ConventionsBasedFutureExpiry Member List

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

applyFutureMonthOffset(const QuantLib::Date &contractDate, Natural futureMonthOffset) override	ConventionsBasedFutureExpiry	virtual
avoidProhibited(const QuantLib::Date &expiry, bool forOption) const	ConventionsBasedFutureExpiry	private
commodityFutureConvention() const	ConventionsBasedFutureExpiry
contractDate(const QuantLib::Date &expiryDate) override	ConventionsBasedFutureExpiry	virtual
convention_	ConventionsBasedFutureExpiry	private
ConventionsBasedFutureExpiry(const std::string &commName, QuantLib::Size maxIterations=10)	ConventionsBasedFutureExpiry
ConventionsBasedFutureExpiry(const CommodityFutureConvention &convention, QuantLib::Size maxIterations=10)	ConventionsBasedFutureExpiry
expiry(QuantLib::Day dayOfMonth, QuantLib::Month contractMonth, QuantLib::Year contractYear, QuantLib::Natural monthOffset, bool forOption) const	ConventionsBasedFutureExpiry	private
expiryDate(const QuantLib::Date &contractDate, QuantLib::Natural monthOffset=0, bool forOption=false) override	ConventionsBasedFutureExpiry	virtual
maxIterations() const	ConventionsBasedFutureExpiry
maxIterations_	ConventionsBasedFutureExpiry	private
nextExpiry(bool includeExpiry=true, const QuantLib::Date &referenceDate=QuantLib::Date(), QuantLib::Natural offset=0, bool forOption=false) override	ConventionsBasedFutureExpiry	virtual
nextExpiry(const QuantLib::Date &referenceDate, bool forOption) const	ConventionsBasedFutureExpiry	private
priorExpiry(bool includeExpiry=true, const QuantLib::Date &referenceDate=QuantLib::Date(), bool forOption=false) override	ConventionsBasedFutureExpiry	virtual
~FutureExpiryCalculator()	FutureExpiryCalculator	virtual