Fully annotated reference manual - version 1.8.12
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This is the complete list of members for CommodityBasisPriceCurve< Interpolator >, including all inherited members.
| addBasis() const | CommodityBasisPriceTermStructure | |
| addBasis_ | CommodityBasisPriceTermStructure | protected |
| averagingBaseCashflow() const | CommodityBasisPriceTermStructure | |
| averagingBaseCashflow_ | CommodityBasisPriceTermStructure | protected |
| baseFec_ | CommodityBasisPriceTermStructure | protected |
| baseFutureExpiryCalculator() const | CommodityBasisPriceTermStructure | |
| baseIndex() const | CommodityBasisPriceTermStructure | |
| baseIndex_ | CommodityBasisPriceTermStructure | protected |
| baseLeg_ | CommodityBasisPriceCurve< Interpolator > | private |
| basisData_ | CommodityBasisPriceCurve< Interpolator > | private |
| basisFec_ | CommodityBasisPriceTermStructure | protected |
| basisFutureExpiryCalculator() const | CommodityBasisPriceTermStructure | |
| basisInterpolation_ | CommodityBasisPriceCurve< Interpolator > | mutableprivate |
| basisTimes_ | CommodityBasisPriceCurve< Interpolator > | mutableprivate |
| basisValues_ | CommodityBasisPriceCurve< Interpolator > | mutableprivate |
| checkRange(QuantLib::Time t, bool extrapolate) const | PriceTermStructure | protected |
| CommodityBasisPriceCurve(const QuantLib::Date &referenceDate, const std::map< QuantLib::Date, QuantLib::Handle< QuantLib::Quote > > &basisData, const QuantLib::ext::shared_ptr< FutureExpiryCalculator > &basisFec, const QuantLib::ext::shared_ptr< CommodityIndex > &baseIndex, const QuantLib::ext::shared_ptr< FutureExpiryCalculator > &baseFec, bool addBasis=true, QuantLib::Size monthOffset=0, bool priceAsHistFixing=true, const Interpolator &interpolator=Interpolator()) | CommodityBasisPriceCurve< Interpolator > | |
| CommodityBasisPriceTermStructure(const QuantLib::Date &referenceDate, const QuantLib::Calendar &cal, const QuantLib::DayCounter &dc, const QuantLib::ext::shared_ptr< FutureExpiryCalculator > &basisFec, const QuantLib::ext::shared_ptr< CommodityIndex > &baseIndex, const QuantLib::ext::shared_ptr< FutureExpiryCalculator > &baseFec, bool addBasis=true, QuantLib::Size monthOffset=0, bool averagingBaseCashflow=false, bool priceAsHistoricalFixing=true) | CommodityBasisPriceTermStructure | |
| CommodityBasisPriceTermStructure(const QuantLib::Date &referenceDate, const QuantLib::ext::shared_ptr< FutureExpiryCalculator > &basisFec, const QuantLib::ext::shared_ptr< CommodityIndex > &baseIndex, const QuantLib::ext::shared_ptr< FutureExpiryCalculator > &baseFec, bool addBasis=true, QuantLib::Size monthOffset=0, bool averagingBaseCashflow=false, bool priceAsHistoricalFixing=true) | CommodityBasisPriceTermStructure | |
| currency() const override | CommodityBasisPriceCurve< Interpolator > | virtual |
| dates_ | CommodityBasisPriceCurve< Interpolator > | private |
| legIndexMap_ | CommodityBasisPriceCurve< Interpolator > | private |
| maxDate() const override | CommodityBasisPriceCurve< Interpolator > | |
| maxTime() const override | CommodityBasisPriceCurve< Interpolator > | |
| minTime() const override | CommodityBasisPriceCurve< Interpolator > | virtual |
| monthOffset() const | CommodityBasisPriceTermStructure | |
| monthOffset_ | CommodityBasisPriceTermStructure | protected |
| performCalculations() const override | CommodityBasisPriceCurve< Interpolator > | |
| pillarDates() const override | CommodityBasisPriceCurve< Interpolator > | virtual |
| price(QuantLib::Time t, bool extrapolate=false) const | PriceTermStructure | |
| price(const QuantLib::Date &d, bool extrapolate=false) const | PriceTermStructure | |
| priceAsHistoricalFixing() const | CommodityBasisPriceTermStructure | |
| priceAsHistoricalFixing_ | CommodityBasisPriceTermStructure | protected |
| priceImpl(QuantLib::Time t) const override | CommodityBasisPriceCurve< Interpolator > | protectedvirtual |
| prices() const | CommodityBasisPriceCurve< Interpolator > | |
| PriceTermStructure(const QuantLib::DayCounter &dc=QuantLib::DayCounter()) | PriceTermStructure | |
| PriceTermStructure(const QuantLib::Date &referenceDate, const QuantLib::Calendar &cal=QuantLib::Calendar(), const QuantLib::DayCounter &dc=QuantLib::DayCounter()) | PriceTermStructure | |
| PriceTermStructure(QuantLib::Natural settlementDays, const QuantLib::Calendar &cal, const QuantLib::DayCounter &dc=QuantLib::DayCounter()) | PriceTermStructure | |
| times() const | CommodityBasisPriceCurve< Interpolator > | |
| update() override | CommodityBasisPriceCurve< Interpolator > |