#include <ored/portfolio/commoditylegdata.hpp>

Inheritance diagram for CommodityFloatingLegData:

Collaboration diagram for CommodityFloatingLegData:

Public Member Functions
	CommodityFloatingLegData ()
	Default constructor. More...

	CommodityFloatingLegData (const std::string &name, CommodityPriceType priceType, const std::vector< QuantLib::Real > &quantities, const std::vector< std::string > &quantityDates, QuantExt::CommodityQuantityFrequency commodityQuantityFrequency=QuantExt::CommodityQuantityFrequency::PerCalculationPeriod, CommodityPayRelativeTo commodityPayRelativeTo=CommodityPayRelativeTo::CalculationPeriodEndDate, const std::vector< QuantLib::Real > &spreads={}, const std::vector< std::string > &spreadDates={}, const std::vector< QuantLib::Real > &gearings={}, const std::vector< std::string > &gearingDates={}, CommodityPricingDateRule pricingDateRule=CommodityPricingDateRule::FutureExpiryDate, const std::string &pricingCalendar="", QuantLib::Natural pricingLag=0, const std::vector< std::string > &pricingDates={}, bool isAveraged=false, bool isInArrears=true, QuantLib::Natural futureMonthOffset=0, QuantLib::Natural deliveryRollDays=0, bool includePeriodEnd=true, bool excludePeriodStart=true, QuantLib::Natural hoursPerDay=QuantLib::Null< QuantLib::Natural >(), bool useBusinessDays=true, const std::string &tag="", QuantLib::Natural dailyExpiryOffset=QuantLib::Null< QuantLib::Natural >(), bool unrealisedQuantity=false, QuantLib::Natural lastNDays=QuantLib::Null< QuantLib::Natural >(), std::string fxIndex="")
	Constructor. More...

Inspectors
const std::string &	name () const

CommodityPriceType	priceType () const

const std::vector< QuantLib::Real > &	quantities () const

const std::vector< std::string > &	quantityDates () const

QuantExt::CommodityQuantityFrequency	commodityQuantityFrequency () const

CommodityPayRelativeTo	commodityPayRelativeTo () const

const std::vector< QuantLib::Real > &	spreads () const

const std::vector< std::string > &	spreadDates () const

const std::vector< QuantLib::Real > &	gearings () const

const std::vector< std::string > &	gearingDates () const

CommodityPricingDateRule	pricingDateRule () const

const std::string &	pricingCalendar () const

QuantLib::Natural	pricingLag () const

const std::vector< std::string > &	pricingDates () const

bool	isAveraged () const

bool	isInArrears () const

QuantLib::Natural	futureMonthOffset () const

QuantLib::Natural	deliveryRollDays () const

bool	includePeriodEnd () const

bool	excludePeriodStart () const

QuantLib::Natural	hoursPerDay () const

bool	useBusinessDays () const

const std::string &	tag () const

QuantLib::Natural	dailyExpiryOffset () const

bool	unrealisedQuantity () const

QuantLib::Natural	lastNDays () const

std::string const &	fxIndex () const

Public Member Functions inherited from LegAdditionalData
	LegAdditionalData (const string &legType, const string &legNodeName)

	LegAdditionalData (const string &legType)

const string &	legType () const

const string &	legNodeName () const

const std::set< std::string > &	indices () const

Public Member Functions inherited from XMLSerializable
virtual	~XMLSerializable ()

virtual void	fromXML (XMLNode *node)=0

virtual XMLNode *	toXML (XMLDocument &doc) const =0

void	fromFile (const std::string &filename)

void	toFile (const std::string &filename) const

void	fromXMLString (const std::string &xml)
	Parse from XML string. More...

std::string	toXMLString () const
	Parse from XML string. More...

