#include <ql/experimental/commodities/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]
|
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.