CommodityIndexedCashFlow Member List

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

accept(QuantLib::AcyclicVisitor &v) override	CommodityIndexedCashFlow
amount() const override	CommodityIndexedCashFlow
amount_	CommodityCashFlow	mutableprotected
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
CommodityIndexedCashFlow(QuantLib::Real quantity, const QuantLib::Date &pricingDate, const QuantLib::Date &paymentDate, const ext::shared_ptr< CommodityIndex > &index, QuantLib::Real spread=0.0, QuantLib::Real gearing=1.0, bool useFuturePrice=false, const Date &contractDate=Date(), const ext::shared_ptr< FutureExpiryCalculator > &calc=nullptr, QuantLib::Natural dailyExpiryOffset=QuantLib::Null< QuantLib::Natural >(), const ext::shared_ptr< FxIndex > &fxIndex=nullptr)	CommodityIndexedCashFlow
CommodityIndexedCashFlow(QuantLib::Real quantity, const QuantLib::Date &startDate, const QuantLib::Date &endDate, const ext::shared_ptr< CommodityIndex > &index, QuantLib::Natural paymentLag, const QuantLib::Calendar &paymentCalendar, QuantLib::BusinessDayConvention paymentConvention, QuantLib::Natural pricingLag, const QuantLib::Calendar &pricingLagCalendar, QuantLib::Real spread=0.0, QuantLib::Real gearing=1.0, PaymentTiming paymentTiming=PaymentTiming::InArrears, bool isInArrears=true, bool useFuturePrice=false, bool useFutureExpiryDate=true, QuantLib::Natural futureMonthOffset=0, const ext::shared_ptr< FutureExpiryCalculator > &calc=nullptr, const QuantLib::Date &paymentDateOverride=Date(), const QuantLib::Date &pricingDateOverride=Date(), QuantLib::Natural dailyExpiryOffset=QuantLib::Null< QuantLib::Natural >(), const ext::shared_ptr< FxIndex > &fxIndex=nullptr, const bool spotAveragingFrontCoupon=false, const QuantLib::Calendar &pricingCalendar=QuantLib::Calendar(), bool includeEndDate=true, bool excludeStartDate=true)	CommodityIndexedCashFlow
dailyExpiryOffset() const	CommodityIndexedCashFlow
dailyExpiryOffset_	CommodityIndexedCashFlow	private
date() const override	CommodityIndexedCashFlow
fixing() const override	CommodityIndexedCashFlow	virtual
futureMonthOffset() const	CommodityIndexedCashFlow
futureMonthOffset_	CommodityIndexedCashFlow	private
fxIndex() const	CommodityCashFlow
fxIndex_	CommodityCashFlow	protected
gearing() const	CommodityCashFlow
gearing_	CommodityCashFlow	protected
index() const	CommodityCashFlow
index_	CommodityCashFlow	protected
indices() const override	CommodityIndexedCashFlow	virtual
indices_	CommodityIndexedCashFlow	private
init(const ext::shared_ptr< FutureExpiryCalculator > &calc, const QuantLib::Date &contractDate=QuantLib::Date(), const PaymentTiming paymentTiming=PaymentTiming::InArrears, const QuantLib::Date &startDate=QuantLib::Date(), const QuantLib::Date &endDate=QuantLib::Date(), const QuantLib::Natural paymentLag=0, const QuantLib::BusinessDayConvention paymentConvention=QuantLib::Unadjusted, const QuantLib::Calendar &paymentCalendar=QuantLib::NullCalendar(), const QuantLib::Calendar &pricingCalendar=QuantLib::Calendar(), bool includeEndDate=true, bool excludeStartDate=true)	CommodityIndexedCashFlow	private
isAveraging_	CommodityIndexedCashFlow	private
isAveragingFrontMonthCashflow(const QuantLib::Date &asof) const	CommodityIndexedCashFlow
lastPricingDate() const override	CommodityIndexedCashFlow	virtual
paymentDate_	CommodityIndexedCashFlow	private
PaymentTiming enum name	CommodityIndexedCashFlow
performCalculations() const override	CommodityIndexedCashFlow	private
periodQuantity() const override	CommodityIndexedCashFlow	virtual
periodQuantity_	CommodityIndexedCashFlow	private
price_	CommodityIndexedCashFlow	mutableprivate
pricingDate() const	CommodityIndexedCashFlow
pricingDate_	CommodityIndexedCashFlow	private
quantity() const	CommodityCashFlow
quantity_	CommodityCashFlow	protected
setPeriodQuantity(QuantLib::Real periodQuantity)	CommodityIndexedCashFlow
spotAveragingPricingDates() const	CommodityIndexedCashFlow
spotAveragingPricingDates_	CommodityIndexedCashFlow	private
spotIndex() const	CommodityIndexedCashFlow
spotIndex_	CommodityIndexedCashFlow	private
spread() const	CommodityCashFlow
spread_	CommodityCashFlow	protected
useFutureExpiryDate() const	CommodityIndexedCashFlow
useFutureExpiryDate_	CommodityIndexedCashFlow	private
useFuturePrice() const	CommodityCashFlow
useFuturePrice_	CommodityCashFlow	protected