Serialisation
std::string	name_

CommodityPriceType	priceType_

std::vector< QuantLib::Real >	quantities_

std::vector< std::string >	quantityDates_

QuantExt::CommodityQuantityFrequency	commodityQuantityFrequency_

CommodityPayRelativeTo	commodityPayRelativeTo_

std::vector< QuantLib::Real >	spreads_

std::vector< std::string >	spreadDates_

std::vector< QuantLib::Real >	gearings_

std::vector< std::string >	gearingDates_

CommodityPricingDateRule	pricingDateRule_

std::string	pricingCalendar_

QuantLib::Natural	pricingLag_

std::vector< std::string >	pricingDates_

bool	isAveraged_

bool	isInArrears_

QuantLib::Natural	futureMonthOffset_

QuantLib::Natural	deliveryRollDays_

bool	includePeriodEnd_

bool	excludePeriodStart_

QuantLib::Natural	hoursPerDay_

bool	useBusinessDays_

std::string	tag_

QuantLib::Natural	dailyExpiryOffset_

bool	unrealisedQuantity_

QuantLib::Natural	lastNDays_

std::string	fxIndex_

void	fromXML (ore::data::XMLNode *node) override

ore::data::XMLNode *	toXML (ore::data::XMLDocument &doc) const override

Additional Inherited Members
Protected Attributes inherited from LegAdditionalData
std::set< std::string >	indices_

Detailed Description

Definition at line 96 of file commoditylegdata.hpp.

Constructor & Destructor Documentation

◆ CommodityFloatingLegData() [1/2]

CommodityFloatingLegData ( )

Default constructor.

Definition at line 171 of file commoditylegdata.cpp.

    : ore::data::LegAdditionalData("CommodityFloating"),
      priceType_(CommodityPriceType::FutureSettlement),
      commodityQuantityFrequency_(CommodityQuantityFrequency::PerCalculationPeriod),
      commodityPayRelativeTo_(CommodityPayRelativeTo::CalculationPeriodEndDate),
      pricingDateRule_(CommodityPricingDateRule::FutureExpiryDate),
      pricingLag_(0), isAveraged_(false), isInArrears_(true), futureMonthOffset_(0),
      deliveryRollDays_(0), includePeriodEnd_(true), excludePeriodStart_(true),
      hoursPerDay_(Null<Natural>()), useBusinessDays_(true), dailyExpiryOffset_(0),
      unrealisedQuantity_(false), lastNDays_(Null<Natural>()), fxIndex_("") {}

◆ CommodityFloatingLegData() [2/2]

CommodityFloatingLegData	(	const std::string &	name,
		CommodityPriceType	priceType,
		const std::vector< QuantLib::Real > &	quantities,
		const std::vector< std::string > &	quantityDates,
		QuantExt::CommodityQuantityFrequency	commodityQuantityFrequency = `QuantExt::CommodityQuantityFrequency::PerCalculationPeriod`,
		CommodityPayRelativeTo	commodityPayRelativeTo = `CommodityPayRelativeTo::CalculationPeriodEndDate`,
		const std::vector< QuantLib::Real > &	spreads = `{}`,
		const std::vector< std::string > &	spreadDates = `{}`,
		const std::vector< QuantLib::Real > &	gearings = `{}`,
		const std::vector< std::string > &	gearingDates = `{}`,
		CommodityPricingDateRule	pricingDateRule = `CommodityPricingDateRule::FutureExpiryDate`,
		const std::string &	pricingCalendar = `""`,
		QuantLib::Natural	pricingLag = `0`,
		const std::vector< std::string > &	pricingDates = `{}`,
		bool	isAveraged = `false`,
		bool	isInArrears = `true`,
		QuantLib::Natural	futureMonthOffset = `0`,
		QuantLib::Natural	deliveryRollDays = `0`,
		bool	includePeriodEnd = `true`,
		bool	excludePeriodStart = `true`,
		QuantLib::Natural	hoursPerDay = `QuantLib::Null< QuantLib::Natural >()`,
		bool	useBusinessDays = `true`,
		const std::string &	tag = `""`,
		QuantLib::Natural	dailyExpiryOffset = `QuantLib::Null< QuantLib::Natural >()`,
		bool	unrealisedQuantity = `false`,
		QuantLib::Natural	lastNDays = `QuantLib::Null< QuantLib::Natural >()`,
		std::string	fxIndex = `""`
	)

Constructor.

