24#ifndef quantlib_energy_commodity_hpp
25#define quantlib_energy_commodity_hpp
101 const Date& evaluationDate);
108 const Date& evaluationDate)
const;
110 Real totalQuantityValue,
111 const Date& evaluationDate)
const;
134 EnergyCommodity::results> {};
const ext::shared_ptr< SecondaryCosts > & secondaryCosts() const
UnitOfMeasure unitOfMeasure
void validate() const override
UnitOfMeasure unitOfMeasure
static Real calculateUomConversionFactor(const CommodityType &commodityType, const UnitOfMeasure &fromUnitOfMeasure, const UnitOfMeasure &toUnitOfMeasure)
virtual Quantity quantity() const =0
void setupArguments(PricingEngine::arguments *) const override
Real calculateUnitCost(const CommodityType &commodityType, const CommodityUnitCost &unitCost, const Date &evaluationDate) const
CommodityType commodityType_
void calculateSecondaryCostAmounts(const CommodityType &commodityType, Real totalQuantityValue, const Date &evaluationDate) const
void fetchResults(const PricingEngine::results *) const override
static Real calculateFxConversionFactor(const Currency &fromCurrency, const Currency &toCurrency, const Date &evaluationDate)
const CommodityType & commodityType() const
template base class for option pricing engines
Unit of measure specification
date- and time-related classes, typedefs and enumerations
cash amount in a given currency
std::ostream & operator<<(std::ostream &out, GFunctionFactory::YieldCurveModel type)
std::map< Date, EnergyDailyPosition > EnergyDailyPositions
EnergyDailyPosition()=default