CommodityIndexedAverageCashFlow Member List

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

accept(QuantLib::AcyclicVisitor &v) override	CommodityIndexedAverageCashFlow
amount() const override	CommodityIndexedAverageCashFlow
amount_	CommodityCashFlow	mutableprotected
averagePrice_	CommodityIndexedAverageCashFlow	mutableprivate
CommodityCashFlow(QuantLib::Real quantity, QuantLib::Real spread, QuantLib::Real gearing, bool useFuturePrice, const ext::shared_ptr< CommodityIndex > &index, const ext::shared_ptr< FxIndex > &fxIndex)	CommodityCashFlow
CommodityIndexedAverageCashFlow(QuantLib::Real quantity, const QuantLib::Date &startDate, const QuantLib::Date &endDate, const QuantLib::Date &paymentDate, const ext::shared_ptr< CommodityIndex > &index, const QuantLib::Calendar &pricingCalendar=QuantLib::Calendar(), QuantLib::Real spread=0.0, QuantLib::Real gearing=1.0, bool useFuturePrice=false, QuantLib::Natural deliveryDateRoll=0, QuantLib::Natural futureMonthOffset=0, const ext::shared_ptr< FutureExpiryCalculator > &calc=nullptr, bool includeEndDate=true, bool excludeStartDate=true, bool useBusinessDays=true, CommodityQuantityFrequency quantityFrequency=CommodityQuantityFrequency::PerCalculationPeriod, QuantLib::Natural hoursPerDay=QuantLib::Null< QuantLib::Natural >(), QuantLib::Natural dailyExpiryOffset=QuantLib::Null< QuantLib::Natural >(), bool unrealisedQuantity=false, const boost::optional< std::pair< QuantLib::Calendar, QuantLib::Real > > &offPeakPowerData=boost::none, const ext::shared_ptr< FxIndex > &fxIndex=nullptr)	CommodityIndexedAverageCashFlow
CommodityIndexedAverageCashFlow(QuantLib::Real quantity, const QuantLib::Date &startDate, const QuantLib::Date &endDate, QuantLib::Natural paymentLag, QuantLib::Calendar paymentCalendar, QuantLib::BusinessDayConvention paymentConvention, const ext::shared_ptr< CommodityIndex > &index, const QuantLib::Calendar &pricingCalendar=QuantLib::Calendar(), QuantLib::Real spread=0.0, QuantLib::Real gearing=1.0, PaymentTiming paymentTiming=PaymentTiming::InArrears, bool useFuturePrice=false, QuantLib::Natural deliveryDateRoll=0, QuantLib::Natural futureMonthOffset=0, const ext::shared_ptr< FutureExpiryCalculator > &calc=nullptr, bool includeEndDate=true, bool excludeStartDate=true, const QuantLib::Date &paymentDateOverride=Date(), bool useBusinessDays=true, CommodityQuantityFrequency quantityFrequency=CommodityQuantityFrequency::PerCalculationPeriod, QuantLib::Natural hoursPerDay=QuantLib::Null< QuantLib::Natural >(), QuantLib::Natural dailyExpiryOffset=QuantLib::Null< QuantLib::Natural >(), bool unrealisedQuantity=false, const boost::optional< std::pair< QuantLib::Calendar, QuantLib::Real > > &offPeakPowerData=boost::none, const ext::shared_ptr< FxIndex > &fxIndex=nullptr)	CommodityIndexedAverageCashFlow
dailyExpiryOffset() const	CommodityIndexedAverageCashFlow
dailyExpiryOffset_	CommodityIndexedAverageCashFlow	private
date() const override	CommodityIndexedAverageCashFlow
deliveryDateRoll() const	CommodityIndexedAverageCashFlow
deliveryDateRoll_	CommodityIndexedAverageCashFlow	private
endDate() const	CommodityIndexedAverageCashFlow
endDate_	CommodityIndexedAverageCashFlow	private
excludeStartDate_	CommodityIndexedAverageCashFlow	private
fixing() const override	CommodityIndexedAverageCashFlow	virtual
futureMonthOffset() const	CommodityIndexedAverageCashFlow
futureMonthOffset_	CommodityIndexedAverageCashFlow	private
fxIndex() const	CommodityCashFlow
fxIndex_	CommodityCashFlow	protected
gearing() const	CommodityCashFlow
gearing_	CommodityCashFlow	protected
hoursPerDay() const	CommodityIndexedAverageCashFlow
hoursPerDay_	CommodityIndexedAverageCashFlow	private
includeEndDate_	CommodityIndexedAverageCashFlow	private
index() const	CommodityIndexedAverageCashFlow
index_	CommodityCashFlow	protected
indices() const override	CommodityIndexedAverageCashFlow	virtual
indices_	CommodityIndexedAverageCashFlow	private
init(const ext::shared_ptr< FutureExpiryCalculator > &calc)	CommodityIndexedAverageCashFlow	private
lastPricingDate() const override	CommodityIndexedAverageCashFlow	virtual
offPeakPowerData() const	CommodityIndexedAverageCashFlow
offPeakPowerData_	CommodityIndexedAverageCashFlow	private
paymentDate_	CommodityIndexedAverageCashFlow	private
PaymentTiming enum name	CommodityIndexedAverageCashFlow
performCalculations() const override	CommodityIndexedAverageCashFlow	private
periodQuantity() const override	CommodityIndexedAverageCashFlow	virtual
periodQuantity_	CommodityIndexedAverageCashFlow	private
pricingCalendar_	CommodityIndexedAverageCashFlow	private
quantity() const	CommodityCashFlow
quantity_	CommodityCashFlow	protected
quantityFrequency() const	CommodityIndexedAverageCashFlow
quantityFrequency_	CommodityIndexedAverageCashFlow	private
spread() const	CommodityCashFlow
spread_	CommodityCashFlow	protected
startDate() const	CommodityIndexedAverageCashFlow
startDate_	CommodityIndexedAverageCashFlow	private
unrealisedQuantity() const	CommodityIndexedAverageCashFlow
unrealisedQuantity_	CommodityIndexedAverageCashFlow	private
updateQuantity()	CommodityIndexedAverageCashFlow	private
useBusinessDays() const	CommodityIndexedAverageCashFlow
useBusinessDays_	CommodityIndexedAverageCashFlow	private
useFuturePrice() const	CommodityCashFlow
useFuturePrice_	CommodityCashFlow	protected
weights_	CommodityIndexedAverageCashFlow	private