Member Function Documentation

◆ name()

const std::string & name ( ) const

Definition at line 122 of file commoditylegdata.hpp.

122{ return name_; }

ore::data::CommodityFloatingLegData::name_

std::string name_

Definition: commoditylegdata.hpp:158

◆ priceType()

CommodityPriceType priceType ( ) const

Definition at line 123 of file commoditylegdata.hpp.

123{ return priceType_; }

◆ quantities()

const std::vector< QuantLib::Real > & quantities ( ) const

Definition at line 124 of file commoditylegdata.hpp.

124{ return quantities_; }

ore::data::CommodityFloatingLegData::quantities_

std::vector< QuantLib::Real > quantities_

Definition: commoditylegdata.hpp:160

◆ quantityDates()

const std::vector< std::string > & quantityDates ( ) const

Definition at line 125 of file commoditylegdata.hpp.

125{ return quantityDates_; }

ore::data::CommodityFloatingLegData::quantityDates_

std::vector< std::string > quantityDates_

Definition: commoditylegdata.hpp:161

◆ commodityQuantityFrequency()

QuantExt::CommodityQuantityFrequency commodityQuantityFrequency ( ) const

Definition at line 126 of file commoditylegdata.hpp.

126{ return commodityQuantityFrequency_; }

◆ commodityPayRelativeTo()

CommodityPayRelativeTo commodityPayRelativeTo ( ) const

Definition at line 127 of file commoditylegdata.hpp.

127{ return commodityPayRelativeTo_; }

◆ spreads()

const std::vector< QuantLib::Real > & spreads ( ) const

Definition at line 128 of file commoditylegdata.hpp.

128{ return spreads_; }

ore::data::CommodityFloatingLegData::spreads_

std::vector< QuantLib::Real > spreads_

Definition: commoditylegdata.hpp:164

◆ spreadDates()

const std::vector< std::string > & spreadDates ( ) const

Definition at line 129 of file commoditylegdata.hpp.

129{ return spreadDates_; }

ore::data::CommodityFloatingLegData::spreadDates_

std::vector< std::string > spreadDates_

Definition: commoditylegdata.hpp:165

◆ gearings()

const std::vector< QuantLib::Real > & gearings ( ) const

Definition at line 130 of file commoditylegdata.hpp.

130{ return gearings_; }

ore::data::CommodityFloatingLegData::gearings_

std::vector< QuantLib::Real > gearings_

Definition: commoditylegdata.hpp:166

◆ gearingDates()

const std::vector< std::string > & gearingDates ( ) const

Definition at line 131 of file commoditylegdata.hpp.

131{ return gearingDates_; }

ore::data::CommodityFloatingLegData::gearingDates_

std::vector< std::string > gearingDates_

Definition: commoditylegdata.hpp:167

◆ pricingDateRule()

CommodityPricingDateRule pricingDateRule ( ) const

Definition at line 132 of file commoditylegdata.hpp.

132{ return pricingDateRule_; }

◆ pricingCalendar()

const std::string & pricingCalendar ( ) const

Definition at line 133 of file commoditylegdata.hpp.

133{ return pricingCalendar_; }

ore::data::CommodityFloatingLegData::pricingCalendar_

std::string pricingCalendar_

Definition: commoditylegdata.hpp:169

◆ pricingLag()

QuantLib::Natural pricingLag ( ) const

Definition at line 134 of file commoditylegdata.hpp.

134{ return pricingLag_; }

◆ pricingDates()

const std::vector< std::string > & pricingDates ( ) const

Definition at line 135 of file commoditylegdata.hpp.

