Loading [MathJax]/jax/output/HTML-CSS/config.js
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Modules Pages
EnergySwap Member List

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

Absolute enum valueEnergyCommodity
additionalResults() constInstrument
additionalResults_Instrumentmutableprotected
addPricingError(PricingError::Level errorLevel, const std::string &error, const std::string &detail="") constCommodity
alwaysForward_LazyObjectprotected
alwaysForwardNotifications()LazyObject
calculate() const overrideInstrumentprotectedvirtual
calculated_LazyObjectmutableprotected
calculateFxConversionFactor(const Currency &fromCurrency, const Currency &toCurrency, const Date &evaluationDate)EnergyCommodityprotectedstatic
calculateSecondaryCostAmounts(const CommodityType &commodityType, Real totalQuantityValue, const Date &evaluationDate) constEnergyCommodityprotected
calculateUnitCost(const CommodityType &commodityType, const CommodityUnitCost &unitCost, const Date &evaluationDate) constEnergyCommodityprotected
calculateUomConversionFactor(const CommodityType &commodityType, const UnitOfMeasure &fromUnitOfMeasure, const UnitOfMeasure &toUnitOfMeasure)EnergyCommodityprotectedstatic
calendar() constEnergySwap
calendar_EnergySwapprotected
Commodity(ext::shared_ptr< SecondaryCosts > secondaryCosts)Commodityexplicit
commodityType() constEnergySwap
commodityType_EnergyCommodityprotected
Constant enum valueEnergyCommodity
Daily enum valueEnergyCommodity
dailyPositions() constEnergySwap
dailyPositions_EnergySwapmutableprotected
deepUpdate()Observervirtual
DeliverySchedule enum nameEnergyCommodity
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_Instrumentprotected
errorEstimate() constInstrument
errorEstimate_Instrumentprotected
fetchResults(const PricingEngine::results *) const overrideEnergyCommodityvirtual
forwardFirstNotificationOnly()LazyObject
freeze()LazyObject
frozen_LazyObjectprotected
Hourly enum valueEnergyCommodity
Instrument()Instrument
isCalculated() constLazyObject
isExpired() const overrideEnergySwapvirtual
QuantLib::iterator typedefObservableprivate
QuantLib::Observer::iterator typedefObserver
LazyObject()LazyObject
Monthly enum valueEnergyCommodity
MonthlySettlement enum valueEnergyCommodity
notifyObservers()Observable
NPV() constInstrument
NPV_Instrumentmutableprotected
Observable()Observable
Observable(const Observable &)Observable
Observable(Observable &&)=deleteObservable
observables_Observerprivate
Observer()=defaultObserver
QuantLib::Observer::Observer(const Observer &)Observer
observers_Observableprivate
QuantLib::operator=(const Observable &)Observable
QuantLib::operator=(Observable &&)=deleteObservable
QuantLib::Observer::operator=(const Observer &)Observer
payCurrency() constEnergySwap
payCurrency_EnergySwapprotected
paymentCashFlows() constEnergySwap
paymentCashFlows_EnergySwapmutableprotected
PaymentSchedule enum nameEnergyCommodity
PerDay enum valueEnergyCommodity
performCalculations() const overrideInstrumentprotectedvirtual
PerHour enum valueEnergyCommodity
PerMonth enum valueEnergyCommodity
PerQuarter enum valueEnergyCommodity
PerWeek enum valueEnergyCommodity
PerYear enum valueEnergyCommodity
pricingErrors() constCommodity
pricingErrors_Commoditymutableprotected
pricingPeriods() constEnergySwap
pricingPeriods_EnergySwapprotected
quantity() const overrideEnergySwapvirtual
QuantityPeriodicity enum nameEnergyCommodity
Quarterly enum valueEnergyCommodity
QuarterlySettlement enum valueEnergyCommodity
recalculate()LazyObject
receiveCurrency() constEnergySwap
receiveCurrency_EnergySwapprotected
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
result(const std::string &tag) constInstrument
secondaryCostAmounts() constCommodity
secondaryCostAmounts_Commoditymutableprotected
secondaryCosts() constCommodity
secondaryCosts_Commodityprotected
QuantLib::set_type typedefObservableprivate
setPricingEngine(const ext::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) const overrideEnergyCommodityvirtual
setupExpired() constInstrumentprotectedvirtual
unfreeze()LazyObject
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideLazyObjectvirtual
updating_LazyObjectprivate
valuationDate() constInstrument
valuationDate_Instrumentmutableprotected
Weekly enum valueEnergyCommodity
Window enum valueEnergyCommodity
WindowSettlement enum valueEnergyCommodity
Yearly enum valueEnergyCommodity
YearlySettlement enum valueEnergyCommodity
~LazyObject() override=defaultLazyObject
~Observable()=defaultObservablevirtual
~Observer()Observervirtual