CommodityCashFlow Class Reference

#include <qle/cashflows/commoditycashflow.hpp>

Inheritance diagram for CommodityCashFlow:

Collaboration diagram for CommodityCashFlow:

Public Member Functions
	CommodityCashFlow (QuantLib::Real quantity, QuantLib::Real spread, QuantLib::Real gearing, bool useFuturePrice, const ext::shared_ptr< CommodityIndex > &index, const ext::shared_ptr< FxIndex > &fxIndex)
QuantLib::Real	quantity () const
QuantLib::Real	spread () const
QuantLib::Real	gearing () const
bool	useFuturePrice () const
ext::shared_ptr< CommodityIndex >	index () const
ext::shared_ptr< FxIndex >	fxIndex () const
virtual const std::vector< std::pair< QuantLib::Date, ext::shared_ptr< CommodityIndex > > > &	indices () const =0
	Return a map of pricing date and corresponding commodity index. More...
virtual QuantLib::Date	lastPricingDate () const =0
virtual QuantLib::Real	periodQuantity () const =0
virtual QuantLib::Real	fixing () const =0

Visitability
QuantLib::Real	quantity_
QuantLib::Real	spread_
QuantLib::Real	gearing_
bool	useFuturePrice_
ext::shared_ptr< CommodityIndex >	index_
ext::shared_ptr< FxIndex >	fxIndex_
QuantLib::Real	amount_
void	accept (QuantLib::AcyclicVisitor &v) override

Detailed Description

Definition at line 80 of file commoditycashflow.hpp.

Constructor & Destructor Documentation

CommodityCashFlow()

CommodityCashFlow	(	QuantLib::Real	quantity,
		QuantLib::Real	spread,
		QuantLib::Real	gearing,
		bool	useFuturePrice,
		const ext::shared_ptr< CommodityIndex > &	index,
		const ext::shared_ptr< FxIndex > &	fxIndex
	)

Definition at line 37 of file commoditycashflow.cpp.

    : quantity_(quantity), spread_(spread), gearing_(gearing), useFuturePrice_(useFuturePrice), index_(index),
      fxIndex_(fxIndex) {
    registerWith(index_);
    if (fxIndex) {
        registerWith(fxIndex);
    }
}

Here is the call graph for this function:

Member Function Documentation

quantity()

QuantLib::Real quantity

(

)

const

Definition at line 84 of file commoditycashflow.hpp.

{ return quantity_; }

spread()

QuantLib::Real spread

(

)

const

Definition at line 85 of file commoditycashflow.hpp.

{ return spread_; }

gearing()

QuantLib::Real gearing

(

)

const

Definition at line 86 of file commoditycashflow.hpp.

{ return gearing_; }

useFuturePrice()

bool useFuturePrice

(

)

const

Definition at line 87 of file commoditycashflow.hpp.

{ return useFuturePrice_; }

index()

ext::shared_ptr< CommodityIndex > index

(

)

const

Definition at line 89 of file commoditycashflow.hpp.

{ return index_; };

fxIndex()

ext::shared_ptr< FxIndex > fxIndex

(

)

const

Definition at line 90 of file commoditycashflow.hpp.

{ return fxIndex_; }

Here is the caller graph for this function:

indices()

virtual const std::vector< std::pair< QuantLib::Date, ext::shared_ptr< CommodityIndex > > > & indices ( ) const

pure virtual

Return a map of pricing date and corresponding commodity index.

Implemented in CommodityIndexedAverageCashFlow, and CommodityIndexedCashFlow.

lastPricingDate()

virtual QuantLib::Date lastPricingDate ( ) const

pure virtual

Implemented in CommodityIndexedAverageCashFlow, and CommodityIndexedCashFlow.

periodQuantity()

virtual QuantLib::Real periodQuantity ( ) const

pure virtual

Implemented in CommodityIndexedAverageCashFlow, and CommodityIndexedCashFlow.

fixing()

virtual QuantLib::Real fixing ( ) const

pure virtual

Implemented in CommodityIndexedAverageCashFlow, and CommodityIndexedCashFlow.

accept()

void accept ( QuantLib::AcyclicVisitor &  v )

override

Definition at line 30 of file commoditycashflow.cpp.

                                                        {
    if (QuantLib::Visitor<CommodityCashFlow>* v1 = dynamic_cast<QuantLib::Visitor<CommodityCashFlow>*>(&v))
        v1->visit(*this);
    else
        CashFlow::accept(v);
}

Member Data Documentation

quantity_

QuantLib::Real quantity_

protected

Definition at line 104 of file commoditycashflow.hpp.

spread_

QuantLib::Real spread_

protected

Definition at line 105 of file commoditycashflow.hpp.

gearing_

QuantLib::Real gearing_

protected

Definition at line 106 of file commoditycashflow.hpp.

useFuturePrice_

bool useFuturePrice_

protected

Definition at line 107 of file commoditycashflow.hpp.

index_

ext::shared_ptr<CommodityIndex> index_

protected

Definition at line 108 of file commoditycashflow.hpp.

fxIndex_

ext::shared_ptr<FxIndex> fxIndex_

protected

Definition at line 109 of file commoditycashflow.hpp.

amount_

QuantLib::Real amount_

mutableprotected

Definition at line 110 of file commoditycashflow.hpp.