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Fully annotated reference manual - version 1.8.12
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CommodityCurveConfig Member List

This is the complete list of members for CommodityCurveConfig, including all inherited members.

addBasis() constCommodityCurveConfig
addBasis()CommodityCurveConfig
addBasis_CommodityCurveConfigprivate
averageBase() constCommodityCurveConfig
averageBase()CommodityCurveConfig
averageBase_CommodityCurveConfigprivate
baseConventionsId() constCommodityCurveConfig
baseConventionsId()CommodityCurveConfig
baseConventionsId_CommodityCurveConfigprivate
basePriceCurveId() constCommodityCurveConfig
basePriceCurveId()CommodityCurveConfig
basePriceCurveId_CommodityCurveConfigprivate
baseYieldCurveId() constCommodityCurveConfig
baseYieldCurveId()CommodityCurveConfig
baseYieldCurveId_CommodityCurveConfigprivate
bootstrapConfig() constCommodityCurveConfig
bootstrapConfig_CommodityCurveConfigprivate
CommodityCurveConfig()CommodityCurveConfig
CommodityCurveConfig(const std::string &curveId, const std::string &curveDescription, const std::string &currency, const std::vector< std::string > &quotes, 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 &currency, 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 &currency, 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 &currency, 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() constCommodityCurveConfig
commoditySpotQuoteId()CommodityCurveConfig
commoditySpotQuoteId_CommodityCurveConfigprivate
conventionsId() constCommodityCurveConfig
conventionsId()CommodityCurveConfig
conventionsId_CommodityCurveConfigprivate
currency() constCommodityCurveConfig
currency()CommodityCurveConfig
currency_CommodityCurveConfigprivate
CurveConfig(const string &curveID, const string &curveDescription, const vector< string > &quotes=vector< string >())CurveConfig
CurveConfig()CurveConfig
curveDescription() constCurveConfig
curveDescription()CurveConfig
curveDescription_CurveConfigprotected
curveID() constCurveConfig
curveID()CurveConfig
curveID_CurveConfigprotected
dayCountId() constCommodityCurveConfig
dayCountId()CommodityCurveConfig
dayCountId_CommodityCurveConfigprivate
extrapolation() constCommodityCurveConfig
extrapolation()CommodityCurveConfig
extrapolation_CommodityCurveConfigprivate
fromFile(const std::string &filename)XMLSerializable
fromXML(XMLNode *node) overrideCommodityCurveConfigvirtual
fromXMLString(const std::string &xml)XMLSerializable
fwdQuotes() constCommodityCurveConfig
fwdQuotes_CommodityCurveConfigprivate
interpolationMethod() constCommodityCurveConfig
interpolationMethod()CommodityCurveConfig
interpolationMethod_CommodityCurveConfigprivate
monthOffset() constCommodityCurveConfig
monthOffset()CommodityCurveConfig
monthOffset_CommodityCurveConfigprivate
populateRequiredCurveIds()CommodityCurveConfigprivate
priceAsHistFixing() constCommodityCurveConfig
priceAsHistFixing()CommodityCurveConfig
priceAsHistFixing_CommodityCurveConfigprivate
priceSegments() constCommodityCurveConfig
priceSegments_CommodityCurveConfigprivate
processSegments(std::vector< PriceSegment > priceSegments)CommodityCurveConfigprivate
quotes()CurveConfigvirtual
quotes_CurveConfigprotected
requiredCurveIds(const CurveSpec::CurveType &curveType) constCurveConfig
requiredCurveIds() constCurveConfig
requiredCurveIds(const CurveSpec::CurveType &curveType)CurveConfig
requiredCurveIds()CurveConfig
requiredCurveIds_CurveConfigprotected
setBootstrapConfig(const BootstrapConfig &bootstrapConfig)CommodityCurveConfig
setPriceSegments(const std::map< unsigned short, PriceSegment > &priceSegments)CommodityCurveConfig
toFile(const std::string &filename) constXMLSerializable
toXML(XMLDocument &doc) const overrideCommodityCurveConfigvirtual
toXMLString() constXMLSerializable
type() constCommodityCurveConfig
type()CommodityCurveConfig
Type enum nameCommodityCurveConfig
type_CommodityCurveConfigprivate
yieldCurveId() constCommodityCurveConfig
yieldCurveId()CommodityCurveConfig
yieldCurveId_CommodityCurveConfigprivate
~XMLSerializable()XMLSerializablevirtual