QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.6

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EnergyBasisSwap Member List

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

Absolute enum value (defined in EnergyCommodity) | EnergyCommodity |
additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | mutableprotected
addPricingError(PricingError::Level errorLevel, const std::string &error, const std::string &detail="") const (defined in Commodity) | Commodity |
basis() const (defined in EnergyBasisSwap) | EnergyBasisSwap |
basis_ (defined in EnergyBasisSwap) | EnergyBasisSwap | protected
calculate() const | Instrument | protectedvirtual
calculated_ (defined in LazyObject) | LazyObject | mutableprotected
calculateFxConversionFactor(const Currency &fromCurrency, const Currency &toCurrency, const Date &evaluationDate) (defined in EnergyCommodity) | EnergyCommodity | protectedstatic
calculateSecondaryCostAmounts(const CommodityType &commodityType, Real totalQuantityValue, const Date &evaluationDate) const (defined in EnergyCommodity) | EnergyCommodity | protected
calculateUnitCost(const CommodityType &commodityType, const CommodityUnitCost &unitCost, const Date &evaluationDate) const (defined in EnergyCommodity) | EnergyCommodity | protected
calculateUomConversionFactor(const CommodityType &commodityType, const UnitOfMeasure &fromUnitOfMeasure, const UnitOfMeasure &toUnitOfMeasure) (defined in EnergyCommodity) | EnergyCommodity | protectedstatic
calendar() const (defined in EnergySwap) | EnergySwap |
calendar_ (defined in EnergySwap) | EnergySwap | protected
Commodity(const boost::shared_ptr< SecondaryCosts > &secondaryCosts) (defined in Commodity) | Commodity |
commodityType() const (defined in EnergySwap) | EnergySwap |
commodityType_ (defined in EnergyCommodity) | EnergyCommodity | protected
Constant enum value (defined in EnergyCommodity) | EnergyCommodity |
Daily enum value (defined in EnergyCommodity) | EnergyCommodity |
dailyPositions() const (defined in EnergySwap) | EnergySwap |
dailyPositions_ (defined in EnergySwap) | EnergySwap | mutableprotected
DeliverySchedule enum name (defined in EnergyCommodity) | EnergyCommodity |
discountTermStructure_ (defined in EnergyBasisSwap) | EnergyBasisSwap | protected
EnergyBasisSwap(const Calendar &calendar, const boost::shared_ptr< CommodityIndex > &spreadIndex, const boost::shared_ptr< CommodityIndex > &payIndex, const boost::shared_ptr< CommodityIndex > &receiveIndex, bool spreadToPayLeg, const Currency &payCurrency, const Currency &receiveCurrency, const PricingPeriods &pricingPeriods, const CommodityUnitCost &basis, const CommodityType &commodityType, const boost::shared_ptr< SecondaryCosts > &secondaryCosts, const Handle< YieldTermStructure > &payLegTermStructure, const Handle< YieldTermStructure > &receiveLegTermStructure, const Handle< YieldTermStructure > &discountTermStructure) (defined in EnergyBasisSwap) | EnergyBasisSwap |
EnergyCommodity(const CommodityType &commodityType, const boost::shared_ptr< SecondaryCosts > &secondaryCosts) (defined in EnergyCommodity) | EnergyCommodity |
EnergySwap(const Calendar &calendar, const Currency &payCurrency, const Currency &receiveCurrency, const PricingPeriods &pricingPeriods, const CommodityType &commodityType, const boost::shared_ptr< SecondaryCosts > &secondaryCosts) (defined in EnergySwap) | EnergySwap |
engine_ (defined in Instrument) | Instrument | protected
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | mutableprotected
fetchResults(const PricingEngine::results *) const | EnergyCommodity | virtual
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | mutableprotected
Hourly enum value (defined in EnergyCommodity) | EnergyCommodity |
Instrument() (defined in Instrument) | Instrument |
isExpired() const (defined in EnergySwap) | EnergySwap |
LazyObject() (defined in LazyObject) | LazyObject |
Monthly enum value (defined in EnergyCommodity) | EnergyCommodity |
