Reference manual - version qle_version
Helper class building a sequence of commodity indexed average cashflows. More...
#include <qle/cashflows/commodityindexedaveragecashflow.hpp>
Public Member Functions | |
| CommodityIndexedAverageLeg (const QuantLib::Schedule &schedule, const ext::shared_ptr< CommodityIndex > &index) | |
| CommodityIndexedAverageLeg & | withQuantities (QuantLib::Real quantity) |
| CommodityIndexedAverageLeg & | withQuantities (const std::vector< QuantLib::Real > &quantities) |
| CommodityIndexedAverageLeg & | withPaymentLag (QuantLib::Natural paymentLag) |
| CommodityIndexedAverageLeg & | withPaymentCalendar (const QuantLib::Calendar &paymentCalendar) |
| CommodityIndexedAverageLeg & | withPaymentConvention (QuantLib::BusinessDayConvention paymentConvention) |
| CommodityIndexedAverageLeg & | withPricingCalendar (const QuantLib::Calendar &pricingCalendar) |
| CommodityIndexedAverageLeg & | withSpreads (QuantLib::Real spread) |
| CommodityIndexedAverageLeg & | withSpreads (const std::vector< QuantLib::Real > &spreads) |
| CommodityIndexedAverageLeg & | withGearings (QuantLib::Real gearing) |
| CommodityIndexedAverageLeg & | withGearings (const std::vector< QuantLib::Real > &gearings) |
| CommodityIndexedAverageLeg & | paymentTiming (CommodityIndexedAverageCashFlow::PaymentTiming paymentTiming) |
| CommodityIndexedAverageLeg & | useFuturePrice (bool flag=false) |
| CommodityIndexedAverageLeg & | withDeliveryDateRoll (QuantLib::Natural deliveryDateRoll) |
| CommodityIndexedAverageLeg & | withFutureMonthOffset (QuantLib::Integer futureMonthOffset) |
| CommodityIndexedAverageLeg & | withFutureExpiryCalculator (const ext::shared_ptr< FutureExpiryCalculator > &calc=nullptr) |
| CommodityIndexedAverageLeg & | payAtMaturity (bool flag=false) |
| CommodityIndexedAverageLeg & | includeEndDate (bool flag=true) |
| CommodityIndexedAverageLeg & | excludeStartDate (bool flag=true) |
| CommodityIndexedAverageLeg & | withPaymentDates (const std::vector< QuantLib::Date > &paymentDates) |
| CommodityIndexedAverageLeg & | useBusinessDays (bool flag=true) |
| CommodityIndexedAverageLeg & | withQuantityFrequency (CommodityQuantityFrequency quantityFrequency) |
| CommodityIndexedAverageLeg & | withHoursPerDay (QuantLib::Natural hoursPerDay) |
| CommodityIndexedAverageLeg & | withDailyExpiryOffset (QuantLib::Natural dailyExpiryOffset) |
| CommodityIndexedAverageLeg & | unrealisedQuantity (bool flag=false) |
| CommodityIndexedAverageLeg & | withOffPeakPowerData (const QuantLib::ext::optional< std::pair< QuantLib::Calendar, QuantLib::Real > > &offPeakPowerData) |
| CommodityIndexedAverageLeg & | withFxIndex (const ext::shared_ptr< FxIndex > &fxIndex) |
| CommodityIndexedAverageLeg & | withAvgPricePrecision (QuantLib::Natural precision=QuantLib::Null< QuantLib::Natural >()) |
| operator Leg () const | |
Helper class building a sequence of commodity indexed average cashflows.