fixedPrice_ (3) - Linux Manuals
fixedPrice_: Vanilla energy swap.
NAME
QuantLib::EnergyVanillaSwap - Vanilla energy swap.
SYNOPSIS
#include <ql/experimental/commodities/energyvanillaswap.hpp>
Inherits QuantLib::EnergySwap.
Public Member Functions
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)
bool isExpired () const
returns whether the instrument is still tradable.
Integer payReceive () const
const Money & fixedPrice () const
const UnitOfMeasure & fixedPriceUnitOfMeasure () const
const boost::shared_ptr< CommodityIndex > & index () const
Protected Member Functions
void performCalculations () const
Protected Attributes
Integer payReceive_
Money fixedPrice_
UnitOfMeasure fixedPriceUnitOfMeasure_
boost::shared_ptr< CommodityIndex > index_
Handle< YieldTermStructure > payLegTermStructure_
Handle< YieldTermStructure > receiveLegTermStructure_
Handle< YieldTermStructure > discountTermStructure_
Detailed Description
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
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