accrued(const Date &refDate) const | CommodityAveragePriceOption | |
barrierLevel() const | CommodityAveragePriceOption | |
barrierLevel_ | CommodityAveragePriceOption | private |
barrierStyle() const | CommodityAveragePriceOption | |
barrierStyle_ | CommodityAveragePriceOption | private |
barrierType() const | CommodityAveragePriceOption | |
barrierType_ | CommodityAveragePriceOption | private |
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() const | CommodityAveragePriceOption | |
flow_ | CommodityAveragePriceOption | private |
fxIndex() const | CommodityAveragePriceOption | |
fxIndex_ | CommodityAveragePriceOption | private |
isExpired() const override | CommodityAveragePriceOption | |
quantity_ | CommodityAveragePriceOption | private |
settlementMethod() const | CommodityAveragePriceOption | |
settlementMethod_ | CommodityAveragePriceOption | private |
settlementType() const | CommodityAveragePriceOption | |
settlementType_ | CommodityAveragePriceOption | private |
setupArguments(PricingEngine::arguments *) const override | CommodityAveragePriceOption | |
strikePrice_ | CommodityAveragePriceOption | private |
type_ | CommodityAveragePriceOption | private |
underlyingFlow() const | CommodityAveragePriceOption | |