Rechercher une page de manuel
QuantLib_EnergyFuture
Langue: en
Version: 373561 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::EnergyFuture -Energy future.
SYNOPSIS
#include <ql/experimental/commodities/energyfuture.hpp>
Inherits QuantLib::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_
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.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre