Absolute enum value | EnergyCommodity | |
additionalResults() const | Instrument | |
additionalResults_ | Instrument | mutableprotected |
addPricingError(PricingError::Level errorLevel, const std::string &error, const std::string &detail="") const | Commodity | |
alwaysForward_ | LazyObject | protected |
alwaysForwardNotifications() | LazyObject | |
calculate() const override | Instrument | protectedvirtual |
calculated_ | LazyObject | mutableprotected |
calculateFxConversionFactor(const Currency &fromCurrency, const Currency &toCurrency, const Date &evaluationDate) | EnergyCommodity | protectedstatic |
calculateSecondaryCostAmounts(const CommodityType &commodityType, Real totalQuantityValue, const Date &evaluationDate) const | EnergyCommodity | protected |
calculateUnitCost(const CommodityType &commodityType, const CommodityUnitCost &unitCost, const Date &evaluationDate) const | EnergyCommodity | protected |
calculateUomConversionFactor(const CommodityType &commodityType, const UnitOfMeasure &fromUnitOfMeasure, const UnitOfMeasure &toUnitOfMeasure) | EnergyCommodity | protectedstatic |
calendar() const | EnergySwap | |
calendar_ | EnergySwap | protected |
Commodity(ext::shared_ptr< SecondaryCosts > secondaryCosts) | Commodity | explicit |
commodityType() const | EnergySwap | |
commodityType_ | EnergyCommodity | protected |
Constant enum value | EnergyCommodity | |
Daily enum value | EnergyCommodity | |
dailyPositions() const | EnergySwap | |
dailyPositions_ | EnergySwap | mutableprotected |
deepUpdate() | Observer | virtual |
DeliverySchedule enum name | EnergyCommodity | |
EnergyCommodity(CommodityType commodityType, const ext::shared_ptr< SecondaryCosts > &secondaryCosts) | EnergyCommodity | |
EnergySwap(Calendar calendar, Currency payCurrency, Currency receiveCurrency, PricingPeriods pricingPeriods, const CommodityType &commodityType, const ext::shared_ptr< SecondaryCosts > &secondaryCosts) | EnergySwap | |
engine_ | Instrument | protected |
errorEstimate() const | Instrument | |
errorEstimate_ | Instrument | protected |
fetchResults(const PricingEngine::results *) const override | EnergyCommodity | virtual |
forwardFirstNotificationOnly() | LazyObject | |
freeze() | LazyObject | |
frozen_ | LazyObject | protected |
Hourly enum value | EnergyCommodity | |
Instrument() | Instrument | |
isCalculated() const | LazyObject | |
isExpired() const override | EnergySwap | virtual |
QuantLib::iterator typedef | Observable | private |
QuantLib::Observer::iterator typedef | Observer | |
LazyObject() | LazyObject | |
Monthly enum value | EnergyCommodity | |
MonthlySettlement enum value | EnergyCommodity | |
notifyObservers() | Observable | |
NPV() const | Instrument | |
NPV_ | Instrument | mutableprotected |
Observable() | Observable | |
Observable(const Observable &) | Observable | |
Observable(Observable &&)=delete | Observable | |
observables_ | Observer | private |
Observer()=default | Observer | |
QuantLib::Observer::Observer(const Observer &) | Observer | |
observers_ | Observable | private |
QuantLib::operator=(const Observable &) | Observable | |
QuantLib::operator=(Observable &&)=delete | Observable | |
QuantLib::Observer::operator=(const Observer &) | Observer | |
payCurrency() const | EnergySwap | |
payCurrency_ | EnergySwap | protected |
paymentCashFlows() const | EnergySwap | |
paymentCashFlows_ | EnergySwap | mutableprotected |
PaymentSchedule enum name | EnergyCommodity | |
PerDay enum value | EnergyCommodity | |
performCalculations() const override | Instrument | protectedvirtual |
PerHour enum value | EnergyCommodity | |
PerMonth enum value | EnergyCommodity | |
PerQuarter enum value | EnergyCommodity | |
PerWeek enum value | EnergyCommodity | |
PerYear enum value | EnergyCommodity | |
pricingErrors() const | Commodity | |
pricingErrors_ | Commodity | mutableprotected |
pricingPeriods() const | EnergySwap | |
pricingPeriods_ | EnergySwap | protected |
quantity() const override | EnergySwap | virtual |
QuantityPeriodicity enum name | EnergyCommodity | |
Quarterly enum value | EnergyCommodity | |
QuarterlySettlement enum value | EnergyCommodity | |
recalculate() | LazyObject | |
receiveCurrency() const | EnergySwap | |
receiveCurrency_ | EnergySwap | protected |
registerObserver(Observer *) | Observable | private |
registerWith(const ext::shared_ptr< Observable > &) | Observer | |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
result(const std::string &tag) const | Instrument | |
secondaryCostAmounts() const | Commodity | |
secondaryCostAmounts_ | Commodity | mutableprotected |
secondaryCosts() const | Commodity | |
secondaryCosts_ | Commodity | protected |
QuantLib::set_type typedef | Observable | private |
setPricingEngine(const ext::shared_ptr< PricingEngine > &) | Instrument | |
setupArguments(PricingEngine::arguments *) const override | EnergyCommodity | virtual |
setupExpired() const | Instrument | protectedvirtual |
unfreeze() | LazyObject | |
unregisterObserver(Observer *) | Observable | private |
unregisterWith(const ext::shared_ptr< Observable > &) | Observer | |
unregisterWithAll() | Observer | |
update() override | LazyObject | virtual |
updating_ | LazyObject | private |
valuationDate() const | Instrument | |
valuationDate_ | Instrument | mutableprotected |
Weekly enum value | EnergyCommodity | |
Window enum value | EnergyCommodity | |
WindowSettlement enum value | EnergyCommodity | |
Yearly enum value | EnergyCommodity | |
YearlySettlement enum value | EnergyCommodity | |
~LazyObject() override=default | LazyObject | |
~Observable()=default | Observable | virtual |
~Observer() | Observer | virtual |