CommoditySpotQuote Class Reference

Commodity spot quote class. More...

#include <ored/marketdata/marketdatum.hpp>

Inheritance diagram for CommoditySpotQuote:

Collaboration diagram for CommoditySpotQuote:

Public Member Functions
	CommoditySpotQuote ()
	CommoditySpotQuote (QuantLib::Real value, const QuantLib::Date &asofDate, const std::string &name, QuoteType quoteType, const std::string &commodityName, const std::string &quoteCurrency)
	Constructor. More...
QuantLib::ext::shared_ptr< MarketDatum >	clone () override
	Make a copy of the market datum. More...
Public Member Functions inherited from MarketDatum
	MarketDatum ()
	MarketDatum (Real value, Date asofDate, const string &name, QuoteType quoteType, InstrumentType instrumentType)
	Constructor. More...
virtual	~MarketDatum ()
	Default destructor. More...
virtual QuantLib::ext::shared_ptr< MarketDatum >	clone ()
	Make a copy of the market datum. More...
const string &	name () const
const Handle< Quote > &	quote () const
Date	asofDate () const
InstrumentType	instrumentType () const
QuoteType	quoteType () const

Inspectors
std::string	commodityName_
std::string	quoteCurrency_
class	boost::serialization::access
	Serialization. More...
const std::string &	commodityName () const
const std::string &	quoteCurrency () const
template<class Archive >
void	serialize (Archive &ar, const unsigned int version)

Additional Inherited Members
Public Types inherited from MarketDatum
enum class	InstrumentType {   ZERO , DISCOUNT , MM , MM_FUTURE ,   OI_FUTURE , FRA , IMM_FRA , IR_SWAP ,   BASIS_SWAP , BMA_SWAP , CC_BASIS_SWAP , CC_FIX_FLOAT_SWAP ,   CDS , CDS_INDEX , FX_SPOT , FX_FWD ,   HAZARD_RATE , RECOVERY_RATE , SWAPTION , CAPFLOOR ,   FX_OPTION , ZC_INFLATIONSWAP , ZC_INFLATIONCAPFLOOR , YY_INFLATIONSWAP ,   YY_INFLATIONCAPFLOOR , SEASONALITY , EQUITY_SPOT , EQUITY_FWD ,   EQUITY_DIVIDEND , EQUITY_OPTION , BOND , BOND_OPTION ,   INDEX_CDS_OPTION , COMMODITY_SPOT , COMMODITY_FWD , CORRELATION ,   COMMODITY_OPTION , CPR , RATING , NONE }
	Supported market instrument types. More...
enum class	QuoteType {   BASIS_SPREAD , CREDIT_SPREAD , CONV_CREDIT_SPREAD , YIELD_SPREAD ,   HAZARD_RATE , RATE , RATIO , PRICE ,   RATE_LNVOL , RATE_NVOL , RATE_SLNVOL , BASE_CORRELATION ,   SHIFT , TRANSITION_PROBABILITY , NONE }
	Supported market quote types. More...
Protected Attributes inherited from MarketDatum
Handle< Quote >	quote_
Date	asofDate_
string	name_
InstrumentType	instrumentType_
QuoteType	quoteType_

Detailed Description

Commodity spot quote class.

This class holds a spot price for a commodity in a given currency

Definition at line 1696 of file marketdatum.hpp.

Constructor & Destructor Documentation

CommoditySpotQuote() [1/2]

CommoditySpotQuote

(

)

Definition at line 1698 of file marketdatum.hpp.

{}

CommoditySpotQuote() [2/2]

CommoditySpotQuote	(	QuantLib::Real	value,
		const QuantLib::Date &	asofDate,
		const std::string &	name,
		QuoteType	quoteType,
		const std::string &	commodityName,
		const std::string &	quoteCurrency
	)

Constructor.

Definition at line 1700 of file marketdatum.hpp.

        : MarketDatum(value, asofDate, name, quoteType, InstrumentType::COMMODITY_SPOT), commodityName_(commodityName),
          quoteCurrency_(quoteCurrency) {
        QL_REQUIRE(quoteType == QuoteType::PRICE, "Commodity spot quote must be of type 'PRICE'");
    }

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Member Function Documentation

clone()

QuantLib::ext::shared_ptr< MarketDatum > clone ( )

overridevirtual

Make a copy of the market datum.

Reimplemented from MarketDatum.

Definition at line 1708 of file marketdatum.hpp.

                                                        {
        return QuantLib::ext::make_shared<CommoditySpotQuote>(quote_->value(), asofDate_, name_, quoteType_, commodityName_, quoteCurrency_);
    }

commodityName()

const std::string & commodityName

(

)

const

Definition at line 1714 of file marketdatum.hpp.

{ return commodityName_; }

quoteCurrency()

const std::string & quoteCurrency

(

)

const

Definition at line 1715 of file marketdatum.hpp.

{ return quoteCurrency_; }

serialize()

template void serialize ( Archive &  ar, const unsigned int  version  )

private

Definition at line 608 of file marketdatum.cpp.

                                                                                                   {
    ar& boost::serialization::base_object<MarketDatum>(*this);
    ar& commodityName_;
    ar& quoteCurrency_;
}

Friends And Related Function Documentation

boost::serialization::access

friend class boost::serialization::access

friend

Serialization.

Definition at line 1722 of file marketdatum.hpp.

Member Data Documentation

commodityName_

std::string commodityName_

private

Definition at line 1719 of file marketdatum.hpp.

quoteCurrency_

std::string quoteCurrency_

private

Definition at line 1720 of file marketdatum.hpp.