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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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#include <commodity.hpp>
Inheritance diagram for Commodity:
Collaboration 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 | |
| Instrument () | |
| Real | NPV () const |
| returns the net present value of the instrument. More... | |
| Real | errorEstimate () const |
| returns the error estimate on the NPV when available. More... | |
| const Date & | valuationDate () const |
| returns the date the net present value refers to. More... | |
| template<typename T > | |
| T | result (const std::string &tag) const |
| returns any additional result returned by the pricing engine. More... | |
| const std::map< std::string, ext::any > & | additionalResults () const |
| returns all additional result returned by the pricing engine. More... | |
| virtual bool | isExpired () const =0 |
| returns whether the instrument might have value greater than zero. More... | |
| void | setPricingEngine (const ext::shared_ptr< PricingEngine > &) |
| set the pricing engine to be used. More... | |
| virtual void | setupArguments (PricingEngine::arguments *) const |
| virtual void | fetchResults (const PricingEngine::results *) const |
Public Member Functions inherited from LazyObject | |
| LazyObject () | |
| ~LazyObject () override=default | |
| void | update () override |
| bool | isCalculated () const |
| void | forwardFirstNotificationOnly () |
| void | alwaysForwardNotifications () |
| void | recalculate () |
| void | freeze () |
| void | unfreeze () |
Public Member Functions inherited from Observable | |
| Observable ()=default | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) |
| Observable (Observable &&)=delete | |
| Observable & | operator= (Observable &&)=delete |
| virtual | ~Observable ()=default |
| void | notifyObservers () |
Public Member Functions inherited from Observer | |
| Observer ()=default | |
| Observer (const Observer &) | |
| Observer & | operator= (const Observer &) |
| virtual | ~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 | update ()=0 |
| 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< PricingEngine > | engine_ |
Protected Attributes inherited from LazyObject | |
| 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 |
Protected Member Functions inherited from LazyObject | |
Commodity base class.
Definition at line 63 of file commodity.hpp.
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explicit |
Definition at line 26 of file commodity.cpp.
| const ext::shared_ptr< SecondaryCosts > & secondaryCosts | ( | ) | const |
| const SecondaryCostAmounts & secondaryCostAmounts | ( | ) | const |
Definition at line 29 of file commodity.cpp.
| const PricingErrors & pricingErrors | ( | ) | const |
Definition at line 33 of file commodity.cpp.
| void addPricingError | ( | PricingError::Level | errorLevel, |
| const std::string & | error, | ||
| const std::string & | detail = "" |
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| ) | const |
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protected |
Definition at line 73 of file commodity.hpp.
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mutableprotected |
Definition at line 74 of file commodity.hpp.
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mutableprotected |
Definition at line 75 of file commodity.hpp.