Fully annotated reference manual - version 1.8.12
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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 |