EquityPositionInstrumentWrapperEngine Class Reference

#include <ored/portfolio/equityposition.hpp>

Inheritance diagram for EquityPositionInstrumentWrapperEngine:

Collaboration diagram for EquityPositionInstrumentWrapperEngine:

Public Member Functions
void	calculate () const override

Detailed Description

Definition at line 131 of file equityposition.hpp.

Member Function Documentation

calculate()

void calculate ( ) const

override

Definition at line 166 of file equityposition.cpp.

                                                            {
    Real result = 0.0;
    for (Size i = 0; i < arguments_.equities_.size(); ++i) {
        Real tmp = arguments_.quantity_ * arguments_.equities_[i]->equitySpot()->value();
        if (!arguments_.fxConversion_[i].empty()) {
            tmp *= arguments_.fxConversion_[i]->value();
        }
        result += tmp * arguments_.weights_[i];
    }
    if (!arguments_.npvCcyConversion_.empty()) {
        result *= arguments_.npvCcyConversion_->value();
    }
    results_.value = result;
}