commoditycashflow.hpp

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/* -*- 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.
*/
 
/*! \file commoditycashflow.hpp
    \brief Commodity cash flow
*/
 
#ifndef quantlib_commodity_cash_flow_hpp
#define quantlib_commodity_cash_flow_hpp
 
#include <ql/cashflow.hpp>
#include <ql/money.hpp>
#include <map>
#include <utility>
 
namespace QuantLib {
 
    class CommodityCashFlow : public CashFlow {
      public:
        CommodityCashFlow(const Date& date,
                          Money discountedAmount,
                          Money undiscountedAmount,
                          Money discountedPaymentAmount,
                          Money undiscountedPaymentAmount,
                          Real discountFactor,
                          Real paymentDiscountFactor,
                          bool finalized)
        : date_(date), discountedAmount_(std::move(discountedAmount)),
          undiscountedAmount_(std::move(undiscountedAmount)),
          discountedPaymentAmount_(std::move(discountedPaymentAmount)),
          undiscountedPaymentAmount_(std::move(undiscountedPaymentAmount)),
          discountFactor_(discountFactor), paymentDiscountFactor_(paymentDiscountFactor),
          finalized_(finalized) {}
        //! \name Event interface
        //@{
        Date date() const override { return date_; }
        //@}
        //! \name CashFlow interface
        //@{
        Real amount() const override { return discountedAmount_.value(); }
        //@}
        const Currency& currency() const {
            return discountedAmount_.currency();
        }
 
        const Money& discountedAmount() const { return discountedAmount_; }
        const Money& undiscountedAmount() const { return undiscountedAmount_; }
        const Money& discountedPaymentAmount() const {
            return discountedPaymentAmount_;
        }
        const Money& undiscountedPaymentAmount() const {
            return undiscountedPaymentAmount_;
        }
        Real discountFactor() const { return discountFactor_; }
        Real paymentDiscountFactor() const { return paymentDiscountFactor_; }
        bool finalized() const { return finalized_; }
 
        //! \name Visitability
        //@{
        void accept(AcyclicVisitor&) override;
        //@}
      private:
        Date date_;
        Money discountedAmount_, undiscountedAmount_,
              discountedPaymentAmount_, undiscountedPaymentAmount_;
        Real discountFactor_, paymentDiscountFactor_;
        bool finalized_;
    };
 
    typedef std::map<Date, ext::shared_ptr<CommodityCashFlow> >
                                                           CommodityCashFlows;
 
    #ifndef __DOXYGEN__
    std::ostream& operator<<(std::ostream& out,
                             const CommodityCashFlows& cashFlows);
    #endif
 
}
 
#endif