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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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EnergyFuture Member List

This is the complete list of members for EnergyFuture, 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
buySell_EnergyFutureprotected
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
Commodity(ext::shared_ptr< SecondaryCosts > secondaryCosts)Commodityexplicit
commodityType() constEnergyCommodity
commodityType_EnergyCommodityprotected
Constant enum valueEnergyCommodity
Daily enum valueEnergyCommodity
deepUpdate()Observervirtual
DeliverySchedule enum nameEnergyCommodity
EnergyCommodity(CommodityType commodityType, const ext::shared_ptr< SecondaryCosts > &secondaryCosts)EnergyCommodity
EnergyFuture(Integer buySell, Quantity quantity, CommodityUnitCost tradePrice, ext::shared_ptr< CommodityIndex > index, const CommodityType &commodityType, const ext::shared_ptr< SecondaryCosts > &secondaryCosts)EnergyFuture
engine_Instrumentprotected
errorEstimate() constInstrument
errorEstimate_Instrumentprotected
fetchResults(const PricingEngine::results *) const overrideEnergyCommodityvirtual
forwardFirstNotificationOnly()LazyObject
freeze()LazyObject
frozen_LazyObjectprotected
Hourly enum valueEnergyCommodity
index() constEnergyFuture
index_EnergyFutureprotected
Instrument()Instrument
isCalculated() constLazyObject
isExpired() const overrideEnergyFuturevirtual
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
PaymentSchedule enum nameEnergyCommodity
PerDay enum valueEnergyCommodity
performCalculations() const overrideEnergyFutureprotectedvirtual
PerHour enum valueEnergyCommodity
PerMonth enum valueEnergyCommodity
PerQuarter enum valueEnergyCommodity
PerWeek enum valueEnergyCommodity
PerYear enum valueEnergyCommodity
pricingErrors() constCommodity
pricingErrors_Commoditymutableprotected
quantity() const overrideEnergyFuturevirtual
quantity_EnergyFutureprotected
QuantityPeriodicity enum nameEnergyCommodity
Quarterly enum valueEnergyCommodity
QuarterlySettlement enum valueEnergyCommodity
recalculate()LazyObject
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
tradePrice() constEnergyFuture
tradePrice_EnergyFutureprotected
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