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EnergyFuture − Energy future.


#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.


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