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

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

Wed Aug 2 2017 Version 1.10 QuantLib