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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for EnergyBasisSwap, including all inherited members.
| 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 | |
| basis() const | EnergyBasisSwap | |
| basis_ | EnergyBasisSwap | protected |
| 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 | |
| discountTermStructure_ | EnergyBasisSwap | protected |
| EnergyBasisSwap(const Calendar &calendar, ext::shared_ptr< CommodityIndex > spreadIndex, ext::shared_ptr< CommodityIndex > payIndex, ext::shared_ptr< CommodityIndex > receiveIndex, bool spreadToPayLeg, const Currency &payCurrency, const Currency &receiveCurrency, const PricingPeriods &pricingPeriods, CommodityUnitCost basis, const CommodityType &commodityType, const ext::shared_ptr< SecondaryCosts > &secondaryCosts, Handle< YieldTermStructure > payLegTermStructure, Handle< YieldTermStructure > receiveLegTermStructure, Handle< YieldTermStructure > discountTermStructure) | EnergyBasisSwap | |
| 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 |
| payIndex() const | EnergyBasisSwap | |
| payIndex_ | EnergyBasisSwap | protected |
| payLegTermStructure_ | EnergyBasisSwap | protected |
| paymentCashFlows() const | EnergySwap | |
| paymentCashFlows_ | EnergySwap | mutableprotected |
| PaymentSchedule enum name | EnergyCommodity | |
| PerDay enum value | EnergyCommodity | |
| performCalculations() const override | EnergyBasisSwap | 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 |
| receiveIndex() const | EnergyBasisSwap | |
| receiveIndex_ | EnergyBasisSwap | protected |
| receiveLegTermStructure_ | EnergyBasisSwap | 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 |
| spreadIndex_ | EnergyBasisSwap | protected |
| spreadToPayLeg_ | EnergyBasisSwap | protected |
| 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 |