QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <commodity.hpp>
Public Member Functions | |
Commodity (ext::shared_ptr< SecondaryCosts > secondaryCosts) | |
const ext::shared_ptr< SecondaryCosts > & | secondaryCosts () const |
const SecondaryCostAmounts & | secondaryCostAmounts () const |
const PricingErrors & | pricingErrors () 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 Date & | valuationDate () 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... | |
virtual bool | isExpired () const =0 |
returns whether the instrument might have value greater than zero. More... | |
void | setPricingEngine (const ext::shared_ptr< PricingEngine > &) |
set the pricing engine to be used. More... | |
virtual void | setupArguments (PricingEngine::arguments *) const |
virtual void | fetchResults (const PricingEngine::results *) const |
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 &) | |
Observable & | operator= (const Observable &) |
Observable (Observable &&)=delete | |
Observable & | operator= (Observable &&)=delete |
virtual | ~Observable ()=default |
void | notifyObservers () |
Public Member Functions inherited from Observer | |
Observer ()=default | |
Observer (const Observer &) | |
Observer & | operator= (const Observer &) |
virtual | ~Observer () |
std::pair< iterator, bool > | registerWith (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 Attributes | |
ext::shared_ptr< SecondaryCosts > | secondaryCosts_ |
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< PricingEngine > | engine_ |
Protected Attributes inherited from LazyObject | |
bool | calculated_ = false |
bool | frozen_ = false |
bool | alwaysForward_ |
Additional Inherited Members | |
Public Types inherited from Observer | |
typedef set_type::iterator | iterator |
Protected Member Functions inherited from Instrument | |
void | calculate () const override |
virtual void | setupExpired () const |
void | performCalculations () const override |
Protected Member Functions inherited from LazyObject |
Commodity base class.
Definition at line 63 of file commodity.hpp.
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explicit |
Definition at line 26 of file commodity.cpp.
const ext::shared_ptr< SecondaryCosts > & secondaryCosts | ( | ) | const |
const SecondaryCostAmounts & secondaryCostAmounts | ( | ) | const |
Definition at line 29 of file commodity.cpp.
const PricingErrors & pricingErrors | ( | ) | const |
Definition at line 33 of file commodity.cpp.
void addPricingError | ( | PricingError::Level | errorLevel, |
const std::string & | error, | ||
const std::string & | detail = "" |
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) | const |
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protected |
Definition at line 73 of file commodity.hpp.
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mutableprotected |
Definition at line 74 of file commodity.hpp.
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mutableprotected |
Definition at line 75 of file commodity.hpp.