commodity.hpp

/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
 
/*
 Copyright (C) 2008 J. Erik Radmall
 
 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/
 
 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at
 <http://quantlib.org/license.shtml>.
 
 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/
 
#ifndef quantlib_commodity_hpp
#define quantlib_commodity_hpp
 
#include <ql/any.hpp>
#include <ql/instrument.hpp>
#include <ql/money.hpp>
#include <iosfwd>
#include <utility>
#include <vector>
 
namespace QuantLib {
 
    typedef std::map<std::string, ext::any> SecondaryCosts;
    typedef std::map<std::string, Money> SecondaryCostAmounts;
 
    std::ostream& operator<<(std::ostream& out,
                             const SecondaryCostAmounts& secondaryCostAmounts);
 
 
    struct PricingError {
        enum Level { Info, Warning, Error, Fatal };
 
        Level errorLevel;
        std::string tradeId;
        std::string error;
        std::string detail;
 
        PricingError(Level errorLevel, std::string error, std::string detail)
        : errorLevel(errorLevel), error(std::move(error)), detail(std::move(detail)) {}
    };
 
    typedef std::vector<PricingError> PricingErrors;
 
    std::ostream& operator<<(std::ostream& out, const PricingError& error);
    std::ostream& operator<<(std::ostream& out, const PricingErrors& errors);
 
 
 
    class Commodity : public Instrument {
      public:
        explicit 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;
      protected:
        ext::shared_ptr<SecondaryCosts> secondaryCosts_;
        mutable PricingErrors pricingErrors_;
        mutable SecondaryCostAmounts secondaryCostAmounts_;
    };
 
}
 
#endif