Reference manual - version ored_version
This is the complete list of members for BondFutureUtils, including all inherited members.
| BondFutureType enum name (defined in BondFutureUtils) | BondFutureUtils | |
| checkDates(const QuantLib::Date &expiry, const QuantLib::Date &settlementDate) (defined in BondFutureUtils) | BondFutureUtils | static |
| conversionFactor(const BondFutureUtils::BondFutureType &type, const Date &futureExpiry, const double fixedRate, const Date bondMaturity) (defined in BondFutureUtils) | BondFutureUtils | static |
| deduceDates(const boost::shared_ptr< BondFutureReferenceDatum > &refData) (defined in BondFutureUtils) | BondFutureUtils | static |
| deduceDates(const std::string ¤cy, const std::string &contractMonth, const std::string &rootDateStr, const std::string &expiryBasis, const std::string &settlementBasis, const std::string &expiryLag, const std::string &settlementLag) (defined in BondFutureUtils) | BondFutureUtils | static |
| getBondFutureType(const std::string &deliverableGrade) (defined in BondFutureUtils) | BondFutureUtils | static |
| identifyCtdBond(const ext::shared_ptr< EngineFactory > &engineFactory, const std::string &futureContract, const bool pricing=true) (defined in BondFutureUtils) | BondFutureUtils | static |
| LongTenorUS enum value (defined in BondFutureUtils) | BondFutureUtils | |
| modifyToForwardBond(const Date &expiry, QuantLib::ext::shared_ptr< QuantLib::Bond > &bond, const QuantLib::ext::shared_ptr< EngineFactory > &engineFactory, const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceData, const std::string &securityId) | BondFutureUtils | static |
| ShortTenorUS enum value (defined in BondFutureUtils) | BondFutureUtils |