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 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 |