Fully annotated reference manual - version 1.8.12
Loading...
Searching...
No Matches
This is the complete list of members for CommodityFutureConvention, including all inherited members.
| adjustBeforeOffset() const | CommodityFutureConvention | |
| adjustBeforeOffset_ | CommodityFutureConvention | private |
| AnchorType enum name | CommodityFutureConvention | |
| anchorType() const | CommodityFutureConvention | |
| anchorType_ | CommodityFutureConvention | private |
| averagingData() const | CommodityFutureConvention | |
| averagingData_ | CommodityFutureConvention | private |
| balanceOfTheMonth() const | CommodityFutureConvention | |
| balanceOfTheMonth_ | CommodityFutureConvention | private |
| balanceOfTheMonthPricingCalendar() const | CommodityFutureConvention | |
| balanceOfTheMonthPricingCalendar_ | CommodityFutureConvention | private |
| balanceOfTheMonthPricingCalendarStr_ | CommodityFutureConvention | private |
| bdc_ | CommodityFutureConvention | private |
| build() override | CommodityFutureConvention | virtual |
| businessDayConvention() const | CommodityFutureConvention | |
| businessDaysAfter() const | CommodityFutureConvention | |
| businessDaysAfter_ | CommodityFutureConvention | private |
| calendar() const | CommodityFutureConvention | |
| calendar_ | CommodityFutureConvention | private |
| calendarDaysBefore() const | CommodityFutureConvention | |
| calendarDaysBefore_ | CommodityFutureConvention | private |
| CommodityFutureConvention() | CommodityFutureConvention | |
| CommodityFutureConvention(const std::string &id, const DayOfMonth &dayOfMonth, const std::string &contractFrequency, const std::string &calendar, const std::string &expiryCalendar="", QuantLib::Size expiryMonthLag=0, const std::string &oneContractMonth="", const std::string &offsetDays="", const std::string &bdc="", bool adjustBeforeOffset=true, bool isAveraging=false, const OptionExpiryAnchorDateRule &optionExpiryDateRule=OptionExpiryAnchorDateRule(), const std::set< ProhibitedExpiry > &prohibitedExpiries={}, QuantLib::Size optionExpiryMonthLag=0, const std::string &optionBdc="", const std::map< QuantLib::Natural, QuantLib::Natural > &futureContinuationMappings={}, const std::map< QuantLib::Natural, QuantLib::Natural > &optionContinuationMappings={}, const AveragingData &averagingData=AveragingData(), QuantLib::Natural hoursPerDay=QuantLib::Null< QuantLib::Natural >(), const boost::optional< OffPeakPowerIndexData > &offPeakPowerIndexData=boost::none, const std::string &indexName="", const std::string &optionFrequency="") | CommodityFutureConvention | |
| CommodityFutureConvention(const std::string &id, const std::string &nth, const std::string &weekday, const std::string &contractFrequency, const std::string &calendar, const std::string &expiryCalendar="", QuantLib::Size expiryMonthLag=0, const std::string &oneContractMonth="", const std::string &offsetDays="", const std::string &bdc="", bool adjustBeforeOffset=true, bool isAveraging=false, const OptionExpiryAnchorDateRule &optionExpiryDateRule=OptionExpiryAnchorDateRule(), const std::set< ProhibitedExpiry > &prohibitedExpiries={}, QuantLib::Size optionExpiryMonthLag=0, const std::string &optionBdc="", const std::map< QuantLib::Natural, QuantLib::Natural > &futureContinuationMappings={}, const std::map< QuantLib::Natural, QuantLib::Natural > &optionContinuationMappings={}, const AveragingData &averagingData=AveragingData(), QuantLib::Natural hoursPerDay=QuantLib::Null< QuantLib::Natural >(), const boost::optional< OffPeakPowerIndexData > &offPeakPowerIndexData=boost::none, const std::string &indexName="", const std::string &optionFrequency="") | CommodityFutureConvention | |
| CommodityFutureConvention(const std::string &id, const CalendarDaysBefore &calendarDaysBefore, const std::string &contractFrequency, const std::string &calendar, const std::string &expiryCalendar="", QuantLib::Size expiryMonthLag=0, const std::string &oneContractMonth="", const std::string &offsetDays="", const std::string &bdc="", bool adjustBeforeOffset=true, bool isAveraging=false, const OptionExpiryAnchorDateRule &optionExpiryDateRule=OptionExpiryAnchorDateRule(), const std::set< ProhibitedExpiry > &prohibitedExpiries={}, QuantLib::Size optionExpiryMonthLag=0, const std::string &optionBdc="", const std::map< QuantLib::Natural, QuantLib::Natural > &futureContinuationMappings={}, const std::map< QuantLib::Natural, QuantLib::Natural > &optionContinuationMappings={}, const AveragingData &averagingData=AveragingData(), QuantLib::Natural hoursPerDay=QuantLib::Null< QuantLib::Natural >(), const boost::optional< OffPeakPowerIndexData > &offPeakPowerIndexData=boost::none, const std::string &indexName="", const std::string &optionFrequency="") | CommodityFutureConvention | |
| CommodityFutureConvention(const std::string &id, const BusinessDaysAfter &businessDaysAfter, const std::string &contractFrequency, const std::string &calendar, const std::string &expiryCalendar="", QuantLib::Size expiryMonthLag=0, const std::string &oneContractMonth="", const std::string &offsetDays="", const std::string &bdc="", bool adjustBeforeOffset=true, bool isAveraging=false, const OptionExpiryAnchorDateRule &optionExpiryDateRule=OptionExpiryAnchorDateRule(), const std::set< ProhibitedExpiry > &prohibitedExpiries={}, QuantLib::Size optionExpiryMonthLag=0, const std::string &optionBdc="", const std::map< QuantLib::Natural, QuantLib::Natural > &futureContinuationMappings={}, const std::map< QuantLib::Natural, QuantLib::Natural > &optionContinuationMappings={}, const AveragingData &averagingData=AveragingData(), QuantLib::Natural hoursPerDay=QuantLib::Null< QuantLib::Natural >(), const boost::optional< OffPeakPowerIndexData > &offPeakPowerIndexData=boost::none, const std::string &indexName="", const std::string &optionFrequency="") | CommodityFutureConvention | |
