| addBasis() const | CommodityCurveConfig | |
| addBasis() | CommodityCurveConfig | |
| addBasis_ | CommodityCurveConfig | private |
| averageBase() const | CommodityCurveConfig | |
| averageBase() | CommodityCurveConfig | |
| averageBase_ | CommodityCurveConfig | private |
| baseConventionsId() const | CommodityCurveConfig | |
| baseConventionsId() | CommodityCurveConfig | |
| baseConventionsId_ | CommodityCurveConfig | private |
| basePriceCurveId() const | CommodityCurveConfig | |
| basePriceCurveId() | CommodityCurveConfig | |
| basePriceCurveId_ | CommodityCurveConfig | private |
| baseYieldCurveId() const | CommodityCurveConfig | |
| baseYieldCurveId() | CommodityCurveConfig | |
| baseYieldCurveId_ | CommodityCurveConfig | private |
| bootstrapConfig() const | CommodityCurveConfig | |
| bootstrapConfig_ | CommodityCurveConfig | private |
| CommodityCurveConfig() | CommodityCurveConfig | |
| CommodityCurveConfig(const std::string &curveId, const std::string &curveDescription, const std::string ¤cy, const std::vector< std::string > "es, const std::string &commoditySpotQuote="", const std::string &dayCountId="A365", const std::string &interpolationMethod="Linear", bool extrapolation=true, const std::string &conventionsId="") | CommodityCurveConfig | |
| CommodityCurveConfig(const std::string &curveId, const std::string &curveDescription, const std::string ¤cy, const std::string &basePriceCurveId, const std::string &baseYieldCurveId, const std::string &yieldCurveId, bool extrapolation=true) | CommodityCurveConfig | |
| CommodityCurveConfig(const std::string &curveId, const std::string &curveDescription, const std::string ¤cy, const std::string &basePriceCurveId, const std::string &baseConventionsId, const std::vector< std::string > &basisQuotes, const std::string &basisConventionsId, const std::string &dayCountId="A365", const std::string &interpolationMethod="Linear", bool extrapolation=true, bool addBasis=true, QuantLib::Natural monthOffset=0, bool averageBase=true) | CommodityCurveConfig | |
| CommodityCurveConfig(const std::string &curveId, const std::string &curveDescription, const std::string ¤cy, const std::vector< PriceSegment > &priceSegments, const std::string &dayCountId="A365", const std::string &interpolationMethod="Linear", bool extrapolation=true, const boost::optional< BootstrapConfig > &bootstrapConfig=boost::none) | CommodityCurveConfig | |
| commoditySpotQuoteId() const | CommodityCurveConfig | |
| commoditySpotQuoteId() | CommodityCurveConfig | |
| commoditySpotQuoteId_ | CommodityCurveConfig | private |
| conventionsId() const | CommodityCurveConfig | |
| conventionsId() | CommodityCurveConfig | |
| conventionsId_ | CommodityCurveConfig | private |
| currency() const | CommodityCurveConfig | |
| currency() | CommodityCurveConfig | |
| currency_ | CommodityCurveConfig | private |
| CurveConfig(const string &curveID, const string &curveDescription, const vector< string > "es=vector< string >()) | CurveConfig | |
| CurveConfig() | CurveConfig | |
| curveDescription() const | CurveConfig | |
| curveDescription() | CurveConfig | |
| curveDescription_ | CurveConfig | protected |
| curveID() const | CurveConfig | |
| curveID() | CurveConfig | |
| curveID_ | CurveConfig | protected |
| dayCountId() const | CommodityCurveConfig | |
| dayCountId() | CommodityCurveConfig | |
| dayCountId_ | CommodityCurveConfig | private |
| extrapolation() const | CommodityCurveConfig | |
| extrapolation() | CommodityCurveConfig | |
| extrapolation_ | CommodityCurveConfig | private |
| fromFile(const std::string &filename) | XMLSerializable | |
| fromXML(XMLNode *node) override | CommodityCurveConfig | virtual |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| fwdQuotes() const | CommodityCurveConfig | |
| fwdQuotes_ | CommodityCurveConfig | private |
| interpolationMethod() const | CommodityCurveConfig | |
| interpolationMethod() | CommodityCurveConfig | |
| interpolationMethod_ | CommodityCurveConfig | private |
| monthOffset() const | CommodityCurveConfig | |
| monthOffset() | CommodityCurveConfig | |
| monthOffset_ | CommodityCurveConfig | private |
| populateRequiredCurveIds() | CommodityCurveConfig | private |
| priceAsHistFixing() const | CommodityCurveConfig | |
| priceAsHistFixing() | CommodityCurveConfig | |
| priceAsHistFixing_ | CommodityCurveConfig | private |
| priceSegments() const | CommodityCurveConfig | |
| priceSegments_ | CommodityCurveConfig | private |
| processSegments(std::vector< PriceSegment > priceSegments) | CommodityCurveConfig | private |
| quotes() | CurveConfig | virtual |
| quotes_ | CurveConfig | protected |
| requiredCurveIds(const CurveSpec::CurveType &curveType) const | CurveConfig | |
| requiredCurveIds() const | CurveConfig | |
| requiredCurveIds(const CurveSpec::CurveType &curveType) | CurveConfig | |
| requiredCurveIds() | CurveConfig | |
| requiredCurveIds_ | CurveConfig | protected |
| setBootstrapConfig(const BootstrapConfig &bootstrapConfig) | CommodityCurveConfig | |
| setPriceSegments(const std::map< unsigned short, PriceSegment > &priceSegments) | CommodityCurveConfig | |
| toFile(const std::string &filename) const | XMLSerializable | |
| toXML(XMLDocument &doc) const override | CommodityCurveConfig | virtual |
| toXMLString() const | XMLSerializable | |
| type() const | CommodityCurveConfig | |
| type() | CommodityCurveConfig | |
| Type enum name | CommodityCurveConfig | |
| type_ | CommodityCurveConfig | private |
| yieldCurveId() const | CommodityCurveConfig | |
| yieldCurveId() | CommodityCurveConfig | |
| yieldCurveId_ | CommodityCurveConfig | private |
| ~XMLSerializable() | XMLSerializable | virtual |