QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Public Member Functions | Protected Attributes | List of all members
Commodity Class Reference

Commodity base class. More...

#include <commodity.hpp>

+ Inheritance diagram for Commodity:
+ Collaboration diagram for Commodity:

Public Member Functions

 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...
 
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 &)
 
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 Attributes

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 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

Detailed Description

Commodity base class.

Definition at line 63 of file commodity.hpp.

Constructor & Destructor Documentation

◆ Commodity()

Commodity ( ext::shared_ptr< SecondaryCosts secondaryCosts)
explicit

Definition at line 26 of file commodity.cpp.

Member Function Documentation

◆ secondaryCosts()

const ext::shared_ptr< SecondaryCosts > & secondaryCosts ( ) const

◆ secondaryCostAmounts()

const SecondaryCostAmounts & secondaryCostAmounts ( ) const

Definition at line 29 of file commodity.cpp.

◆ pricingErrors()

const PricingErrors & pricingErrors ( ) const

Definition at line 33 of file commodity.cpp.

◆ addPricingError()

void addPricingError ( PricingError::Level  errorLevel,
const std::string &  error,
const std::string &  detail = "" 
) const

Definition at line 37 of file commodity.cpp.

+ Here is the caller graph for this function:

Member Data Documentation

◆ secondaryCosts_

ext::shared_ptr<SecondaryCosts> secondaryCosts_
protected

Definition at line 73 of file commodity.hpp.

◆ pricingErrors_

PricingErrors pricingErrors_
mutableprotected

Definition at line 74 of file commodity.hpp.

◆ secondaryCostAmounts_

SecondaryCostAmounts secondaryCostAmounts_
mutableprotected

Definition at line 75 of file commodity.hpp.