MonthlySettlement enum value (defined in EnergyCommodity) | EnergyCommodity |
notifyObservers() | Observable |
NPV() const | Instrument |
NPV_ (defined in Instrument) | Instrument | mutableprotected
Observable() (defined in Observable) | Observable |
Observable(const Observable &) (defined in Observable) | Observable |
Observer() (defined in Observer) | Observer |
Observer(const Observer &) (defined in Observer) | Observer |
QuantLib::operator=(const Observable &) | Observable |
operator=(const Observer &) (defined in Observer) | Observer |
payCurrency() const (defined in EnergySwap) | EnergySwap |
payCurrency_ (defined in EnergySwap) | EnergySwap | protected
payIndex() const (defined in EnergyBasisSwap) | EnergyBasisSwap |
payIndex_ (defined in EnergyBasisSwap) | EnergyBasisSwap | protected
payLegTermStructure_ (defined in EnergyBasisSwap) | EnergyBasisSwap | protected
paymentCashFlows() const (defined in EnergySwap) | EnergySwap |
paymentCashFlows_ (defined in EnergySwap) | EnergySwap | mutableprotected
PaymentSchedule enum name (defined in EnergyCommodity) | EnergyCommodity |
PerDay enum value (defined in EnergyCommodity) | EnergyCommodity |
performCalculations() const | EnergyBasisSwap | protectedvirtual
PerHour enum value (defined in EnergyCommodity) | EnergyCommodity |
PerMonth enum value (defined in EnergyCommodity) | EnergyCommodity |
PerQuarter enum value (defined in EnergyCommodity) | EnergyCommodity |
PerWeek enum value (defined in EnergyCommodity) | EnergyCommodity |
PerYear enum value (defined in EnergyCommodity) | EnergyCommodity |
pricingErrors() const (defined in Commodity) | Commodity |
pricingErrors_ (defined in Commodity) | Commodity | mutableprotected
pricingPeriods() const (defined in EnergySwap) | EnergySwap |
pricingPeriods_ (defined in EnergySwap) | EnergySwap | protected
quantity() const (defined in EnergySwap) | EnergySwap |
QuantityPeriodicity enum name (defined in EnergyCommodity) | EnergyCommodity |
Quarterly enum value (defined in EnergyCommodity) | EnergyCommodity |
QuarterlySettlement enum value (defined in EnergyCommodity) | EnergyCommodity |
recalculate() | LazyObject |
receiveCurrency() const (defined in EnergySwap) | EnergySwap |
receiveCurrency_ (defined in EnergySwap) | EnergySwap | protected
receiveIndex() const (defined in EnergyBasisSwap) | EnergyBasisSwap |
receiveIndex_ (defined in EnergyBasisSwap) | EnergyBasisSwap | protected
receiveLegTermStructure_ (defined in EnergyBasisSwap) | EnergyBasisSwap | protected
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const boost::shared_ptr< Observer > &) | Observer |
result(const std::string &tag) const | Instrument |
secondaryCostAmounts() const (defined in Commodity) | Commodity |
secondaryCostAmounts_ (defined in Commodity) | Commodity | mutableprotected
secondaryCosts() const (defined in Commodity) | Commodity |
secondaryCosts_ (defined in Commodity) | Commodity | protected
setPricingEngine(const boost::shared_ptr< PricingEngine > &) | Instrument |
setupArguments(PricingEngine::arguments *) const | EnergyCommodity | virtual
setupExpired() const | Instrument | protectedvirtual
spreadIndex_ (defined in EnergyBasisSwap) | EnergyBasisSwap | protected
spreadToPayLeg_ (defined in EnergyBasisSwap) | EnergyBasisSwap | protected
unfreeze() | LazyObject |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | LazyObject | virtual
valuationDate() const | Instrument |
valuationDate_ (defined in Instrument) | Instrument | mutableprotected
Weekly enum value (defined in EnergyCommodity) | EnergyCommodity |
Window enum value (defined in EnergyCommodity) | EnergyCommodity |
WindowSettlement enum value (defined in EnergyCommodity) | EnergyCommodity |
Yearly enum value (defined in EnergyCommodity) | EnergyCommodity |
YearlySettlement enum value (defined in EnergyCommodity) | EnergyCommodity |
~LazyObject() (defined in LazyObject) | LazyObject | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual