EnergyFuture Class Reference
[Financial instruments]
Energy future.
More...
#include <ql/experimental/commodities/energyfuture.hpp>
Inheritance diagram for EnergyFuture:

Public Member Functions | |
| EnergyFuture (Integer buySell, const Quantity &quantity, const CommodityUnitCost &tradePrice, const boost::shared_ptr< CommodityIndex > &index, const CommodityType &commodityType, const boost::shared_ptr< SecondaryCosts > &secondaryCosts) | |
| bool | isExpired () const |
| returns whether the instrument might have value greater than zero. | |
| Quantity | quantity () const |
| const CommodityUnitCost & | tradePrice () const |
|
const boost::shared_ptr < CommodityIndex > | index () const |
Protected Member Functions | |
| void | performCalculations () const |
Protected Attributes | |
| Integer | buySell_ |
| Quantity | quantity_ |
| CommodityUnitCost | tradePrice_ |
| boost::shared_ptr< CommodityIndex > | index_ |
Detailed Description
Energy future.
Member Function Documentation
| void performCalculations | ( | ) | const [protected, virtual] |
In case a pricing engine is not used, this method must be overridden to perform the actual calculations and set any needed results. In case a pricing engine is used, the default implementation can be used.
Reimplemented from Instrument.