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 |