Trade | |
| ~Trade() | Trade | virtual |
| ~XMLSerializable() | XMLSerializable | virtual |