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QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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This is the complete list of members for CommodityCurve, including all inherited members.
| allowsExtrapolation() const | Extrapolator | |
| basisOfCurve() const | CommodityCurve | |
| basisOfCurve_ | CommodityCurve | protected |
| basisOfCurveUomConversionFactor_ | CommodityCurve | protected |
| basisOfPrice(const Date &d) const | CommodityCurve | |
| basisOfPriceImpl(Time t) const | CommodityCurve | protected |
| calendar() const | TermStructure | virtual |
| calendar_ | TermStructure | protected |
| checkRange(const Date &d, bool extrapolate) const | TermStructure | protected |
| checkRange(Time t, bool extrapolate) const | TermStructure | protected |
| CommodityCurve(std::string name, CommodityType commodityType, Currency currency, UnitOfMeasure unitOfMeasure, const Calendar &calendar, const std::vector< Date > &dates, std::vector< Real > prices, const DayCounter &dayCounter=Actual365Fixed()) | CommodityCurve | |
| CommodityCurve(std::string name, CommodityType commodityType, Currency currency, UnitOfMeasure unitOfMeasure, const Calendar &calendar, const DayCounter &dayCounter=Actual365Fixed()) | CommodityCurve | |
| CommodityIndex | CommodityCurve | friend |
| commodityType() const | CommodityCurve | |
| commodityType_ | CommodityCurve | protected |
| currency() const | CommodityCurve | |
| currency_ | CommodityCurve | protected |
| data_ | CommodityCurve | mutableprotected |
| dates() const | CommodityCurve | |
| dates_ | CommodityCurve | mutableprotected |
| dayCounter() const | TermStructure | virtual |
| dayCounter_ | TermStructure | private |
| deepUpdate() | Observer | virtual |
| disableExtrapolation(bool b=true) | Extrapolator | |
| empty() const | CommodityCurve | |
| enableExtrapolation(bool b=true) | Extrapolator | |
| extrapolate_ | Extrapolator | private |
| Extrapolator()=default | Extrapolator | |
| interpolation_ | CommodityCurve | mutableprotected |
| interpolator_ | CommodityCurve | protected |
| QuantLib::iterator typedef | Observer | |
| maxDate() const override | CommodityCurve | virtual |
| maxTime() const | TermStructure | virtual |
| moving_ | TermStructure | protected |
| name() const | CommodityCurve | |
| name_ | CommodityCurve | protected |
| nodes() const | CommodityCurve | |
| notifyObservers() | Observable | |
| Observable() | Observable | |
| Observable(const Observable &) | Observable | |
| Observable(Observable &&)=delete | Observable | |
| observables_ | Observer | private |
| QuantLib::Observer()=default | Observer | |
| QuantLib::Observer(const Observer &) | Observer | |
| observers_ | Observable | private |
| operator<< | CommodityCurve | friend |
| QuantLib::operator=(const Observer &) | Observer | |
| QuantLib::Observable::operator=(const Observable &) | Observable | |
| QuantLib::Observable::operator=(Observable &&)=delete | Observable | |
| price(const Date &d, const ext::shared_ptr< ExchangeContracts > &exchangeContracts, Integer nearbyOffset) const | CommodityCurve | |
| priceImpl(Time t) const | CommodityCurve | protected |
| prices() const | CommodityCurve | |
| referenceDate() const | TermStructure | virtual |
| referenceDate_ | TermStructure | mutableprivate |
| registerObserver(Observer *) | Observable | private |
| registerWith(const ext::shared_ptr< Observable > &) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| QuantLib::set_type typedef | Observer | private |
| setBasisOfCurve(const ext::shared_ptr< CommodityCurve > &basisOfCurve) | CommodityCurve | |
| setPrices(std::map< Date, Real > &prices) | CommodityCurve | |
| settlementDays() const | TermStructure | virtual |
| settlementDays_ | TermStructure | private |
| TermStructure(DayCounter dc=DayCounter()) | TermStructure | explicit |
| TermStructure(const Date &referenceDate, Calendar calendar=Calendar(), DayCounter dc=DayCounter()) | TermStructure | explicit |
| TermStructure(Natural settlementDays, Calendar, DayCounter dc=DayCounter()) | TermStructure | |
| timeFromReference(const Date &date) const | TermStructure | |
| times() const | CommodityCurve | |
| times_ | CommodityCurve | mutableprotected |
| underlyingPriceDate(const Date &date, const ext::shared_ptr< ExchangeContracts > &exchangeContracts, Integer nearbyOffset) const | CommodityCurve | |
| unitOfMeasure() const | CommodityCurve | |
| unitOfMeasure_ | CommodityCurve | protected |
| unregisterObserver(Observer *) | Observable | private |
| unregisterWith(const ext::shared_ptr< Observable > &) | Observer | |
| unregisterWithAll() | Observer | |
| update() override | TermStructure | virtual |
| updated_ | TermStructure | mutableprotected |
| ~Extrapolator()=default | Extrapolator | virtual |
| ~Observable()=default | Observable | virtual |
| ~Observer() | Observer | virtual |
| ~TermStructure() override=default | TermStructure |