24#ifndef quantlib_energy_vanilla_swap_hpp
25#define quantlib_energy_vanilla_swap_hpp
40 ext::shared_ptr<CommodityIndex>
index,
56 const ext::shared_ptr<CommodityIndex>&
index()
const {
66 ext::shared_ptr<CommodityIndex>
index_;
const ext::shared_ptr< SecondaryCosts > & secondaryCosts() const
const Calendar & calendar() const
const Currency & payCurrency() const
const PricingPeriods & pricingPeriods() const
const Currency & receiveCurrency() const
const CommodityType & commodityType() const
void performCalculations() const override
bool isExpired() const override
returns whether the instrument might have value greater than zero.
const Money & fixedPrice() const
Integer payReceive() const
const UnitOfMeasure & fixedPriceUnitOfMeasure() const
UnitOfMeasure fixedPriceUnitOfMeasure_
Handle< YieldTermStructure > payLegTermStructure_
const ext::shared_ptr< CommodityIndex > & index() const
ext::shared_ptr< CommodityIndex > index_
Handle< YieldTermStructure > receiveLegTermStructure_
Handle< YieldTermStructure > discountTermStructure_
Shared handle to an observable.
Unit of measure specification
QL_INTEGER Integer
integer number
std::vector< ext::shared_ptr< PricingPeriod > > PricingPeriods
Interest-rate term structure.