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Searched refs:commodityType (Results 1 – 21 of 21) sorted by relevance

/dports/finance/quantlib/QuantLib-1.20/ql/experimental/commodities/
H A Dunitofmeasureconversionmanager.cpp34 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()
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H A Dunitofmeasureconversion.hpp48 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()
H A Denergyswap.cpp30 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()
H A Dcommoditypricinghelpers.hpp45 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()
H A Denergycommodity.cpp89 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()
H A Dunitofmeasureconversion.cpp29 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()
H A Denergyfuture.cpp30 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()
H A Denergycommodity.hpp90 const CommodityType& commodityType,
94 const CommodityType& commodityType() const;
104 const CommodityType& commodityType,
107 Real calculateUnitCost(const CommodityType& commodityType,
110 void calculateSecondaryCostAmounts(const CommodityType& commodityType,
H A Dquantity.hpp38 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
H A Dunitofmeasureconversionmanager.hpp42 const CommodityType& commodityType,
54 UnitOfMeasureConversion directLookup(const CommodityType& commodityType,
57 UnitOfMeasureConversion smartLookup(const CommodityType& commodityType,
H A Denergybasisswap.cpp35 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()
H A Denergyvanillaswap.cpp33 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()
H A Dcommoditycurve.cpp26 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()
H A Denergyswap.hpp40 const CommodityType& commodityType,
55 const CommodityType& commodityType() const;
H A Dcommodityindex.cpp27 const CommodityType& commodityType, in CommodityIndex() argument
35 : name_(indexName), commodityType_(commodityType), in CommodityIndex()
H A Dcommodityindex.hpp40 const CommodityType& commodityType,
58 const CommodityType& commodityType() const;
118 inline const CommodityType& CommodityIndex::commodityType() const { in commodityType() function in QuantLib::CommodityIndex
H A Dcommoditycurve.hpp43 const CommodityType& commodityType,
52 const CommodityType& commodityType,
61 const CommodityType& commodityType() const;
H A Denergyfuture.hpp39 const CommodityType& commodityType,
H A Denergyvanillaswap.hpp45 const CommodityType& commodityType,
H A Denergybasisswap.hpp46 const CommodityType& commodityType,
H A Dquantity.cpp37 m.commodityType(), m.unitOfMeasure(), target); in convertTo()