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Reference manual - version qle_version
CommoditySpotIndex Member List

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

clone(const QuantLib::Date &expiryDate=QuantLib::Date(), const Date &optionExpiryDate=QuantLib::Date(), const QuantLib::ext::optional< QuantLib::Handle< PriceTermStructure > > &ts=QuantLib::ext::nullopt) const overrideCommoditySpotIndexvirtual
CommodityIndex(const std::string &underlyingName, const QuantLib::Date &expiryDate, const Calendar &fixingCalendar, const Handle< QuantExt::PriceTermStructure > &priceCurve=Handle< QuantExt::PriceTermStructure >(), const QuantLib::Date &optionExpiryDate=QuantLib::Date())CommodityIndex
CommodityIndex(const std::string &underlyingName, const QuantLib::Date &expiryDate, const Calendar &fixingCalendar, bool keepDays, const Handle< QuantExt::PriceTermStructure > &priceCurve=Handle< QuantExt::PriceTermStructure >(), const QuantLib::Date &optionExpiryDate=QuantLib::Date()) (defined in CommodityIndex)CommodityIndex
CommoditySpotIndex(const std::string &underlyingName, const Calendar &fixingCalendar, const Handle< QuantExt::PriceTermStructure > &priceCurve=Handle< QuantExt::PriceTermStructure >())CommoditySpotIndex
curve_ (defined in CommodityIndex)CommodityIndexprotected
expiryDate() const (defined in CommodityIndex)CommodityIndex
expiryDate_ (defined in CommodityIndex)CommodityIndexprotected
fixing(const Date &fixingDate, bool forecastTodaysFixing=false) const override (defined in CommodityIndex)CommodityIndex
fixingCalendar() const override (defined in CommodityIndex)CommodityIndex
fixingCalendar_ (defined in CommodityIndex)CommodityIndexprotected
forecastFixing(const Date &fixingDate) const (defined in CommodityIndex)CommodityIndexvirtual
forecastFixing(const Time &fixingTime) const overrideCommodityIndexvirtual
init() (defined in CommodityIndex)CommodityIndexprotected
isFuturesIndex() const (defined in CommodityIndex)CommodityIndex
isFuturesIndex_ (defined in CommodityIndex)CommodityIndexprotected
isValidFixingDate(const Date &fixingDate) const override (defined in CommodityIndex)CommodityIndex
keepDays() const (defined in CommodityIndex)CommodityIndex
keepDays_ (defined in CommodityIndex)CommodityIndexprotected
name() const override (defined in CommodityIndex)CommodityIndex
name_ (defined in CommodityIndex)CommodityIndexprotected
optionExpiryDate() const (defined in CommodityIndex)CommodityIndex
optionExpiryDate_ (defined in CommodityIndex)CommodityIndexprotected
pastFixing(const Date &fixingDate) const overrideCommodityIndexvirtual
priceCurve() const (defined in CommodityIndex)CommodityIndex
underlyingName() const (defined in CommodityIndex)CommodityIndex
underlyingName_ (defined in CommodityIndex)CommodityIndexprotected
update() override (defined in CommodityIndex)CommodityIndex
~EqFxIndexBase() (defined in EqFxIndexBase)EqFxIndexBasevirtual