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Fully annotated reference manual - version 1.8.12
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OffPeakPowerIndex Member List

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

clone(const QuantLib::Date &expiryDate, const boost::optional< QuantLib::Handle< PriceTermStructure > > &ts=boost::none) const overrideOffPeakPowerIndexvirtual
CommodityFuturesIndex(const std::string &underlyingName, const Date &expiryDate, const Calendar &fixingCalendar, const Handle< QuantExt::PriceTermStructure > &priceCurve=Handle< QuantExt::PriceTermStructure >())CommodityFuturesIndex
CommodityFuturesIndex(const std::string &underlyingName, const Date &expiryDate, const Calendar &fixingCalendar, bool keepDays, const Handle< QuantExt::PriceTermStructure > &priceCurve=Handle< QuantExt::PriceTermStructure >())CommodityFuturesIndex
CommodityIndex(const std::string &underlyingName, const QuantLib::Date &expiryDate, const Calendar &fixingCalendar, const Handle< QuantExt::PriceTermStructure > &priceCurve=Handle< QuantExt::PriceTermStructure >())CommodityIndex
CommodityIndex(const std::string &underlyingName, const QuantLib::Date &expiryDate, const Calendar &fixingCalendar, bool keepDays, const Handle< QuantExt::PriceTermStructure > &priceCurve=Handle< QuantExt::PriceTermStructure >())CommodityIndex
curve_CommodityIndexprotected
expiryDate() constCommodityIndex
expiryDate_CommodityIndexprotected
fixing(const Date &fixingDate, bool forecastTodaysFixing=false) const overrideCommodityIndex
fixingCalendar() const overrideCommodityIndex
fixingCalendar_CommodityIndexprotected
forecastFixing(const Date &fixingDate) constCommodityIndexvirtual
forecastFixing(const Time &fixingTime) const overrideCommodityIndexvirtual
init()CommodityIndexprotected
isFuturesIndex() constCommodityIndex
isFuturesIndex_CommodityIndexprotected
isValidFixingDate(const Date &fixingDate) const overrideCommodityIndex
keepDays() constCommodityIndex
keepDays_CommodityIndexprotected
name() const overrideCommodityIndex
name_CommodityIndexprotected
offPeakHours() constOffPeakPowerIndex
offPeakHours_OffPeakPowerIndexprivate
offPeakIndex() constOffPeakPowerIndex
offPeakIndex_OffPeakPowerIndexprivate
OffPeakPowerIndex(const std::string &underlyingName, const QuantLib::Date &expiryDate, const QuantLib::ext::shared_ptr< CommodityFuturesIndex > &offPeakIndex, const QuantLib::ext::shared_ptr< CommodityFuturesIndex > &peakIndex, QuantLib::Real offPeakHours, const QuantLib::Calendar &peakCalendar, const Handle< QuantExt::PriceTermStructure > &priceCurve=Handle< QuantExt::PriceTermStructure >())OffPeakPowerIndex
pastFixing(const Date &fixingDate) const overrideOffPeakPowerIndexprotectedvirtual
peakCalendar() constOffPeakPowerIndex
peakCalendar_OffPeakPowerIndexprivate
peakIndex() constOffPeakPowerIndex
peakIndex_OffPeakPowerIndexprivate
priceCurve() constCommodityIndex
underlyingName() constCommodityIndex
underlyingName_CommodityIndexprotected
update() overrideCommodityIndex
~EqFxIndexBase()EqFxIndexBasevirtual