QuantLib_EnergyFuture man page

EnergyFuture — Energy future.

Synopsis

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

Inherits 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 might have value greater than zero.
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_

Additional Inherited Members

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.

Referenced By

buySell_(3), EnergyFuture(3), quantity_(3), QuantLib(3), tradePrice(3) and tradePrice_(3) are aliases of QuantLib_EnergyFuture(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib