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Reference manual - version ored_version
CommodityVolatilityConfig Member List

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

calendar() const (defined in CommodityVolatilityConfig)CommodityVolatilityConfig
CommodityVolatilityConfig()CommodityVolatilityConfig
CommodityVolatilityConfig(const std::string &curveId, const std::string &curveDescription, const std::string &currency, const std::vector< QuantLib::ext::shared_ptr< VolatilityConfig > > &volatilityConfig, const std::string &dayCounter="A365", const std::string &calendar="NullCalendar", const std::string &futureConventionsId="", QuantLib::Natural optionExpiryRollDays=0, const std::string &priceCurveId="", const std::string &yieldCurveId="", const std::string &quoteSuffix="", const OneDimSolverConfig &solverConfig=OneDimSolverConfig(), const QuantLib::ext::optional< bool > &preferOutOfTheMoney=QuantLib::ext::nullopt)CommodityVolatilityConfig
currency() const (defined in CommodityVolatilityConfig)CommodityVolatilityConfig
CurveConfig(const string &curveID, const string &curveDescription, const vector< string > &quotes=vector< string >())CurveConfig
CurveConfig()CurveConfig
curveDescription() const (defined in CurveConfig)CurveConfig
curveDescription() (defined in CurveConfig)CurveConfig
curveDescription_ (defined in CurveConfig)CurveConfigprotected
curveID() const (defined in CurveConfig)CurveConfig
curveID() (defined in CurveConfig)CurveConfig
curveID_ (defined in CurveConfig)CurveConfigprotected
dayCounter() const (defined in CommodityVolatilityConfig)CommodityVolatilityConfig
fromFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
fromXML(XMLNode *node) override (defined in CommodityVolatilityConfig)CommodityVolatilityConfigvirtual
fromXMLString(const std::string &xml)XMLSerializable
futureConventionsId() const (defined in CommodityVolatilityConfig)CommodityVolatilityConfig
optionExpiryRollDays() const (defined in CommodityVolatilityConfig)CommodityVolatilityConfig
preferOutOfTheMoney() const (defined in CommodityVolatilityConfig)CommodityVolatilityConfig
priceCurveId() const (defined in CommodityVolatilityConfig)CommodityVolatilityConfig
quotes()CurveConfigvirtual
quotes_ (defined in CurveConfig)CurveConfigprotected
quoteSuffix() const (defined in CommodityVolatilityConfig)CommodityVolatilityConfig
reportConfig() const (defined in CommodityVolatilityConfig)CommodityVolatilityConfig
requiredCurveIds(const CurveSpec::CurveType &curveType) const (defined in CurveConfig)CurveConfig
requiredCurveIds() const (defined in CurveConfig)CurveConfig
requiredCurveIds_ (defined in CurveConfig)CurveConfigmutableprotected
requiredIdsInitialized_ (defined in CurveConfig)CurveConfigmutableprotected
requiredNames(const MarketObject o, const std::string &configuration) const (defined in CurveConfig)CurveConfig
requiredNames(const std::string &configuration) const (defined in CurveConfig)CurveConfig
requiredNames() const (defined in CurveConfig)CurveConfig
requiredNames_ (defined in CurveConfig)CurveConfigmutableprotected
setRequiredCurveIds(const CurveSpec::CurveType &curveType, const set< string > &ids) (defined in CurveConfig)CurveConfig
setRequiredCurveIds(const map< CurveSpec::CurveType, set< string > > &ids) (defined in CurveConfig)CurveConfig
setRequiredNames(const MarketObject o, const std::string &configuration, const set< string > &ids) (defined in CurveConfig)CurveConfig
setRequiredNames(const map< std::pair< MarketObject, std::string >, set< string > > &ids) (defined in CurveConfig)CurveConfig
solverConfig() const (defined in CommodityVolatilityConfig)CommodityVolatilityConfig
toFile(const std::string &filename) const (defined in XMLSerializable)XMLSerializable
toXML(ore::data::XMLDocument &doc) const override (defined in CommodityVolatilityConfig)CommodityVolatilityConfigvirtual
toXMLString() constXMLSerializable
toXMLStringUnformatted() const (defined in XMLSerializable)XMLSerializable
volatilityConfig() const (defined in CommodityVolatilityConfig)CommodityVolatilityConfig
yieldCurveId() const (defined in CommodityVolatilityConfig)CommodityVolatilityConfig
~XMLSerializable() (defined in XMLSerializable)XMLSerializablevirtual