QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
EnergyVanillaSwap Member List

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)Instrumentmutableprotected
addPricingError(PricingError::Level errorLevel, const std::string &error, const std::string &detail="") const (defined in Commodity)Commodity
calculate() const Instrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
calculateFxConversionFactor(const Currency &fromCurrency, const Currency &toCurrency, const Date &evaluationDate) (defined in EnergyCommodity)EnergyCommodityprotectedstatic
calculateSecondaryCostAmounts(const CommodityType &commodityType, Real totalQuantityValue, const Date &evaluationDate) const (defined in EnergyCommodity)EnergyCommodityprotected
calculateUnitCost(const CommodityType &commodityType, const CommodityUnitCost &unitCost, const Date &evaluationDate) const (defined in EnergyCommodity)EnergyCommodityprotected
calculateUomConversionFactor(const CommodityType &commodityType, const UnitOfMeasure &fromUnitOfMeasure, const UnitOfMeasure &toUnitOfMeasure) (defined in EnergyCommodity)EnergyCommodityprotectedstatic
calendar() const (defined in EnergySwap)EnergySwap
calendar_ (defined in EnergySwap)EnergySwapprotected
Commodity(const boost::shared_ptr< SecondaryCosts > &secondaryCosts) (defined in Commodity)Commodity
commodityType() const (defined in EnergySwap)EnergySwap
commodityType_ (defined in EnergyCommodity)EnergyCommodityprotected
Constant enum value (defined in EnergyCommodity)EnergyCommodity
Daily enum value (defined in EnergyCommodity)EnergyCommodity
dailyPositions() const (defined in EnergySwap)EnergySwap
dailyPositions_ (defined in EnergySwap)EnergySwapmutableprotected
DeliverySchedule enum name (defined in EnergyCommodity)EnergyCommodity
discountTermStructure_ (defined in EnergyVanillaSwap)EnergyVanillaSwapprotected
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
EnergyVanillaSwap(bool payer, const Calendar &calendar, const Money &fixedPrice, const UnitOfMeasure &fixedPriceUnitOfMeasure, const boost::shared_ptr< CommodityIndex > &index, const Currency &payCurrency, const Currency &receiveCurrency, const PricingPeriods &pricingPeriods, const CommodityType &commodityType, const boost::shared_ptr< SecondaryCosts > &secondaryCosts, const Handle< YieldTermStructure > &payLegTermStructure, const Handle< YieldTermStructure > &receiveLegTermStructure, const Handle< YieldTermStructure > &discountTermStructure) (defined in EnergyVanillaSwap)EnergyVanillaSwap
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrumentmutableprotected
fetchResults(const PricingEngine::results *) const EnergyCommodityvirtual
fixedPrice() const (defined in EnergyVanillaSwap)EnergyVanillaSwap
fixedPrice_ (defined in EnergyVanillaSwap)EnergyVanillaSwapprotected
fixedPriceUnitOfMeasure() const (defined in EnergyVanillaSwap)EnergyVanillaSwap
fixedPriceUnitOfMeasure_ (defined in EnergyVanillaSwap)EnergyVanillaSwapprotected
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
Hourly enum value (defined in EnergyCommodity)EnergyCommodity
index() const (defined in EnergyVanillaSwap)EnergyVanillaSwap
index_ (defined in EnergyVanillaSwap)EnergyVanillaSwapprotected
Instrument() (defined in Instrument)Instrument
isExpired() const EnergyVanillaSwapvirtual
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)Instrumentmutableprotected
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)EnergySwapprotected
payLegTermStructure_ (defined in EnergyVanillaSwap)EnergyVanillaSwapprotected
paymentCashFlows() const (defined in EnergySwap)EnergySwap
paymentCashFlows_ (defined in EnergySwap)EnergySwapmutableprotected
PaymentSchedule enum name (defined in EnergyCommodity)EnergyCommodity
payReceive() const (defined in EnergyVanillaSwap)EnergyVanillaSwap
payReceive_ (defined in EnergyVanillaSwap)EnergyVanillaSwapprotected
PerDay enum value (defined in EnergyCommodity)EnergyCommodity
performCalculations() const EnergyVanillaSwapprotectedvirtual
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)Commoditymutableprotected
pricingPeriods() const (defined in EnergySwap)EnergySwap
pricingPeriods_ (defined in EnergySwap)EnergySwapprotected
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)EnergySwapprotected
receiveLegTermStructure_ (defined in EnergyVanillaSwap)EnergyVanillaSwapprotected
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)Commoditymutableprotected
secondaryCosts() const (defined in Commodity)Commodity
secondaryCosts_ (defined in Commodity)Commodityprotected
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) const EnergyCommodityvirtual
setupExpired() const Instrumentprotectedvirtual
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LazyObjectvirtual
valuationDate() const Instrument
valuationDate_ (defined in Instrument)Instrumentmutableprotected
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)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual