Searched refs:CommodityIndex (Results 1 – 9 of 9) sorted by relevance
| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/commodities/ |
| H A D | commodityindex.hpp | 35 class CommodityIndex : public Observable, class
38 CommodityIndex(
106 inline bool operator==(const CommodityIndex& i1, const CommodityIndex& i2) { in operator ==()
110 inline void CommodityIndex::update() { in update()
114 inline std::string CommodityIndex::name() const { in name()
134 inline Real CommodityIndex::lotQuantity() const { in lotQuantity()
139 CommodityIndex::forwardCurve() const { in forwardCurve()
147 inline Real CommodityIndex::price(const Date& date) { in price()
169 inline Date CommodityIndex::lastQuoteDate() const { in lastQuoteDate()
175 inline bool CommodityIndex::empty() const { in empty()
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| H A D | energybasisswap.hpp | 38 const ext::shared_ptr<CommodityIndex>& spreadIndex,
39 const ext::shared_ptr<CommodityIndex>& payIndex,
40 const ext::shared_ptr<CommodityIndex>& receiveIndex,
52 const ext::shared_ptr<CommodityIndex>& payIndex() const { in payIndex()
55 const ext::shared_ptr<CommodityIndex>& receiveIndex() const { in receiveIndex()
63 ext::shared_ptr<CommodityIndex> spreadIndex_;
64 ext::shared_ptr<CommodityIndex> payIndex_;
65 ext::shared_ptr<CommodityIndex> receiveIndex_;
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| H A D | energyfuture.hpp | 38 const ext::shared_ptr<CommodityIndex>& index,
45 ext::shared_ptr<CommodityIndex> index() const { return index_; } in index()
52 ext::shared_ptr<CommodityIndex> index_;
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| H A D | energyvanillaswap.hpp | 41 const ext::shared_ptr<CommodityIndex>& index,
57 const ext::shared_ptr<CommodityIndex>& index() const { in index()
67 ext::shared_ptr<CommodityIndex> index_;
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| H A D | commodityindex.cpp | 25 CommodityIndex::CommodityIndex( in CommodityIndex() function in QuantLib::CommodityIndex
54 std::ostream& operator<<(std::ostream& out, const CommodityIndex& index) { in operator <<()
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| H A D | energybasisswap.cpp | 27 const ext::shared_ptr<CommodityIndex>& spreadIndex, in EnergyBasisSwap()
28 const ext::shared_ptr<CommodityIndex>& payIndex, in EnergyBasisSwap()
29 const ext::shared_ptr<CommodityIndex>& receiveIndex, in EnergyBasisSwap()
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| H A D | energyfuture.cpp | 29 const ext::shared_ptr<CommodityIndex>& index, in EnergyFuture()
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| H A D | commoditycurve.hpp | 39 friend class CommodityIndex;
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| H A D | energyvanillaswap.cpp | 29 const ext::shared_ptr<CommodityIndex>& index, in EnergyVanillaSwap()
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