buySell_ (3) - Linux Manuals

buySell_: Energy future.

NAME

QuantLib::EnergyFuture - Energy future.

SYNOPSIS


#include <ql/experimental/commodities/energyfuture.hpp>

Inherits QuantLib::EnergyCommodity.

Public Member Functions


EnergyFuture (Integer buySell, const Quantity &quantity, const CommodityUnitCost &tradePrice, const boost::shared_ptr< CommodityIndex > &index, const CommodityType &commodityType, const boost::shared_ptr< SecondaryCosts > &secondaryCosts)

bool isExpired () const
returns whether the instrument is still tradable.
Quantity quantity () const

const CommodityUnitCost & tradePrice () const

const boost::shared_ptr< CommodityIndex > index () const

Protected Member Functions


void performCalculations () const

Protected Attributes


Integer buySell_

Quantity quantity_

CommodityUnitCost tradePrice_

boost::shared_ptr< CommodityIndex > index_

Detailed Description

Energy future.

Member Function Documentation

void performCalculations () const [protected, virtual]

In case a pricing engine is not used, this method must be overridden to perform the actual calculations and set any needed results. In case a pricing engine is used, the default implementation can be used.

Reimplemented from Instrument.

Author

Generated automatically by Doxygen for QuantLib from the source code.