Vanilla energy swap. More...
#include <ql/experimental/commodities/energyvanillaswap.hpp>
Inherits EnergySwap.
| Public Member Functions | |
| EnergyVanillaSwap (bool payer, const Calendar &calendar, const Money &fixedPrice, const UnitOfMeasure &fixedPriceUnitOfMeasure, const boost::shared_ptr< CommodityIndex > &index, const Currency &payCurrency, const Currency &receiveCurrency, const PricingPeriods &pricingPeriods, const CommodityType &commodityType, const boost::shared_ptr< SecondaryCosts > &secondaryCosts, const Handle< YieldTermStructure > &payLegTermStructure, const Handle< YieldTermStructure > &receiveLegTermStructure, const Handle< YieldTermStructure > &discountTermStructure) | |
| bool | isExpired () const | 
| returns whether the instrument might have value greater than zero. | |
| Integer | payReceive () const | 
| const Money & | fixedPrice () const | 
| const UnitOfMeasure & | fixedPriceUnitOfMeasure () const | 
| const boost::shared_ptr< CommodityIndex > & | index () const | 
| Protected Member Functions | |
| void | performCalculations () const | 
| Protected Attributes | |
| Integer | payReceive_ | 
| Money | fixedPrice_ | 
| UnitOfMeasure | fixedPriceUnitOfMeasure_ | 
| boost::shared_ptr< CommodityIndex > | index_ | 
| Handle< YieldTermStructure > | payLegTermStructure_ | 
| Handle< YieldTermStructure > | receiveLegTermStructure_ | 
| Handle< YieldTermStructure > | discountTermStructure_ | 
Vanilla energy swap.
| 
 | protectedvirtual | 
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.