Logo
Fully annotated reference manual - version 1.8.12
Loading...
Searching...
No Matches
CommodityAveragePriceOption Member List

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

accrued(const Date &refDate) constCommodityAveragePriceOption
barrierLevel() constCommodityAveragePriceOption
barrierLevel_CommodityAveragePriceOptionprivate
barrierStyle() constCommodityAveragePriceOption
barrierStyle_CommodityAveragePriceOptionprivate
barrierType() constCommodityAveragePriceOption
barrierType_CommodityAveragePriceOptionprivate
CommodityAveragePriceOption(const QuantLib::ext::shared_ptr< CommodityIndexedAverageCashFlow > &flow, const ext::shared_ptr< Exercise > &exercise, const Real quantity, const Real strikePrice, Option::Type type, Settlement::Type delivery=Settlement::Physical, Settlement::Method settlementMethod=Settlement::PhysicalOTC, const Real barrierLevel=Null< Real >(), Barrier::Type barrierType=Barrier::Type::DownIn, Exercise::Type barrierStyle=Exercise::American, const QuantLib::ext::shared_ptr< FxIndex > &fxIndex=nullptr)CommodityAveragePriceOption
effectiveStrike() constCommodityAveragePriceOption
flow_CommodityAveragePriceOptionprivate
fxIndex() constCommodityAveragePriceOption
fxIndex_CommodityAveragePriceOptionprivate
isExpired() const overrideCommodityAveragePriceOption
quantity_CommodityAveragePriceOptionprivate
settlementMethod() constCommodityAveragePriceOption
settlementMethod_CommodityAveragePriceOptionprivate
settlementType() constCommodityAveragePriceOption
settlementType_CommodityAveragePriceOptionprivate
setupArguments(PricingEngine::arguments *) const overrideCommodityAveragePriceOption
strikePrice_CommodityAveragePriceOptionprivate
type_CommodityAveragePriceOptionprivate
underlyingFlow() constCommodityAveragePriceOption