EnergyFuture (3) - Linux Manuals
EnergyFuture: 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
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