24#ifndef quantlib_energy_swap_hpp
25#define quantlib_energy_swap_hpp
const ext::shared_ptr< SecondaryCosts > & secondaryCosts() const
EnergyDailyPositions dailyPositions_
PricingPeriods pricingPeriods_
bool isExpired() const override
returns whether the instrument might have value greater than zero.
const Calendar & calendar() const
const CommodityCashFlows & paymentCashFlows() const
Quantity quantity() const override
const EnergyDailyPositions & dailyPositions() const
const Currency & payCurrency() const
const PricingPeriods & pricingPeriods() const
Currency receiveCurrency_
const Currency & receiveCurrency() const
const CommodityType & commodityType() const
CommodityCashFlows paymentCashFlows_
std::map< Date, ext::shared_ptr< CommodityCashFlow > > CommodityCashFlows
std::vector< ext::shared_ptr< PricingPeriod > > PricingPeriods
std::map< Date, EnergyDailyPosition > EnergyDailyPositions