#include <ored/scripting/scriptedinstrument.hpp>

Inheritance diagram for ScriptedInstrument:

Collaboration diagram for ScriptedInstrument:

Classes
class	arguments

Public Types
using	results = QuantLib::Instrument::results

using	engine = QuantLib::GenericEngine< arguments, results >

Public Member Functions
	ScriptedInstrument (const QuantLib::Date &lastRelevantDate)

bool	isExpired () const override

void	setupArguments (QuantLib::PricingEngine::arguments *) const override

bool	lastCalculationWasValid () const

QuantLib::ext::shared_ptr< PricingEngine >	pricingEngine () const

Private Attributes
const QuantLib::Date	lastRelevantDate_

Detailed Description

Definition at line 31 of file scriptedinstrument.hpp.

Member Typedef Documentation

◆ results

using results = QuantLib::Instrument::results

Definition at line 37 of file scriptedinstrument.hpp.

◆ engine

using engine = QuantLib::GenericEngine<arguments, results>

Definition at line 38 of file scriptedinstrument.hpp.

Constructor & Destructor Documentation

◆ ScriptedInstrument()

ScriptedInstrument ( const QuantLib::Date & lastRelevantDate )

explicit

Definition at line 25 of file scriptedinstrument.cpp.

25 : lastRelevantDate_(lastRelevantDate) {

26}

QuantExt::ScriptedInstrument::lastRelevantDate_

const QuantLib::Date lastRelevantDate_

Definition: scriptedinstrument.hpp:45

Member Function Documentation

◆ isExpired()

bool isExpired ( ) const

override

Definition at line 28 of file scriptedinstrument.cpp.

28{ return QuantLib::detail::simple_event(lastRelevantDate_).hasOccurred(); }

◆ setupArguments()

void setupArguments ( QuantLib::PricingEngine::arguments * ) const

override

Definition at line 40 of file scriptedinstrument.hpp.

40{}

◆ lastCalculationWasValid()

bool lastCalculationWasValid ( ) const

Definition at line 30 of file scriptedinstrument.cpp.

                                                       {
    if (auto res = QuantLib::ext::dynamic_pointer_cast<ore::data::ScriptedInstrumentPricingEngine>(engine_)) {
        return res->lastCalculationWasValid();
    } else if (auto res = QuantLib::ext::dynamic_pointer_cast<ore::data::ScriptedInstrumentPricingEngineCG>(engine_)) {
        return res->lastCalculationWasValid();
    } else {
        QL_FAIL(
            "internal error: could not cast to ScriptedInstrumentPricingEngine or ScriptedInstrumentPricingEngineCG");
    }
}

◆ pricingEngine()

QuantLib::ext::shared_ptr< PricingEngine > pricingEngine ( ) const

Definition at line 42 of file scriptedinstrument.hpp.

42{ return engine_; }

engine_

boost::shared_ptr< PricingEngine > engine_

Member Data Documentation

◆ lastRelevantDate_