#include <qle/instruments/commodityforward.hpp>

Inheritance diagram for CommodityForward::arguments:

Collaboration diagram for CommodityForward::arguments:

Public Member Functions
void	validate () const override

Public Attributes
QuantLib::ext::shared_ptr< CommodityIndex >	index

QuantLib::Currency	currency

QuantLib::Position::Type	position

QuantLib::Real	quantity

QuantLib::Date	maturityDate

QuantLib::Real	strike

bool	physicallySettled

QuantLib::Date	paymentDate

Currency	payCcy

QuantLib::ext::shared_ptr< FxIndex >	fxIndex

Date	fixingDate

Detailed Description

Definition at line 107 of file commodityforward.hpp.

Member Function Documentation

◆ validate()

void validate ( ) const

override

Definition at line 86 of file commodityforward.cpp.

                                               {
    QL_REQUIRE(quantity > 0, "quantity should be positive: " << quantity);
    QL_REQUIRE(strike > 0 || close_enough(strike, 0.0), "strike should be greater than or equal to 0: " << strike);
}

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Member Data Documentation

◆ index

QuantLib::ext::shared_ptr<CommodityIndex> index

Definition at line 109 of file commodityforward.hpp.

◆ currency

QuantLib::Currency currency

Definition at line 110 of file commodityforward.hpp.

◆ position

QuantLib::Position::Type position

Definition at line 111 of file commodityforward.hpp.

◆ quantity

QuantLib::Real quantity

Definition at line 112 of file commodityforward.hpp.

◆ maturityDate

QuantLib::Date maturityDate

Definition at line 113 of file commodityforward.hpp.

◆ strike

QuantLib::Real strike

Definition at line 114 of file commodityforward.hpp.

◆ physicallySettled

bool physicallySettled

Definition at line 115 of file commodityforward.hpp.

◆ paymentDate

QuantLib::Date paymentDate

Definition at line 116 of file commodityforward.hpp.

◆ payCcy

Currency payCcy

Definition at line 117 of file commodityforward.hpp.

◆ fxIndex

QuantLib::ext::shared_ptr<FxIndex> fxIndex

Definition at line 118 of file commodityforward.hpp.

◆ fixingDate

Date fixingDate

Definition at line 119 of file commodityforward.hpp.

Public Member Functions

Public Attributes