135{ return pricingDates_; }

ore::data::CommodityFloatingLegData::pricingDates_

std::vector< std::string > pricingDates_

Definition: commoditylegdata.hpp:171

◆ isAveraged()

bool isAveraged ( ) const

Definition at line 136 of file commoditylegdata.hpp.

136{ return isAveraged_; }

◆ isInArrears()

bool isInArrears ( ) const

Definition at line 137 of file commoditylegdata.hpp.

137{ return isInArrears_; }

◆ futureMonthOffset()

QuantLib::Natural futureMonthOffset ( ) const

Definition at line 138 of file commoditylegdata.hpp.

138{ return futureMonthOffset_; }

◆ deliveryRollDays()

QuantLib::Natural deliveryRollDays ( ) const

Definition at line 139 of file commoditylegdata.hpp.

139{ return deliveryRollDays_; }

◆ includePeriodEnd()

bool includePeriodEnd ( ) const

Definition at line 140 of file commoditylegdata.hpp.

140{ return includePeriodEnd_; }

◆ excludePeriodStart()

bool excludePeriodStart ( ) const

Definition at line 141 of file commoditylegdata.hpp.

141{ return excludePeriodStart_; }

◆ hoursPerDay()

QuantLib::Natural hoursPerDay ( ) const

Definition at line 142 of file commoditylegdata.hpp.

142{ return hoursPerDay_; }

◆ useBusinessDays()

bool useBusinessDays ( ) const

Definition at line 143 of file commoditylegdata.hpp.

143{ return useBusinessDays_; }

◆ tag()

const std::string & tag ( ) const

Definition at line 144 of file commoditylegdata.hpp.

144{ return tag_; }

ore::data::CommodityFloatingLegData::tag_

std::string tag_

Definition: commoditylegdata.hpp:180

◆ dailyExpiryOffset()

QuantLib::Natural dailyExpiryOffset ( ) const

Definition at line 145 of file commoditylegdata.hpp.

145{ return dailyExpiryOffset_; }

◆ unrealisedQuantity()

bool unrealisedQuantity ( ) const

Definition at line 146 of file commoditylegdata.hpp.

146{ return unrealisedQuantity_; }

◆ lastNDays()

QuantLib::Natural lastNDays ( ) const

Definition at line 147 of file commoditylegdata.hpp.

147{ return lastNDays_; }

◆ fxIndex()

std::string const & fxIndex ( ) const

Definition at line 148 of file commoditylegdata.hpp.

148{ return fxIndex_; }

◆ fromXML()

void fromXML ( ore::data::XMLNode * node )

overridevirtual

Implements XMLSerializable.

Definition at line 203 of file commoditylegdata.cpp.

                                                    {
 
    XMLUtils::checkNode(node, "CommodityFloatingLegData");
 
    name_ = XMLUtils::getChildValue(node, "Name", true);
    indices_.insert("COMM-" + name_);
    priceType_ = parseCommodityPriceType(XMLUtils::getChildValue(node, "PriceType", true));
    quantities_ = XMLUtils::getChildrenValuesWithAttributes<Real>(node, "Quantities", "Quantity", "startDate",
                                                                  quantityDates_, &parseReal, true);
 
    commodityQuantityFrequency_ = CommodityQuantityFrequency::PerCalculationPeriod;
    if (XMLNode* n = XMLUtils::getChildNode(node, "CommodityQuantityFrequency")) {
        commodityQuantityFrequency_ = parseCommodityQuantityFrequency(XMLUtils::getNodeValue(n));
    }
 
    commodityPayRelativeTo_ = CommodityPayRelativeTo::CalculationPeriodEndDate;
    if (XMLNode* n = XMLUtils::getChildNode(node, "CommodityPayRelativeTo")) {
        commodityPayRelativeTo_ = parseCommodityPayRelativeTo(XMLUtils::getNodeValue(n));
    }
 
    spreads_ = XMLUtils::getChildrenValuesWithAttributes<Real>(node, "Spreads", "Spread", "startDate", spreadDates_,
                                                               &parseReal);
    gearings_ = XMLUtils::getChildrenValuesWithAttributes<Real>(node, "Gearings", "Gearing", "startDate", gearingDates_,
                                                                &parseReal);
 
