### A free/open-source library for quantitative finance

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) | Instrument | `[mutable, protected]`
addPricingError(PricingError::Level errorLevel, const std::string &error, const std::string &detail="") const (defined in Commodity) | Commodity |
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 EnergyVanillaSwap) | EnergyVanillaSwap | `[protected]`
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) | Instrument | `[protected]`
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | `[mutable, 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 | `[mutable, 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]`
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]`
payLegTermStructure_ (defined in EnergyVanillaSwap) | EnergyVanillaSwap | `[protected]`
paymentCashFlows() const (defined in EnergySwap) | EnergySwap |
paymentCashFlows_ (defined in EnergySwap) | EnergySwap | `[mutable, protected]`
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 | `[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]`
receiveLegTermStructure_ (defined in EnergyVanillaSwap) | EnergyVanillaSwap | `[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]`
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]`