/dports/finance/quantlib/QuantLib-1.20/ql/experimental/commodities/ |
H A D | unitofmeasureconversionmanager.cpp | 34 return c1.commodityType() == c2.commodityType() && in matches() 40 const CommodityType& commodityType, in matches() argument 43 return c.commodityType() == commodityType && in matches() 49 const CommodityType& commodityType, in matches() argument 51 return c.commodityType() == commodityType && in matches() 80 return directLookup(commodityType,source,target); in lookup() 98 return smartLookup(commodityType,source,target); in lookup() 145 if (matches(*i, commodityType, source, target)) { in directLookup() 174 return directLookup(commodityType,source,target); in smartLookup() 186 if (matches(*i, commodityType, source)) { in smartLookup() [all …]
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H A D | unitofmeasureconversion.hpp | 48 UnitOfMeasureConversion(const CommodityType& commodityType, 61 const CommodityType& commodityType() const; 86 CommodityType commodityType; member 95 Data(const CommodityType& commodityType, 110 inline const CommodityType& UnitOfMeasureConversion::commodityType() const { in commodityType() function in QuantLib::UnitOfMeasureConversion 111 return data_->commodityType; in commodityType()
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H A D | energyswap.cpp | 30 const CommodityType& commodityType, in EnergySwap() argument 32 : EnergyCommodity(commodityType, secondaryCosts), in EnergySwap() 36 const CommodityType& EnergySwap::commodityType() const { in commodityType() function in QuantLib::EnergySwap 38 return pricingPeriods_[0]->quantity().commodityType(); in commodityType() 47 return Quantity(pricingPeriods_[0]->quantity().commodityType(), in quantity()
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H A D | commoditypricinghelpers.hpp | 45 const CommodityType& commodityType, 49 static Real calculateUnitCost(const CommodityType& commodityType, 66 const CommodityType& commodityType, in calculateUomConversionFactor() argument 72 commodityType, fromUnitOfMeasure, toUnitOfMeasure); in calculateUomConversionFactor() 97 const CommodityType& commodityType, in calculateUnitCost() argument 104 calculateUomConversionFactor(commodityType, in calculateUnitCost()
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H A D | energycommodity.cpp | 89 const CommodityType& commodityType, in EnergyCommodity() argument 91 : Commodity(secondaryCosts), commodityType_(commodityType) {} in EnergyCommodity() 93 const CommodityType& EnergyCommodity::commodityType() const { in commodityType() function in QuantLib::EnergyCommodity 99 const CommodityType& commodityType, in calculateUomConversionFactor() argument 105 commodityType, fromUnitOfMeasure, toUnitOfMeasure); in calculateUomConversionFactor() 127 Real EnergyCommodity::calculateUnitCost(const CommodityType& commodityType, in calculateUnitCost() argument 136 calculateUomConversionFactor(commodityType, in calculateUnitCost() 149 const CommodityType& commodityType, in calculateSecondaryCostAmounts() argument 162 commodityType, in calculateSecondaryCostAmounts()
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H A D | unitofmeasureconversion.cpp | 29 const CommodityType& commodityType, in UnitOfMeasureConversion() argument 34 commodityType, source, target, in UnitOfMeasureConversion() 45 UnitOfMeasureConversion::Data::Data(const CommodityType& commodityType, in Data() argument 49 : commodityType(commodityType), source(source), target(target), in Data() 51 code = commodityType.name() + source.code() + target.code(); in Data() 65 return Quantity(quantity.commodityType(), in convert() 69 return Quantity(quantity.commodityType(), in convert()
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H A D | energyfuture.cpp | 30 const CommodityType& commodityType, in EnergyFuture() argument 32 : EnergyCommodity(commodityType, secondaryCosts), in EnergyFuture() 56 quantity_.commodityType(), in performCalculations() 60 calculateUomConversionFactor(index_->commodityType(), in performCalculations() 64 calculateUomConversionFactor(quantity_.commodityType(), in performCalculations() 107 calculateSecondaryCostAmounts(quantity_.commodityType(), in performCalculations()
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H A D | energycommodity.hpp | 90 const CommodityType& commodityType, 94 const CommodityType& commodityType() const; 104 const CommodityType& commodityType, 107 Real calculateUnitCost(const CommodityType& commodityType, 110 void calculateSecondaryCostAmounts(const CommodityType& commodityType,
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H A D | quantity.hpp | 38 Quantity(const CommodityType& commodityType, 44 const CommodityType& commodityType() const; 128 inline Quantity::Quantity(const CommodityType& commodityType, in Quantity() argument 131 : commodityType_(commodityType), unitOfMeasure_(unitOfMeasure), in Quantity() 134 inline const CommodityType& Quantity::commodityType() const { in commodityType() function in QuantLib::Quantity
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H A D | unitofmeasureconversionmanager.hpp | 42 const CommodityType& commodityType, 54 UnitOfMeasureConversion directLookup(const CommodityType& commodityType, 57 UnitOfMeasureConversion smartLookup(const CommodityType& commodityType,
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H A D | energybasisswap.cpp | 35 const CommodityType& commodityType, in EnergyBasisSwap() argument 41 pricingPeriods, commodityType, secondaryCosts), in EnergyBasisSwap() 97 pricingPeriods_[0]->quantity().commodityType(), in performCalculations() 101 calculateUomConversionFactor(payIndex_->commodityType(), in performCalculations() 105 calculateUomConversionFactor(receiveIndex_->commodityType(), in performCalculations() 124 pricingPeriods_[0]->quantity().commodityType(), in performCalculations() 289 pricingPeriods_[0]->quantity().commodityType(), in performCalculations()
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H A D | energyvanillaswap.cpp | 33 const CommodityType& commodityType, in EnergyVanillaSwap() argument 39 commodityType, secondaryCosts), in EnergyVanillaSwap() 85 pricingPeriods_[0]->quantity().commodityType(), in performCalculations() 90 pricingPeriods_[0]->quantity().commodityType(), in performCalculations() 93 calculateUomConversionFactor(index_->commodityType(), in performCalculations() 249 pricingPeriods_[0]->quantity().commodityType(), in performCalculations()
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H A D | commoditycurve.cpp | 26 const CommodityType& commodityType, in CommodityCurve() argument 34 name_(name), commodityType_(commodityType), unitOfMeasure_(unitOfMeasure), in CommodityCurve() 57 const CommodityType& commodityType, in CommodityCurve() argument 63 name_(name), commodityType_(commodityType), unitOfMeasure_(unitOfMeasure), in CommodityCurve()
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H A D | energyswap.hpp | 40 const CommodityType& commodityType, 55 const CommodityType& commodityType() const;
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H A D | commodityindex.cpp | 27 const CommodityType& commodityType, in CommodityIndex() argument 35 : name_(indexName), commodityType_(commodityType), in CommodityIndex()
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H A D | commodityindex.hpp | 40 const CommodityType& commodityType, 58 const CommodityType& commodityType() const; 118 inline const CommodityType& CommodityIndex::commodityType() const { in commodityType() function in QuantLib::CommodityIndex
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H A D | commoditycurve.hpp | 43 const CommodityType& commodityType, 52 const CommodityType& commodityType, 61 const CommodityType& commodityType() const;
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H A D | energyfuture.hpp | 39 const CommodityType& commodityType,
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H A D | energyvanillaswap.hpp | 45 const CommodityType& commodityType,
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H A D | energybasisswap.hpp | 46 const CommodityType& commodityType,
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H A D | quantity.cpp | 37 m.commodityType(), m.unitOfMeasure(), target); in convertTo()
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