QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Protected Member Functions | Protected Attributes | List of all members
EnergyFuture Class Reference

Energy future. More...

#include <energyfuture.hpp>

+ Inheritance diagram for EnergyFuture:
+ Collaboration diagram for EnergyFuture:

Public Member Functions

 EnergyFuture (Integer buySell, Quantity quantity, CommodityUnitCost tradePrice, ext::shared_ptr< CommodityIndex > index, const CommodityType &commodityType, const ext::shared_ptr< SecondaryCosts > &secondaryCosts)
 
bool isExpired () const override
 returns whether the instrument might have value greater than zero. More...
 
Quantity quantity () const override
 
const CommodityUnitCosttradePrice () const
 
ext::shared_ptr< CommodityIndexindex () const
 
- Public Member Functions inherited from EnergyCommodity
 EnergyCommodity (CommodityType commodityType, const ext::shared_ptr< SecondaryCosts > &secondaryCosts)
 
virtual Quantity quantity () const =0
 
const CommodityTypecommodityType () const
 
void setupArguments (PricingEngine::arguments *) const override
 
void fetchResults (const PricingEngine::results *) const override
 
- Public Member Functions inherited from Commodity
 Commodity (ext::shared_ptr< SecondaryCosts > secondaryCosts)
 
const ext::shared_ptr< SecondaryCosts > & secondaryCosts () const
 
const SecondaryCostAmountssecondaryCostAmounts () const
 
const PricingErrorspricingErrors () const
 
void addPricingError (PricingError::Level errorLevel, const std::string &error, const std::string &detail="") const
 
- Public Member Functions inherited from Instrument
 Instrument ()
 
Real NPV () const
 returns the net present value of the instrument. More...
 
Real errorEstimate () const
 returns the error estimate on the NPV when available. More...
 
const DatevaluationDate () const
 returns the date the net present value refers to. More...
 
template<typename T >
T result (const std::string &tag) const
 returns any additional result returned by the pricing engine. More...
 
const std::map< std::string, ext::any > & additionalResults () const
 returns all additional result returned by the pricing engine. More...
 
void setPricingEngine (const ext::shared_ptr< PricingEngine > &)
 set the pricing engine to be used. More...
 
- Public Member Functions inherited from LazyObject
 LazyObject ()
 
 ~LazyObject () override=default
 
void update () override
 
bool isCalculated () const
 
void forwardFirstNotificationOnly ()
 
void alwaysForwardNotifications ()
 
void recalculate ()
 
void freeze ()
 
void unfreeze ()
 
- Public Member Functions inherited from Observable
 Observable ()
 
 Observable (const Observable &)
 
Observableoperator= (const Observable &)
 
 Observable (Observable &&)=delete
 
Observableoperator= (Observable &&)=delete
 
virtual ~Observable ()=default
 
void notifyObservers ()
 
- Public Member Functions inherited from Observer
 Observer ()=default
 
 Observer (const Observer &)
 
Observeroperator= (const Observer &)
 
virtual ~Observer ()
 
std::pair< iterator, boolregisterWith (const ext::shared_ptr< Observable > &)
 
void registerWithObservables (const ext::shared_ptr< Observer > &)
 
Size unregisterWith (const ext::shared_ptr< Observable > &)
 
void unregisterWithAll ()
 
virtual void update ()=0
 
virtual void deepUpdate ()
 

Protected Member Functions

void performCalculations () const override
 
- Protected Member Functions inherited from EnergyCommodity
Real calculateUnitCost (const CommodityType &commodityType, const CommodityUnitCost &unitCost, const Date &evaluationDate) const
 
void calculateSecondaryCostAmounts (const CommodityType &commodityType, Real totalQuantityValue, const Date &evaluationDate) const
 
- Protected Member Functions inherited from Instrument
void calculate () const override
 
virtual void setupExpired () const
 
void performCalculations () const override
 
- Protected Member Functions inherited from LazyObject

Protected Attributes

Integer buySell_
 
Quantity quantity_
 
CommodityUnitCost tradePrice_
 
ext::shared_ptr< CommodityIndexindex_
 
- Protected Attributes inherited from EnergyCommodity
CommodityType commodityType_
 
- Protected Attributes inherited from Commodity
ext::shared_ptr< SecondaryCostssecondaryCosts_
 
PricingErrors pricingErrors_
 
SecondaryCostAmounts secondaryCostAmounts_
 
- Protected Attributes inherited from Instrument
Real NPV_
 
Real errorEstimate_
 
Date valuationDate_
 
std::map< std::string, ext::any > additionalResults_
 
ext::shared_ptr< PricingEngineengine_
 
- Protected Attributes inherited from LazyObject
bool calculated_ = false
 
bool frozen_ = false
 
bool alwaysForward_
 

Additional Inherited Members

- Public Types inherited from EnergyCommodity
enum  DeliverySchedule {
  Constant , Window , Hourly , Daily ,
  Weekly , Monthly , Quarterly , Yearly
}
 
enum  QuantityPeriodicity {
  Absolute , PerHour , PerDay , PerWeek ,
  PerMonth , PerQuarter , PerYear
}
 
enum  PaymentSchedule { WindowSettlement , MonthlySettlement , QuarterlySettlement , YearlySettlement }
 
- Public Types inherited from Observer
typedef set_type::iterator iterator
 
- Static Protected Member Functions inherited from EnergyCommodity
static Real calculateFxConversionFactor (const Currency &fromCurrency, const Currency &toCurrency, const Date &evaluationDate)
 
static Real calculateUomConversionFactor (const CommodityType &commodityType, const UnitOfMeasure &fromUnitOfMeasure, const UnitOfMeasure &toUnitOfMeasure)
 

Detailed Description

Energy future.

Definition at line 34 of file energyfuture.hpp.

Constructor & Destructor Documentation

◆ EnergyFuture()

EnergyFuture ( Integer  buySell,
Quantity  quantity,
CommodityUnitCost  tradePrice,
ext::shared_ptr< CommodityIndex index,
const CommodityType commodityType,
const ext::shared_ptr< SecondaryCosts > &  secondaryCosts 
)

Definition at line 27 of file energyfuture.cpp.

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Member Function Documentation

◆ isExpired()

bool isExpired ( ) const
overridevirtual

returns whether the instrument might have value greater than zero.

Implements Instrument.

Definition at line 39 of file energyfuture.cpp.

◆ quantity()

Quantity quantity ( ) const
overridevirtual

Implements EnergyCommodity.

Definition at line 44 of file energyfuture.hpp.

◆ tradePrice()

const CommodityUnitCost & tradePrice ( ) const

Definition at line 45 of file energyfuture.hpp.

◆ index()

ext::shared_ptr< CommodityIndex > index ( ) const

Definition at line 46 of file energyfuture.hpp.

◆ performCalculations()

void performCalculations ( ) const
overrideprotectedvirtual

This method must implement any calculations which must be (re)done in order to calculate the desired results.

Implements LazyObject.

Definition at line 43 of file energyfuture.cpp.

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Member Data Documentation

◆ buySell_

Integer buySell_
protected

Definition at line 50 of file energyfuture.hpp.

◆ quantity_

Quantity quantity_
protected

Definition at line 51 of file energyfuture.hpp.

◆ tradePrice_

CommodityUnitCost tradePrice_
protected

Definition at line 52 of file energyfuture.hpp.

◆ index_

ext::shared_ptr<CommodityIndex> index_
protected

Definition at line 53 of file energyfuture.hpp.