QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
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)CommodityCurveprotected
basisOfCurveUomConversionFactor_ (defined in CommodityCurve)CommodityCurveprotected
basisOfPrice(const Date &d) const (defined in CommodityCurve)CommodityCurve
basisOfPriceImpl(Time t) const (defined in CommodityCurve)CommodityCurveprotected
calendar() const TermStructurevirtual
calendar_ (defined in TermStructure)TermStructureprotected
checkRange(const Date &d, bool extrapolate) const TermStructureprotected
checkRange(Time t, bool extrapolate) const TermStructureprotected
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)CommodityCurvefriend
commodityType() const (defined in CommodityCurve)CommodityCurve
commodityType_ (defined in CommodityCurve)CommodityCurveprotected
currency() const (defined in CommodityCurve)CommodityCurve
currency_ (defined in CommodityCurve)CommodityCurveprotected
data_ (defined in CommodityCurve)CommodityCurvemutableprotected
dates() const (defined in CommodityCurve)CommodityCurve
dates_ (defined in CommodityCurve)CommodityCurvemutableprotected
dayCounter() const TermStructurevirtual
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)CommodityCurvemutableprotected
interpolator_ (defined in CommodityCurve)CommodityCurveprotected
maxDate() const CommodityCurvevirtual
maxTime() const TermStructurevirtual
moving_ (defined in TermStructure)TermStructureprotected
name() const (defined in CommodityCurve)CommodityCurve
name_ (defined in CommodityCurve)CommodityCurveprotected
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)CommodityCurvefriend
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)CommodityCurveprotected
prices() const (defined in CommodityCurve)CommodityCurve
referenceDate() const TermStructurevirtual
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 TermStructurevirtual
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)CommodityCurvemutableprotected
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)CommodityCurveprotected
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()TermStructurevirtual
updated_ (defined in TermStructure)TermStructuremutableprotected
~Extrapolator() (defined in Extrapolator)Extrapolatorvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~TermStructure() (defined in TermStructure)TermStructurevirtual