QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
Loading...
Searching...
No Matches
CommodityIndex Member List

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

addFixing(const Date &fixingDate, Real fixing, bool forceOverwrite=false)Indexvirtual
addFixings(const TimeSeries< Real > &t, bool forceOverwrite=false)Index
addFixings(DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin, bool forceOverwrite=false)Index
addQuote(const Date &quoteDate, Real quote)CommodityIndex
addQuotes(const std::map< Date, Real > &quotes)CommodityIndex
allowsNativeFixings()Indexvirtual
calendar() constCommodityIndex
calendar_CommodityIndexprotected
checkNativeFixingsAllowed()Indexprivate
clearFixings()Index
clearQuotes()CommodityIndex
CommodityIndex(std::string name, CommodityType commodityType, Currency currency, UnitOfMeasure unitOfMeasure, Calendar calendar, Real lotQuantity, ext::shared_ptr< CommodityCurve > forwardCurve, ext::shared_ptr< ExchangeContracts > exchangeContracts, int nearbyOffset)CommodityIndex
commodityType() constCommodityIndex
commodityType_CommodityIndexprotected
currency() constCommodityIndex
currency_CommodityIndexprotected
deepUpdate()Observervirtual
empty() constCommodityIndex
exchangeContracts_CommodityIndexprotected
fixing(const Date &fixingDate, bool forecastTodaysFixing=false) const overrideCommodityIndexvirtual
fixingCalendar() const overrideCommodityIndexvirtual
forwardCurve() constCommodityIndex
forwardCurve_CommodityIndexprotected
forwardCurveEmpty() constCommodityIndex
forwardCurveUomConversionFactor_CommodityIndexprotected
forwardPrice(const Date &date) constCommodityIndex
hasHistoricalFixing(const Date &fixingDate) constIndex
isValidFixingDate(const Date &fixingDate) const overrideCommodityIndexvirtual
isValidQuoteDate(const Date &quoteDate) constCommodityIndex
QuantLib::iterator typedefObservableprivate
QuantLib::Observer::iterator typedefObserver
lastQuoteDate() constCommodityIndex
lotQuantity() constCommodityIndex
lotQuantity_CommodityIndexprotected
name() const overrideCommodityIndexvirtual
name_CommodityIndexprotected
nearbyOffset_CommodityIndexprotected
notifier() constIndexprotected
notifyObservers()Observable
Observable()=defaultObservable
Observable(const Observable &)Observable
Observable(Observable &&)=deleteObservable
observables_Observerprivate
Observer()=defaultObserver
QuantLib::Observer::Observer(const Observer &)Observer
observers_Observableprivate
operator<<CommodityIndexfriend
QuantLib::operator=(const Observable &)Observable
QuantLib::operator=(Observable &&)=deleteObservable
QuantLib::Observer::operator=(const Observer &)Observer
pastFixing(const Date &fixingDate) constIndexvirtual
price(const Date &date)CommodityIndex
quotes() constCommodityIndex
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
QuantLib::set_type typedefObservableprivate
timeSeries() constIndex
unitOfMeasure() constCommodityIndex
unitOfMeasure_CommodityIndexprotected
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideCommodityIndexvirtual
~Index() override=defaultIndex
~Observable()=defaultObservablevirtual
~Observer()Observervirtual