    pricingDateRule_ = CommodityPricingDateRule::FutureExpiryDate;
    if (XMLNode* n = XMLUtils::getChildNode(node, "PricingDateRule")) {
        pricingDateRule_ = parseCommodityPricingDateRule(XMLUtils::getNodeValue(n));
    }
 
    pricingCalendar_ = XMLUtils::getChildValue(node, "PricingCalendar", false);
    pricingLag_ = XMLUtils::getChildValueAsInt(node, "PricingLag", false);
    pricingDates_ = XMLUtils::getChildrenValues(node, "PricingDates", "PricingDate", false);
 
    isAveraged_ = false;
    if (XMLNode* n = XMLUtils::getChildNode(node, "IsAveraged")) {
        isAveraged_ = parseBool(XMLUtils::getNodeValue(n));
    }
 
    isInArrears_ = true;
    if (XMLNode* n = XMLUtils::getChildNode(node, "IsInArrears")) {
        isInArrears_ = parseBool(XMLUtils::getNodeValue(n));
    }
 
    futureMonthOffset_ = XMLUtils::getChildValueAsInt(node, "FutureMonthOffset", false);
    deliveryRollDays_ = XMLUtils::getChildValueAsInt(node, "DeliveryRollDays", false);
 
    includePeriodEnd_ = true;
    if (XMLNode* n = XMLUtils::getChildNode(node, "IncludePeriodEnd")) {
        includePeriodEnd_ = parseBool(XMLUtils::getNodeValue(n));
    }
 
    excludePeriodStart_ = true;
    if (XMLNode* n = XMLUtils::getChildNode(node, "ExcludePeriodStart")) {
        excludePeriodStart_ = parseBool(XMLUtils::getNodeValue(n));
    }
 
    hoursPerDay_ = Null<Natural>();
    if (XMLNode* n = XMLUtils::getChildNode(node, "HoursPerDay")) {
        hoursPerDay_ = parseInteger(XMLUtils::getNodeValue(n));
    }
 
    useBusinessDays_ = true;
    if (XMLNode* n = XMLUtils::getChildNode(node, "UseBusinessDays")) {
        useBusinessDays_ = parseBool(XMLUtils::getNodeValue(n));
    }
 
    tag_ = XMLUtils::getChildValue(node, "Tag", false);
 
    dailyExpiryOffset_ = Null<Natural>();
    if (XMLNode* n = XMLUtils::getChildNode(node, "DailyExpiryOffset")) {
        dailyExpiryOffset_ = parseInteger(XMLUtils::getNodeValue(n));
    }
 
    unrealisedQuantity_ = false;
    if (XMLNode* n = XMLUtils::getChildNode(node, "UnrealisedQuantity")) {
        unrealisedQuantity_ = parseBool(XMLUtils::getNodeValue(n));
    }
 
    lastNDays_ = Null<Natural>();
    if (XMLNode* n = XMLUtils::getChildNode(node, "LastNDays")) {
        lastNDays_ = parseInteger(XMLUtils::getNodeValue(n));
    }
 
    if (XMLNode* n = XMLUtils::getChildNode(node, "FXIndex")) {
        fxIndex_ = XMLUtils::getNodeValue(n);
    }
}

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◆ toXML()

XMLNode * toXML ( ore::data::XMLDocument & doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 292 of file commoditylegdata.cpp.

