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 [mutable, protected]
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 [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
calculateFxConversionFactor(const Currency &fromCurrency, const Currency &toCurrency, const Date &evaluationDate) (defined in EnergyCommodity)EnergyCommodity [protected, static]
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 [protected, static]
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 [mutable, protected]
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 [mutable, protected]
fetchResults(const PricingEngine::results *) const EnergyCommodity [virtual]
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObject [mutable, protected]
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 [mutable, protected]
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 [mutable, protected]
PaymentSchedule enum name (defined in EnergyCommodity)EnergyCommodity
PerDay enum value (defined in EnergyCommodity)EnergyCommodity
performCalculations() const EnergyBasisSwap [protected, virtual]
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 [mutable, protected]
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
result(const std::string &tag) const Instrument
secondaryCostAmounts() const (defined in Commodity)Commodity
secondaryCostAmounts_ (defined in Commodity)Commodity [mutable, protected]
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 [protected, virtual]
spreadIndex_ (defined in EnergyBasisSwap)EnergyBasisSwap [protected]
spreadToPayLeg_ (defined in EnergyBasisSwap)EnergyBasisSwap [protected]
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()LazyObject [virtual]
valuationDate() const Instrument
valuationDate_ (defined in Instrument)Instrument [mutable, protected]
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]