QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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EnergyVanillaSwap Member List

This is the complete list of members for EnergyVanillaSwap, 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
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
calendar() constEnergySwap
calendar_EnergySwapprotected
Commodity(ext::shared_ptr< SecondaryCosts > secondaryCosts)Commodityexplicit
commodityType() constEnergySwap
commodityType_EnergyCommodityprotected
Constant enum valueEnergyCommodity
Daily enum valueEnergyCommodity
dailyPositions() constEnergySwap
dailyPositions_EnergySwapmutableprotected
deepUpdate()Observervirtual
DeliverySchedule enum nameEnergyCommodity
discountTermStructure_EnergyVanillaSwapprotected
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
EnergyVanillaSwap(bool payer, const Calendar &calendar, Money fixedPrice, UnitOfMeasure fixedPriceUnitOfMeasure, ext::shared_ptr< CommodityIndex > index, const Currency &payCurrency, const Currency &receiveCurrency, const PricingPeriods &pricingPeriods, const CommodityType &commodityType, const ext::shared_ptr< SecondaryCosts > &secondaryCosts, Handle< YieldTermStructure > payLegTermStructure, Handle< YieldTermStructure > receiveLegTermStructure, Handle< YieldTermStructure > discountTermStructure)EnergyVanillaSwap
engine_Instrumentprotected
errorEstimate() constInstrument
errorEstimate_Instrumentprotected
fetchResults(const PricingEngine::results *) const overrideEnergyCommodityvirtual
fixedPrice() constEnergyVanillaSwap
fixedPrice_EnergyVanillaSwapprotected
fixedPriceUnitOfMeasure() constEnergyVanillaSwap
fixedPriceUnitOfMeasure_EnergyVanillaSwapprotected
forwardFirstNotificationOnly()LazyObject
freeze()LazyObject
frozen_LazyObjectprotected
Hourly enum valueEnergyCommodity
index() constEnergyVanillaSwap
index_EnergyVanillaSwapprotected
Instrument()Instrument
isCalculated() constLazyObject
isExpired() const overrideEnergyVanillaSwapvirtual
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
payCurrency() constEnergySwap
payCurrency_EnergySwapprotected
payLegTermStructure_EnergyVanillaSwapprotected
paymentCashFlows() constEnergySwap
paymentCashFlows_EnergySwapmutableprotected
PaymentSchedule enum nameEnergyCommodity
payReceive() constEnergyVanillaSwap
payReceive_EnergyVanillaSwapprotected
PerDay enum valueEnergyCommodity
performCalculations() const overrideEnergyVanillaSwapprotectedvirtual
PerHour enum valueEnergyCommodity
PerMonth enum valueEnergyCommodity
PerQuarter enum valueEnergyCommodity
PerWeek enum valueEnergyCommodity
PerYear enum valueEnergyCommodity
pricingErrors() constCommodity
pricingErrors_Commoditymutableprotected
pricingPeriods() constEnergySwap
pricingPeriods_EnergySwapprotected
quantity() const overrideEnergySwapvirtual
QuantityPeriodicity enum nameEnergyCommodity
Quarterly enum valueEnergyCommodity
QuarterlySettlement enum valueEnergyCommodity
recalculate()LazyObject
receiveCurrency() constEnergySwap
receiveCurrency_EnergySwapprotected
receiveLegTermStructure_EnergyVanillaSwapprotected
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
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