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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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This is the complete list of members for CommodityCurve, including all inherited members.
| allowsExtrapolation() const | Extrapolator | |
| basisOfCurve() const (defined in CommodityCurve) | CommodityCurve | |
| basisOfCurve_ (defined in CommodityCurve) | CommodityCurve | protected |
| basisOfCurveUomConversionFactor_ (defined in CommodityCurve) | CommodityCurve | protected |
| basisOfPrice(const Date &d) const (defined in CommodityCurve) | CommodityCurve | |
| basisOfPriceImpl(Time t) const (defined in CommodityCurve) | CommodityCurve | protected |
| calendar() const | TermStructure | virtual |
| calendar_ (defined in TermStructure) | 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()) (defined in CommodityCurve) | CommodityCurve | |
| CommodityCurve(std::string name, CommodityType commodityType, Currency currency, UnitOfMeasure unitOfMeasure, const Calendar &calendar, const DayCounter &dayCounter=Actual365Fixed()) (defined in CommodityCurve) | CommodityCurve | |
| CommodityIndex (defined in CommodityCurve) | CommodityCurve | friend |
| commodityType() const (defined in CommodityCurve) | CommodityCurve | |
| commodityType_ (defined in CommodityCurve) | CommodityCurve | protected |
| currency() const (defined in CommodityCurve) | CommodityCurve | |
| currency_ (defined in CommodityCurve) | CommodityCurve | protected |
| data_ (defined in CommodityCurve) | CommodityCurve | mutableprotected |
| dates() const (defined in CommodityCurve) | CommodityCurve | |
| dates_ (defined in CommodityCurve) | CommodityCurve | mutableprotected |
| dayCounter() const | TermStructure | virtual |
| deepUpdate() | Observer | virtual |
| disableExtrapolation(bool b=true) | Extrapolator | |
| empty() const (defined in CommodityCurve) | CommodityCurve | |
| enableExtrapolation(bool b=true) | Extrapolator | |
| Extrapolator()=default (defined in Extrapolator) | Extrapolator | |
| interpolation_ (defined in CommodityCurve) | CommodityCurve | mutableprotected |
| interpolator_ (defined in CommodityCurve) | CommodityCurve | protected |
| iterator typedef (defined in Observer) | Observer | |
| maxDate() const override | CommodityCurve | virtual |
| maxTime() const | TermStructure | virtual |
| moving_ (defined in TermStructure) | TermStructure | protected |
| name() const (defined in CommodityCurve) | CommodityCurve | |
| name_ (defined in CommodityCurve) | CommodityCurve | protected |
| nodes() const (defined in CommodityCurve) | CommodityCurve | |
| notifyObservers() | Observable | |
| Observable()=default (defined in Observable) | Observable | |
| Observable(const Observable &) (defined in Observable) | Observable | |
| Observable(Observable &&)=delete (defined in Observable) | Observable | |
| Observer()=default (defined in Observer) | Observer | |
| Observer(const Observer &) (defined in Observer) | Observer | |
| operator<< (defined in CommodityCurve) | CommodityCurve | friend |
| operator=(const Observer &) (defined in Observer) | Observer | |
| QuantLib::TermStructure::QuantLib::Observable::operator=(const Observable &) | Observable | |
| operator=(Observable &&)=delete (defined in Observable) | Observable | |
| price(const Date &d, const ext::shared_ptr< ExchangeContracts > &exchangeContracts, Integer nearbyOffset) const (defined in CommodityCurve) | CommodityCurve | |
| priceImpl(Time t) const (defined in CommodityCurve) | CommodityCurve | protected |
| prices() const (defined in CommodityCurve) | CommodityCurve | |
| referenceDate() const | TermStructure | virtual |
| registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| setBasisOfCurve(const ext::shared_ptr< CommodityCurve > &basisOfCurve) (defined in CommodityCurve) | CommodityCurve | |
| setPrices(std::map< Date, Real > &prices) (defined in CommodityCurve) | CommodityCurve | |
| settlementDays() const | TermStructure | virtual |
| 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 (defined in CommodityCurve) | CommodityCurve | |
| times_ (defined in CommodityCurve) | CommodityCurve | mutableprotected |
| underlyingPriceDate(const Date &date, const ext::shared_ptr< ExchangeContracts > &exchangeContracts, Integer nearbyOffset) const (defined in CommodityCurve) | CommodityCurve | |
| unitOfMeasure() const (defined in CommodityCurve) | CommodityCurve | |
| unitOfMeasure_ (defined in CommodityCurve) | CommodityCurve | protected |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() override | TermStructure | virtual |
| updated_ (defined in TermStructure) | TermStructure | mutableprotected |
| ~Extrapolator()=default (defined in Extrapolator) | Extrapolator | virtual |
| ~Observable()=default (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |
| ~TermStructure() override=default (defined in TermStructure) | TermStructure |