Reference manual - version qle_version
Helper class building a sequence of commodity indexed cashflows. More...
#include <qle/cashflows/commodityindexedcashflow.hpp>
Public Member Functions | |
| CommodityIndexedLeg (const QuantLib::Schedule &schedule, const ext::shared_ptr< CommodityIndex > &index) | |
| CommodityIndexedLeg & | withQuantities (QuantLib::Real quantity) |
| CommodityIndexedLeg & | withQuantities (const std::vector< QuantLib::Real > &quantities) |
| CommodityIndexedLeg & | withPaymentLag (QuantLib::Natural paymentLag) |
| CommodityIndexedLeg & | withPaymentCalendar (const QuantLib::Calendar &paymentCalendar) |
| CommodityIndexedLeg & | withPaymentConvention (QuantLib::BusinessDayConvention paymentConvention) |
| CommodityIndexedLeg & | withPricingLag (QuantLib::Natural pricingLag) |
| CommodityIndexedLeg & | withPricingLagCalendar (const QuantLib::Calendar &pricingLagCalendar) |
| CommodityIndexedLeg & | withSpreads (QuantLib::Real spread) |
| CommodityIndexedLeg & | withSpreads (const std::vector< QuantLib::Real > &spreads) |
| CommodityIndexedLeg & | withGearings (QuantLib::Real gearing) |
| CommodityIndexedLeg & | withGearings (const std::vector< QuantLib::Real > &gearings) |
| CommodityIndexedLeg & | paymentTiming (CommodityIndexedCashFlow::PaymentTiming paymentTiming) |
| CommodityIndexedLeg & | inArrears (bool flag=true) |
| CommodityIndexedLeg & | useFuturePrice (bool flag=false) |
| CommodityIndexedLeg & | useFutureExpiryDate (bool flag=true) |
| CommodityIndexedLeg & | withFutureMonthOffset (QuantLib::Integer futureMonthOffset) |
| CommodityIndexedLeg & | withFutureExpiryCalculator (const ext::shared_ptr< FutureExpiryCalculator > &calc=nullptr) |
| CommodityIndexedLeg & | payAtMaturity (bool flag=false) |
| CommodityIndexedLeg & | withPricingDates (const std::vector< QuantLib::Date > &pricingDates) |
| CommodityIndexedLeg & | withPaymentDates (const std::vector< QuantLib::Date > &paymentDates) |
| CommodityIndexedLeg & | withDailyExpiryOffset (QuantLib::Natural dailyExpiryOffset) |
| CommodityIndexedLeg & | withFxIndex (const ext::shared_ptr< FxIndex > &fxIndex) |
| CommodityIndexedLeg & | withIsAveraging (const bool isAveraging) |
| CommodityIndexedLeg & | withPricingCalendar (const QuantLib::Calendar &pricingCalendar) |
| CommodityIndexedLeg & | includeEndDate (bool flag=true) |
| CommodityIndexedLeg & | excludeStartDate (bool flag=true) |
| operator Leg () const | |
Helper class building a sequence of commodity indexed cashflows.