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

#include <energycommodity.hpp>

+ Collaboration diagram for EnergyDailyPosition:

Public Member Functions

 EnergyDailyPosition ()=default
 
 EnergyDailyPosition (const Date &date, Real payLegPrice, Real receiveLegPrice, bool unrealized)
 

Public Attributes

Date date
 
Real quantityAmount
 
Real payLegPrice = 0
 
Real receiveLegPrice = 0
 
Real riskDelta
 
bool unrealized = false
 

Detailed Description

Definition at line 37 of file energycommodity.hpp.

Constructor & Destructor Documentation

◆ EnergyDailyPosition() [1/2]

EnergyDailyPosition ( )
default

◆ EnergyDailyPosition() [2/2]

EnergyDailyPosition ( const Date date,
Real  payLegPrice,
Real  receiveLegPrice,
bool  unrealized 
)

Definition at line 29 of file energycommodity.cpp.

Member Data Documentation

◆ date

Date date

Definition at line 38 of file energycommodity.hpp.

◆ quantityAmount

Real quantityAmount

Definition at line 39 of file energycommodity.hpp.

◆ payLegPrice

Real payLegPrice = 0

Definition at line 40 of file energycommodity.hpp.

◆ receiveLegPrice

Real receiveLegPrice = 0

Definition at line 41 of file energycommodity.hpp.

◆ riskDelta

Real riskDelta

Definition at line 42 of file energycommodity.hpp.

◆ unrealized

bool unrealized = false

Definition at line 43 of file energycommodity.hpp.