EnergyVanillaSwap Class Reference

Vanilla energy swap. More...

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

Public Member Functions
	EnergyVanillaSwap (bool payer, const Calendar &calendar, Money fixedPrice, UnitOfMeasure fixedPriceUnitOfMeasure, ext::shared_ptr< CommodityIndex > index, const Currency &payCurrency, const Currency &receiveCurrency, const PricingPeriods &pricingPeriods, const CommodityType &commodityType, const ext::shared_ptr< SecondaryCosts > &secondaryCosts, Handle< YieldTermStructure > payLegTermStructure, Handle< YieldTermStructure > receiveLegTermStructure, Handle< YieldTermStructure > discountTermStructure)
bool	isExpired () const override
	returns whether the instrument might have value greater than zero.
Integer	payReceive () const
const Money &	fixedPrice () const
const UnitOfMeasure &	fixedPriceUnitOfMeasure () const
const ext::shared_ptr< CommodityIndex > &	index () const

Protected Member Functions
void	performCalculations () const override

Protected Attributes
Integer	payReceive_
Money	fixedPrice_
UnitOfMeasure	fixedPriceUnitOfMeasure_
ext::shared_ptr< CommodityIndex >	index_
Handle< YieldTermStructure >	payLegTermStructure_
Handle< YieldTermStructure >	receiveLegTermStructure_
Handle< YieldTermStructure >	discountTermStructure_

Detailed Description

Vanilla energy swap.

Member Function Documentation

isExpired()

bool isExpired ( ) const

overridevirtual

returns whether the instrument might have value greater than zero.

Implements Instrument.

performCalculations()

void performCalculations ( ) const

overrideprotectedvirtual

This method must implement any calculations which must be (re)done in order to calculate the desired results.

Implements LazyObject.