                                                               {
 
    XMLNode* node = doc.allocNode("CommodityFloatingLegData");
 
    XMLUtils::addChild(doc, node, "Name", name_);
    XMLUtils::addChild(doc, node, "PriceType", to_string(priceType_));
    XMLUtils::addChildrenWithOptionalAttributes(doc, node, "Quantities", "Quantity", quantities_, "startDate",
                                                quantityDates_);
    XMLUtils::addChild(doc, node, "CommodityQuantityFrequency", to_string(commodityQuantityFrequency_));
    XMLUtils::addChild(doc, node, "CommodityPayRelativeTo", to_string(commodityPayRelativeTo_));
 
    if (!spreads_.empty())
        XMLUtils::addChildrenWithOptionalAttributes(doc, node, "Spreads", "Spread", spreads_, "startDate",
                                                    spreadDates_);
 
    if (!gearings_.empty())
        XMLUtils::addChildrenWithOptionalAttributes(doc, node, "Gearings", "Gearing", gearings_, "startDate",
                                                    gearingDates_);
 
    XMLUtils::addChild(doc, node, "PricingDateRule", to_string(pricingDateRule_));
 
    if (!pricingCalendar_.empty())
        XMLUtils::addChild(doc, node, "PricingCalendar", pricingCalendar_);
 
    XMLUtils::addChild(doc, node, "PricingLag", static_cast<int>(pricingLag_));
 
    if (!pricingDates_.empty())
        XMLUtils::addChildren(doc, node, "PricingDates", "PricingDate", pricingDates_);
 
    XMLUtils::addChild(doc, node, "IsAveraged", isAveraged_);
    XMLUtils::addChild(doc, node, "IsInArrears", isInArrears_);
    XMLUtils::addChild(doc, node, "FutureMonthOffset", static_cast<int>(futureMonthOffset_));
    XMLUtils::addChild(doc, node, "DeliveryRollDays", static_cast<int>(deliveryRollDays_));
    XMLUtils::addChild(doc, node, "IncludePeriodEnd", includePeriodEnd_);
    XMLUtils::addChild(doc, node, "ExcludePeriodStart", excludePeriodStart_);
    if (hoursPerDay_ != Null<Natural>())
        XMLUtils::addChild(doc, node, "HoursPerDay", static_cast<int>(hoursPerDay_));
    XMLUtils::addChild(doc, node, "UseBusinessDays", useBusinessDays_);
    if (!tag_.empty())
        XMLUtils::addChild(doc, node, "Tag", tag_);
    if (dailyExpiryOffset_ != Null<Natural>())
        XMLUtils::addChild(doc, node, "DailyExpiryOffset", static_cast<int>(dailyExpiryOffset_));
    if (unrealisedQuantity_)
        XMLUtils::addChild(doc, node, "UnrealisedQuantity", unrealisedQuantity_);
    if (lastNDays_ != Null<Natural>())
        XMLUtils::addChild(doc, node, "LastNDays", static_cast<int>(lastNDays_));
    if (!fxIndex_.empty())
        XMLUtils::addChild(doc, node, "FXIndex", fxIndex_);
 
    return node;
}

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Member Data Documentation

◆ name_

std::string name_

private

Definition at line 158 of file commoditylegdata.hpp.

◆ priceType_

CommodityPriceType priceType_

private

Definition at line 159 of file commoditylegdata.hpp.

◆ quantities_

std::vector<QuantLib::Real> quantities_

private

Definition at line 160 of file commoditylegdata.hpp.

◆ quantityDates_

std::vector<std::string> quantityDates_

private

Definition at line 161 of file commoditylegdata.hpp.

◆ commodityQuantityFrequency_

QuantExt::CommodityQuantityFrequency commodityQuantityFrequency_

private

Definition at line 162 of file commoditylegdata.hpp.

◆ commodityPayRelativeTo_

CommodityPayRelativeTo commodityPayRelativeTo_

private

Definition at line 163 of file commoditylegdata.hpp.

◆ spreads_

std::vector<QuantLib::Real> spreads_

private

Definition at line 164 of file commoditylegdata.hpp.

◆ spreadDates_

std::vector<std::string> spreadDates_

private

Definition at line 165 of file commoditylegdata.hpp.

◆ gearings_

std::vector<QuantLib::Real> gearings_

private

Definition at line 166 of file commoditylegdata.hpp.

