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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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CommodityCurve Member List

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

allowsExtrapolation() constExtrapolator
basisOfCurve() constCommodityCurve
basisOfCurve_CommodityCurveprotected
basisOfCurveUomConversionFactor_CommodityCurveprotected
basisOfPrice(const Date &d) constCommodityCurve
basisOfPriceImpl(Time t) constCommodityCurveprotected
calendar() constTermStructurevirtual
calendar_TermStructureprotected
checkRange(const Date &d, bool extrapolate) constTermStructureprotected
checkRange(Time t, bool extrapolate) constTermStructureprotected
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
CommodityIndexCommodityCurvefriend
commodityType() constCommodityCurve
commodityType_CommodityCurveprotected
currency() constCommodityCurve
currency_CommodityCurveprotected
data_CommodityCurvemutableprotected
dates() constCommodityCurve
dates_CommodityCurvemutableprotected
dayCounter() constTermStructurevirtual
dayCounter_TermStructureprivate
deepUpdate()Observervirtual
disableExtrapolation(bool b=true)Extrapolator
empty() constCommodityCurve
enableExtrapolation(bool b=true)Extrapolator
extrapolate_Extrapolatorprivate
Extrapolator()=defaultExtrapolator
interpolation_CommodityCurvemutableprotected
interpolator_CommodityCurveprotected
QuantLib::iterator typedefObserver
maxDate() const overrideCommodityCurvevirtual
maxTime() constTermStructurevirtual
moving_TermStructureprotected
name() constCommodityCurve
name_CommodityCurveprotected
nodes() constCommodityCurve
notifyObservers()Observable
Observable()=defaultObservable
Observable(const Observable &)Observable
Observable(Observable &&)=deleteObservable
observables_Observerprivate
QuantLib::Observer()=defaultObserver
QuantLib::Observer(const Observer &)Observer
observers_Observableprivate
operator<<CommodityCurvefriend
QuantLib::operator=(const Observer &)Observer
QuantLib::Observable::operator=(const Observable &)Observable
QuantLib::Observable::operator=(Observable &&)=deleteObservable
price(const Date &d, const ext::shared_ptr< ExchangeContracts > &exchangeContracts, Integer nearbyOffset) constCommodityCurve
priceImpl(Time t) constCommodityCurveprotected
prices() constCommodityCurve
referenceDate() constTermStructurevirtual
referenceDate_TermStructuremutableprivate
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
QuantLib::set_type typedefObserverprivate
setBasisOfCurve(const ext::shared_ptr< CommodityCurve > &basisOfCurve)CommodityCurve
setPrices(std::map< Date, Real > &prices)CommodityCurve
settlementDays() constTermStructurevirtual
settlementDays_TermStructureprivate
TermStructure(DayCounter dc=DayCounter())TermStructureexplicit
TermStructure(const Date &referenceDate, Calendar calendar=Calendar(), DayCounter dc=DayCounter())TermStructureexplicit
TermStructure(Natural settlementDays, Calendar, DayCounter dc=DayCounter())TermStructure
timeFromReference(const Date &date) constTermStructure
times() constCommodityCurve
times_CommodityCurvemutableprotected
underlyingPriceDate(const Date &date, const ext::shared_ptr< ExchangeContracts > &exchangeContracts, Integer nearbyOffset) constCommodityCurve
unitOfMeasure() constCommodityCurve
unitOfMeasure_CommodityCurveprotected
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideTermStructurevirtual
updated_TermStructuremutableprotected
~Extrapolator()=defaultExtrapolatorvirtual
~Observable()=defaultObservablevirtual
~Observer()Observervirtual
~TermStructure() override=defaultTermStructure