CommodityBasisPriceCurveWrapper Member List

This is the complete list of members for CommodityBasisPriceCurveWrapper, 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
basisFec_	CommodityBasisPriceTermStructure	protected
basisFutureExpiryCalculator() const	CommodityBasisPriceTermStructure
checkRange(QuantLib::Time t, bool extrapolate) const	PriceTermStructure	protected
CommodityBasisPriceCurveWrapper(const QuantLib::Date &referenceDate, const QuantLib::ext::shared_ptr< PriceTermStructure > &priceCurve, 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 priceAsHistFixing=true)	CommodityBasisPriceCurveWrapper
CommodityBasisPriceCurveWrapper(const QuantLib::ext::shared_ptr< CommodityBasisPriceTermStructure > &referenceCurve, const QuantLib::ext::shared_ptr< CommodityIndex > &baseIndex, const QuantLib::ext::shared_ptr< PriceTermStructure > &priceCurve)	CommodityBasisPriceCurveWrapper
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	CommodityBasisPriceCurveWrapper	virtual
maxDate() const override	CommodityBasisPriceCurveWrapper
minTime() const override	CommodityBasisPriceCurveWrapper	virtual
monthOffset() const	CommodityBasisPriceTermStructure
monthOffset_	CommodityBasisPriceTermStructure	protected
performCalculations() const override	CommodityBasisPriceCurveWrapper	private
pillarDates() const override	CommodityBasisPriceCurveWrapper	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
priceCurve_	CommodityBasisPriceCurveWrapper	private
priceImpl(QuantLib::Time t) const override	CommodityBasisPriceCurveWrapper	privatevirtual
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
settlementDays() const override	CommodityBasisPriceCurveWrapper
update() override	CommodityBasisPriceCurveWrapper