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 override | OffPeakPowerIndex | virtual |
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_ | CommodityIndex | protected |
expiryDate() const | CommodityIndex | |
expiryDate_ | CommodityIndex | protected |
fixing(const Date &fixingDate, bool forecastTodaysFixing=false) const override | CommodityIndex | |
fixingCalendar() const override | CommodityIndex | |
fixingCalendar_ | CommodityIndex | protected |
forecastFixing(const Date &fixingDate) const | CommodityIndex | virtual |
forecastFixing(const Time &fixingTime) const override | CommodityIndex | virtual |
init() | CommodityIndex | protected |
isFuturesIndex() const | CommodityIndex | |
isFuturesIndex_ | CommodityIndex | protected |
isValidFixingDate(const Date &fixingDate) const override | CommodityIndex | |
keepDays() const | CommodityIndex | |
keepDays_ | CommodityIndex | protected |
name() const override | CommodityIndex | |
name_ | CommodityIndex | protected |
offPeakHours() const | OffPeakPowerIndex | |
offPeakHours_ | OffPeakPowerIndex | private |
offPeakIndex() const | OffPeakPowerIndex | |
offPeakIndex_ | OffPeakPowerIndex | private |
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 override | OffPeakPowerIndex | protectedvirtual |
peakCalendar() const | OffPeakPowerIndex | |
peakCalendar_ | OffPeakPowerIndex | private |
peakIndex() const | OffPeakPowerIndex | |
peakIndex_ | OffPeakPowerIndex | private |
priceCurve() const | CommodityIndex | |
underlyingName() const | CommodityIndex | |
underlyingName_ | CommodityIndex | protected |
update() override | CommodityIndex | |
~EqFxIndexBase() | EqFxIndexBase | virtual |