◆ gearingDates_

std::vector<std::string> gearingDates_

private

Definition at line 167 of file commoditylegdata.hpp.

◆ pricingDateRule_

CommodityPricingDateRule pricingDateRule_

private

Definition at line 168 of file commoditylegdata.hpp.

◆ pricingCalendar_

std::string pricingCalendar_

private

Definition at line 169 of file commoditylegdata.hpp.

◆ pricingLag_

QuantLib::Natural pricingLag_

private

Definition at line 170 of file commoditylegdata.hpp.

◆ pricingDates_

std::vector<std::string> pricingDates_

private

Definition at line 171 of file commoditylegdata.hpp.

◆ isAveraged_

bool isAveraged_

private

Definition at line 172 of file commoditylegdata.hpp.

◆ isInArrears_

bool isInArrears_

private

Definition at line 173 of file commoditylegdata.hpp.

◆ futureMonthOffset_

QuantLib::Natural futureMonthOffset_

private

Definition at line 174 of file commoditylegdata.hpp.

◆ deliveryRollDays_

QuantLib::Natural deliveryRollDays_

private

Definition at line 175 of file commoditylegdata.hpp.

◆ includePeriodEnd_

bool includePeriodEnd_

private

Definition at line 176 of file commoditylegdata.hpp.

◆ excludePeriodStart_

bool excludePeriodStart_

private

Definition at line 177 of file commoditylegdata.hpp.

◆ hoursPerDay_

QuantLib::Natural hoursPerDay_

private

Definition at line 178 of file commoditylegdata.hpp.

◆ useBusinessDays_

bool useBusinessDays_

private

Definition at line 179 of file commoditylegdata.hpp.

◆ tag_

std::string tag_

private

Definition at line 180 of file commoditylegdata.hpp.

◆ dailyExpiryOffset_

QuantLib::Natural dailyExpiryOffset_

private

Definition at line 181 of file commoditylegdata.hpp.

◆ unrealisedQuantity_

bool unrealisedQuantity_

private

Definition at line 182 of file commoditylegdata.hpp.

◆ lastNDays_

QuantLib::Natural lastNDays_

private

Definition at line 183 of file commoditylegdata.hpp.

◆ fxIndex_

std::string fxIndex_

private

Definition at line 184 of file commoditylegdata.hpp.

Public Member Functions

Serialisation

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ CommodityFloatingLegData() [1/2]

◆ CommodityFloatingLegData() [2/2]

Member Function Documentation

◆ name()

◆ priceType()

◆ quantities()

◆ quantityDates()

◆ commodityQuantityFrequency()

◆ commodityPayRelativeTo()

◆ spreads()

◆ spreadDates()

◆ gearings()

◆ gearingDates()

◆ pricingDateRule()

◆ pricingCalendar()

◆ pricingLag()

◆ pricingDates()

◆ isAveraged()

◆ isInArrears()

◆ futureMonthOffset()

◆ deliveryRollDays()

◆ includePeriodEnd()

◆ excludePeriodStart()

◆ hoursPerDay()

◆ useBusinessDays()

◆ tag()

◆ dailyExpiryOffset()

◆ unrealisedQuantity()

◆ lastNDays()

◆ fxIndex()

◆ fromXML()

◆ toXML()

Member Data Documentation

◆ name_

◆ priceType_

◆ quantities_

◆ quantityDates_

◆ commodityQuantityFrequency_

◆ commodityPayRelativeTo_

◆ spreads_

◆ spreadDates_

◆ gearings_

◆ gearingDates_

◆ pricingDateRule_

◆ pricingCalendar_

◆ pricingLag_

◆ pricingDates_

◆ isAveraged_

◆ isInArrears_

◆ futureMonthOffset_

◆ deliveryRollDays_

◆ includePeriodEnd_

◆ excludePeriodStart_

◆ hoursPerDay_

◆ useBusinessDays_

◆ tag_

◆ dailyExpiryOffset_

◆ unrealisedQuantity_

◆ lastNDays_

◆ fxIndex_