EnergyFuture Class Reference
Energy future. More...
#include <ql/experimental/commodities/energyfuture.hpp>
Inheritance diagram for EnergyFuture:

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_ |
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.