QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <energycommodity.hpp>
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 |
Definition at line 37 of file energycommodity.hpp.
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default |
EnergyDailyPosition | ( | const Date & | date, |
Real | payLegPrice, | ||
Real | receiveLegPrice, | ||
bool | unrealized | ||
) |
Definition at line 29 of file energycommodity.cpp.
Date date |
Definition at line 38 of file energycommodity.hpp.
Real quantityAmount |
Definition at line 39 of file energycommodity.hpp.
Real payLegPrice = 0 |
Definition at line 40 of file energycommodity.hpp.
Real receiveLegPrice = 0 |
Definition at line 41 of file energycommodity.hpp.
Real riskDelta |
Definition at line 42 of file energycommodity.hpp.
bool unrealized = false |
Definition at line 43 of file energycommodity.hpp.