| contractFrequency() const | CommodityFutureConvention | |
| contractFrequency_ | CommodityFutureConvention | private |
| Convention() | Convention | protected |
| Convention(const string &id, Type type) | Convention | protected |
| dayOfMonth() const | CommodityFutureConvention | |
| dayOfMonth_ | CommodityFutureConvention | private |
| expiryCalendar() const | CommodityFutureConvention | |
| expiryCalendar_ | CommodityFutureConvention | private |
| expiryMonthLag() const | CommodityFutureConvention | |
| expiryMonthLag_ | CommodityFutureConvention | private |
| fromFile(const std::string &filename) | XMLSerializable | |
| fromXML(XMLNode *node) override | CommodityFutureConvention | virtual |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| futureContinuationMappings() const | CommodityFutureConvention | |
| futureContinuationMappings_ | CommodityFutureConvention | private |
| hoursPerDay() const | CommodityFutureConvention | |
| hoursPerDay_ | CommodityFutureConvention | private |
| id() const | Convention | |
| id_ | Convention | protected |
| indexName() const | CommodityFutureConvention | |
| indexName_ | CommodityFutureConvention | private |
| isAveraging() const | CommodityFutureConvention | |
| isAveraging_ | CommodityFutureConvention | private |
| nth() const | CommodityFutureConvention | |
| nth_ | CommodityFutureConvention | private |
| offPeakPowerIndexData() const | CommodityFutureConvention | |
| offPeakPowerIndexData_ | CommodityFutureConvention | private |
| offsetDays() const | CommodityFutureConvention | |
| offsetDays_ | CommodityFutureConvention | private |
| oneContractMonth() const | CommodityFutureConvention | |
| oneContractMonth_ | CommodityFutureConvention | private |
| optionAnchorType() const | CommodityFutureConvention | |
| OptionAnchorType enum name | CommodityFutureConvention | |
| optionAnchorType_ | CommodityFutureConvention | private |
| optionBdc_ | CommodityFutureConvention | private |
| optionBusinessDayConvention() const | CommodityFutureConvention | |
| optionContinuationMappings() const | CommodityFutureConvention | |
| optionContinuationMappings_ | CommodityFutureConvention | private |
| optionContractFrequency() const | CommodityFutureConvention | |
| optionContractFrequency_ | CommodityFutureConvention | private |
| optionExpiryDay() const | CommodityFutureConvention | |
| optionExpiryDay_ | CommodityFutureConvention | private |
| optionExpiryMonthLag() const | CommodityFutureConvention | |
| optionExpiryMonthLag_ | CommodityFutureConvention | private |
| optionExpiryOffset() const | CommodityFutureConvention | |
| optionExpiryOffset_ | CommodityFutureConvention | private |
| optionNth() const | CommodityFutureConvention | |
| optionNth_ | CommodityFutureConvention | private |
| optionUnderlyingFutureConvention() const | CommodityFutureConvention | |
| optionUnderlyingFutureConvention_ | CommodityFutureConvention | private |
| optionWeekday() const | CommodityFutureConvention | |
| optionWeekday_ | CommodityFutureConvention | private |
| parseAndValidateFrequency(const std::string &strFrequency) | CommodityFutureConvention | private |
| prohibitedExpiries() const | CommodityFutureConvention | |
| prohibitedExpiries_ | CommodityFutureConvention | private |
| savingsTime() const | CommodityFutureConvention | |
| savingsTime_ | CommodityFutureConvention | private |
| strBdc_ | CommodityFutureConvention | private |
| strBusinessDaysAfter_ | CommodityFutureConvention | private |
| strCalendar_ | CommodityFutureConvention | private |
| strCalendarDaysBefore_ | CommodityFutureConvention | private |
| strContractFrequency_ | CommodityFutureConvention | private |
| strDayOfMonth_ | CommodityFutureConvention | private |
| strExpiryCalendar_ | CommodityFutureConvention | private |
| strNth_ | CommodityFutureConvention | private |
| strOffsetDays_ | CommodityFutureConvention | private |
| strOneContractMonth_ | CommodityFutureConvention | private |
| strOptionBdc_ | CommodityFutureConvention | private |
| strOptionContractFrequency_ | CommodityFutureConvention | private |
| strOptionExpiryDay_ | CommodityFutureConvention | private |
| strOptionExpiryOffset_ | CommodityFutureConvention | private |
| strOptionNth_ | CommodityFutureConvention | private |
| strOptionWeekday_ | CommodityFutureConvention | private |
| strWeekday_ | CommodityFutureConvention | private |
| toFile(const std::string &filename) const | XMLSerializable | |
| toXML(XMLDocument &doc) const override | CommodityFutureConvention | virtual |
| toXMLString() const | XMLSerializable | |
| Type enum name | Convention | |
| type() const | Convention | |
| type_ | Convention | protected |
| validateBdc(const ProhibitedExpiry &pe) const | CommodityFutureConvention | private |
| validContractMonths() const | CommodityFutureConvention | |
| validContractMonths_ | CommodityFutureConvention | private |
| weekday() const | CommodityFutureConvention | |
| weekday_ | CommodityFutureConvention | private |
| ~Convention() | Convention | virtual |
| ~XMLSerializable() | XMLSerializable | virtual |