Energy commodity class. More...
#include <ql/experimental/commodities/energycommodity.hpp>
 Inheritance diagram for EnergyCommodity:
 Inheritance diagram for EnergyCommodity:| Public Types | |
| enum | DeliverySchedule { Constant, Window, Hourly, Daily, Weekly, Monthly, Quarterly, Yearly } | 
| enum | QuantityPeriodicity { Absolute, PerHour, PerDay, PerWeek, PerMonth, PerQuarter, PerYear } | 
| enum | PaymentSchedule { WindowSettlement, MonthlySettlement, QuarterlySettlement, YearlySettlement } | 
|  Public Types inherited from Observer | |
| typedef std::set< boost::shared_ptr< Observable > > | set_type | 
| typedef set_type::iterator | iterator | 
| Public Member Functions | |
| EnergyCommodity (const CommodityType &commodityType, const boost::shared_ptr< SecondaryCosts > &secondaryCosts) | |
| virtual Quantity | quantity () const =0 | 
| const CommodityType & | commodityType () const | 
| void | setupArguments (PricingEngine::arguments *) const | 
| void | fetchResults (const PricingEngine::results *) const | 
|  Public Member Functions inherited from Commodity | |
| Commodity (const boost::shared_ptr< SecondaryCosts > &secondaryCosts) | |
| const boost::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 Date & | valuationDate () const | 
| returns the date the net present value refers to. | |
| template<typename T > | |
| T | result (const std::string &tag) const | 
| returns any additional result returned by the pricing engine. | |
| const std::map< std::string, boost::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 boost::shared_ptr< PricingEngine > &) | 
| set the pricing engine to be used.  More... | |
|  Public Member Functions inherited from LazyObject | |
| void | update () | 
| void | recalculate () | 
| void | freeze () | 
| void | unfreeze () | 
| void | alwaysForwardNotifications () | 
|  Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) | 
| void | notifyObservers () | 
|  Public Member Functions inherited from Observer | |
| Observer (const Observer &) | |
| Observer & | operator= (const Observer &) | 
| std::pair< iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) | 
| void | registerWithObservables (const boost::shared_ptr< Observer > &) | 
| Size | unregisterWith (const boost::shared_ptr< Observable > &) | 
| void | unregisterWithAll () | 
| virtual void | deepUpdate () | 
| Protected Member Functions | |
| Real | calculateUnitCost (const CommodityType &commodityType, const CommodityUnitCost &unitCost, const Date &evaluationDate) const | 
| void | calculateSecondaryCostAmounts (const CommodityType &commodityType, Real totalQuantityValue, const Date &evaluationDate) const | 
|  Protected Member Functions inherited from Instrument | |
| void | calculate () const | 
| virtual void | setupExpired () const | 
| virtual void | performCalculations () const | 
|  Protected Member Functions inherited from LazyObject | |
| Static Protected Member Functions | |
| static Real | calculateFxConversionFactor (const Currency &fromCurrency, const Currency &toCurrency, const Date &evaluationDate) | 
| static Real | calculateUomConversionFactor (const CommodityType &commodityType, const UnitOfMeasure &fromUnitOfMeasure, const UnitOfMeasure &toUnitOfMeasure) | 
| Protected Attributes | |
| CommodityType | commodityType_ | 
|  Protected Attributes inherited from Commodity | |
| boost::shared_ptr< SecondaryCosts > | secondaryCosts_ | 
| PricingErrors | pricingErrors_ | 
| SecondaryCostAmounts | secondaryCostAmounts_ | 
|  Protected Attributes inherited from Instrument | |
| boost::shared_ptr< PricingEngine > | engine_ | 
| Real | NPV_ | 
| Real | errorEstimate_ | 
| Date | valuationDate_ | 
| std::map< std::string, boost::any > | additionalResults_ | 
|  Protected Attributes inherited from LazyObject | |
| bool | calculated_ | 
| bool | frozen_ | 
| bool | alwaysForward_ | 
Energy commodity class.
| 
 | virtual | 
When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.
Reimplemented from Instrument.
| 
 | virtual | 
When a derived result structure is defined for an instrument, this method should be overridden to read from it. This is mandatory in case a pricing engine is used.
Reimplemented from Instrument.