/usr/include/ql/experimental/commodities/energyfuture.hpp is in libquantlib0-dev 1.9.1-1.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2008 J. Erik Radmall
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file energyfuture.hpp
\brief Energy future
*/
#ifndef quantlib_energy_future_hpp
#define quantlib_energy_future_hpp
#include <ql/experimental/commodities/energycommodity.hpp>
#include <ql/experimental/commodities/commodityindex.hpp>
namespace QuantLib {
//! Energy future
/*! \ingroup instruments */
class EnergyFuture : public EnergyCommodity {
public:
EnergyFuture(Integer buySell, const Quantity& quantity,
const CommodityUnitCost& tradePrice,
const boost::shared_ptr<CommodityIndex>& index,
const CommodityType& commodityType,
const boost::shared_ptr<SecondaryCosts>& secondaryCosts);
bool isExpired() const;
//Integer buySell{} const { return buySell_; }
Quantity quantity() const { return quantity_; }
const CommodityUnitCost& tradePrice() const { return tradePrice_; }
const boost::shared_ptr<CommodityIndex> index() const { return index_; }
protected:
void performCalculations() const;
Integer buySell_;
Quantity quantity_;
CommodityUnitCost tradePrice_;
boost::shared_ptr<CommodityIndex> index_;
};
}
#endif
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