Member List

### A free/open-source library for quantitative finance

CommodityCurve Member List
This is the complete list of members for CommodityCurve, including all inherited members.

allowsExtrapolation() const | Extrapolator |
basisOfCurve() const (defined in CommodityCurve) | CommodityCurve |
basisOfCurve_ (defined in CommodityCurve) | CommodityCurve | `[protected]`
basisOfCurveUomConversionFactor_ (defined in CommodityCurve) | CommodityCurve | `[protected]`
basisOfPrice(const Date &d) const (defined in CommodityCurve) | CommodityCurve |
basisOfPriceImpl(Time t) const (defined in CommodityCurve) | CommodityCurve | `[protected]`
calendar() const | TermStructure | `[virtual]`
calendar_ (defined in TermStructure) | TermStructure | `[protected]`
checkRange(const Date &d, bool extrapolate) const | TermStructure | `[protected]`
checkRange(Time t, bool extrapolate) const | TermStructure | `[protected]`
CommodityCurve(const std::string &name, const CommodityType &commodityType, const Currency &currency, const UnitOfMeasure &unitOfMeasure, const Calendar &calendar, const std::vector< Date > &dates, const std::vector< Real > &prices, const DayCounter &dayCounter=Actual365Fixed()) (defined in CommodityCurve) | CommodityCurve |
CommodityCurve(const std::string &name, const CommodityType &commodityType, const Currency &currency, const UnitOfMeasure &unitOfMeasure, const Calendar &calendar, const DayCounter &dayCounter=Actual365Fixed()) (defined in CommodityCurve) | CommodityCurve |
CommodityIndex (defined in CommodityCurve) | CommodityCurve | `[friend]`
commodityType() const (defined in CommodityCurve) | CommodityCurve |
commodityType_ (defined in CommodityCurve) | CommodityCurve | `[protected]`
currency() const (defined in CommodityCurve) | CommodityCurve |
currency_ (defined in CommodityCurve) | CommodityCurve | `[protected]`
data_ (defined in CommodityCurve) | CommodityCurve | `[mutable, protected]`
dates() const (defined in CommodityCurve) | CommodityCurve |
dates_ (defined in CommodityCurve) | CommodityCurve | `[mutable, protected]`
dayCounter() const | TermStructure | `[virtual]`
disableExtrapolation(bool b=true) | Extrapolator |
empty() const (defined in CommodityCurve) | CommodityCurve |
enableExtrapolation(bool b=true) | Extrapolator |
Extrapolator() (defined in Extrapolator) | Extrapolator |
interpolation_ (defined in CommodityCurve) | CommodityCurve | `[mutable, protected]`
interpolator_ (defined in CommodityCurve) | CommodityCurve | `[protected]`
maxDate() const | CommodityCurve | `[virtual]`
maxTime() const | TermStructure | `[virtual]`
moving_ (defined in TermStructure) | TermStructure | `[protected]`
name() const (defined in CommodityCurve) | CommodityCurve |
name_ (defined in CommodityCurve) | CommodityCurve | `[protected]`
nodes() const (defined in CommodityCurve) | CommodityCurve |
notifyObservers() | Observable |
Observable() (defined in Observable) | Observable |
Observable(const Observable &) (defined in Observable) | Observable |
Observer() (defined in Observer) | Observer |
Observer(const Observer &) (defined in Observer) | Observer |
operator<< (defined in CommodityCurve) | CommodityCurve | `[friend]`
operator=(const Observer &) (defined in Observer) | Observer |
QuantLib::Observable::operator=(const Observable &) | Observable |
price(const Date &d, const boost::shared_ptr< ExchangeContracts > &exchangeContracts, Integer nearbyOffset) const (defined in CommodityCurve) | CommodityCurve |
priceImpl(Time t) const (defined in CommodityCurve) | CommodityCurve | `[protected]`
prices() const (defined in CommodityCurve) | CommodityCurve |
referenceDate() const | TermStructure | `[virtual]`
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
setBasisOfCurve(const boost::shared_ptr< CommodityCurve > &basisOfCurve) (defined in CommodityCurve) | CommodityCurve |
setPrices(std::map< Date, Real > &prices) (defined in CommodityCurve) | CommodityCurve |
settlementDays() const | TermStructure | `[virtual]`
TermStructure(const DayCounter &dc=DayCounter()) | TermStructure |
TermStructure(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter()) | TermStructure |
TermStructure(Natural settlementDays, const Calendar &, const DayCounter &dc=DayCounter()) | TermStructure |
timeFromReference(const Date &date) const | TermStructure |
times() const (defined in CommodityCurve) | CommodityCurve |
times_ (defined in CommodityCurve) | CommodityCurve | `[mutable, protected]`
underlyingPriceDate(const Date &date, const boost::shared_ptr< ExchangeContracts > &exchangeContracts, Integer nearbyOffset) const (defined in CommodityCurve) | CommodityCurve |
unitOfMeasure() const (defined in CommodityCurve) | CommodityCurve |
unitOfMeasure_ (defined in CommodityCurve) | CommodityCurve | `[protected]`
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
update() | TermStructure | `[virtual]`
updated_ (defined in TermStructure) | TermStructure | `[mutable, protected]`
~Extrapolator() (defined in Extrapolator) | Extrapolator | `[virtual]`
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`
~TermStructure() (defined in TermStructure) | TermStructure | `[virtual]`