This is the complete list of members for EnergyVanillaSwap, 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 | |
alwaysForward_ (defined in LazyObject) | LazyObject | protected |
alwaysForwardNotifications() | LazyObject | |
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 ext::shared_ptr< SecondaryCosts > &secondaryCosts) (defined in Commodity) | Commodity | explicit |
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 |
deepUpdate() | Observer | virtual |
DeliverySchedule enum name (defined in EnergyCommodity) | EnergyCommodity | |
discountTermStructure_ (defined in EnergyVanillaSwap) | EnergyVanillaSwap | protected |
EnergyCommodity(const CommodityType &commodityType, const ext::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 ext::shared_ptr< SecondaryCosts > &secondaryCosts) (defined in EnergySwap) | EnergySwap | |
EnergyVanillaSwap(bool payer, const Calendar &calendar, const Money &fixedPrice, const UnitOfMeasure &fixedPriceUnitOfMeasure, const ext::shared_ptr< CommodityIndex > &index, const Currency &payCurrency, const Currency &receiveCurrency, const PricingPeriods &pricingPeriods, const CommodityType &commodityType, const ext::shared_ptr< SecondaryCosts > &secondaryCosts, const Handle< YieldTermStructure > &payLegTermStructure, const Handle< YieldTermStructure > &receiveLegTermStructure, const Handle< YieldTermStructure > &discountTermStructure) (defined in EnergyVanillaSwap) | EnergyVanillaSwap | |
engine_ (defined in Instrument) | Instrument | protected |
errorEstimate() const | Instrument | |
errorEstimate_ (defined in Instrument) | Instrument | protected |
fetchResults(const PricingEngine::results *) const | EnergyCommodity | virtual |
fixedPrice() const (defined in EnergyVanillaSwap) | EnergyVanillaSwap | |
fixedPrice_ (defined in EnergyVanillaSwap) | EnergyVanillaSwap | protected |
fixedPriceUnitOfMeasure() const (defined in EnergyVanillaSwap) | EnergyVanillaSwap | |
fixedPriceUnitOfMeasure_ (defined in EnergyVanillaSwap) | EnergyVanillaSwap | protected |
freeze() | LazyObject | |
frozen_ (defined in LazyObject) | LazyObject | protected |
Hourly enum value (defined in EnergyCommodity) | EnergyCommodity | |
index() const (defined in EnergyVanillaSwap) | EnergyVanillaSwap | |
index_ (defined in EnergyVanillaSwap) | EnergyVanillaSwap | protected |
Instrument() (defined in Instrument) | Instrument | |
isExpired() const | EnergyVanillaSwap | virtual |
iterator typedef (defined in Observer) | Observer | |
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 |
payLegTermStructure_ (defined in EnergyVanillaSwap) | EnergyVanillaSwap | protected |
paymentCashFlows() const (defined in EnergySwap) | EnergySwap | |
paymentCashFlows_ (defined in EnergySwap) | EnergySwap | mutableprotected |
PaymentSchedule enum name (defined in EnergyCommodity) | EnergyCommodity | |
payReceive() const (defined in EnergyVanillaSwap) | EnergyVanillaSwap | |
payReceive_ (defined in EnergyVanillaSwap) | EnergyVanillaSwap | protected |
PerDay enum value (defined in EnergyCommodity) | EnergyCommodity | |
performCalculations() const | EnergyVanillaSwap | 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 |
receiveLegTermStructure_ (defined in EnergyVanillaSwap) | EnergyVanillaSwap | protected |
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
registerWithObservables(const ext::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 |
set_type typedef (defined in Observer) | Observer | |
setPricingEngine(const ext::shared_ptr< PricingEngine > &) | Instrument | |
setupArguments(PricingEngine::arguments *) const | EnergyCommodity | virtual |
setupExpired() const | Instrument | protectedvirtual |
unfreeze() | LazyObject | |
unregisterWith(const ext::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 |