QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
Loading...
Searching...
No Matches
Commodity Class Reference

Commodity base class. More...

#include <ql/experimental/commodities/commodity.hpp>

Inheritance diagram for Commodity:

Public Member Functions

 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
Public Member Functions inherited from Instrument
Real NPV () const
 returns the net present value of the instrument.
Real errorEstimate () const
 returns the error estimate on the NPV when available.
const DatevaluationDate () const
 returns the date the net present value refers to.
template<typename T>
result (const std::string &tag) const
 returns any additional result returned by the pricing engine.
const std::map< std::string, ext::any > & additionalResults () const
 returns all additional result returned by the pricing engine.
virtual bool isExpired () const =0
 returns whether the instrument might have value greater than zero.
void setPricingEngine (const ext::shared_ptr< PricingEngine > &)
 set the pricing engine to be used.
virtual void setupArguments (PricingEngine::arguments *) const
virtual void fetchResults (const PricingEngine::results *) const
Public Member Functions inherited from LazyObject
void update () override
bool isCalculated () const
void forwardFirstNotificationOnly ()
void alwaysForwardNotifications ()
void recalculate ()
void freeze ()
void unfreeze ()
Public Member Functions inherited from Observable
 Observable (const Observable &)
Observableoperator= (const Observable &)
 Observable (Observable &&)=delete
Observableoperator= (Observable &&)=delete
void notifyObservers ()
Public Member Functions inherited from Observer
 Observer (const Observer &)
Observeroperator= (const Observer &)
std::pair< iterator, bool > registerWith (const ext::shared_ptr< Observable > &)
void registerWithObservables (const ext::shared_ptr< Observer > &)
Size unregisterWith (const ext::shared_ptr< Observable > &)
void unregisterWithAll ()
virtual void deepUpdate ()

Protected Attributes

ext::shared_ptr< SecondaryCosts > secondaryCosts_
PricingErrors pricingErrors_
SecondaryCostAmounts secondaryCostAmounts_
Protected Attributes inherited from Instrument
Real NPV_
Real errorEstimate_
Date valuationDate_
std::map< std::string, ext::any > additionalResults_
ext::shared_ptr< PricingEngineengine_
bool calculated_ = false
bool frozen_ = false
bool alwaysForward_

Additional Inherited Members

Public Types inherited from Observer
typedef set_type::iterator iterator
Protected Member Functions inherited from Instrument
void calculate () const override
virtual void setupExpired () const
void performCalculations () const override

Detailed Description

Commodity base class.