QuantLib_EnergyCommodity man page

EnergyCommodity — Energy commodity class.  

Synopsis

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

Inherits Commodity.

Inherited by EnergyFuture, and EnergySwap.

Public Types

enum DeliverySchedule { Constant, Window, Hourly, Daily, Weekly, Monthly, Quarterly, Yearly }
enum QuantityPeriodicity { Absolute, PerHour, PerDay, PerWeek, PerMonth, PerQuarter, PerYear }
enum PaymentSchedule { WindowSettlement, MonthlySettlement, QuarterlySettlement, YearlySettlement }

Public Member Functions

EnergyCommodity (const CommodityType &commodityType, const boost::shared_ptr< SecondaryCosts > &secondaryCosts)
virtual Quantity quantity () const =0
const CommodityType & commodityType () const
void setupArguments (PricingEngine::arguments *) const
void fetchResults (const PricingEngine::results *) const

Protected Member Functions

Real calculateUnitCost (const CommodityType &commodityType, const CommodityUnitCost &unitCost, const Date &evaluationDate) const
void calculateSecondaryCostAmounts (const CommodityType &commodityType, Real totalQuantityValue, const Date &evaluationDate) const

Static Protected Member Functions

static Real calculateFxConversionFactor (const Currency &fromCurrency, const Currency &toCurrency, const Date &evaluationDate)
static Real calculateUomConversionFactor (const CommodityType &commodityType, const UnitOfMeasure &fromUnitOfMeasure, const UnitOfMeasure &toUnitOfMeasure)

Protected Attributes

CommodityType commodityType_

Detailed Description

Energy commodity class.

Member Function Documentation

void setupArguments (PricingEngine::arguments *) const [virtual]

When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.

Reimplemented from Instrument.

void fetchResults (const PricingEngine::results * r) const [virtual]

When a derived result structure is defined for an instrument, this method should be overridden to read from it. This is mandatory in case a pricing engine is used.

Reimplemented from Instrument.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man pages calculateSecondaryCostAmounts(3), EnergyCommodity(3) and quantity(3) are aliases of QuantLib_EnergyCommodity(3).

Wed Aug 2 2017 Version 1.10 QuantLib