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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">EnergyBasisSwap Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::EnergyBasisSwap" --><!-- doxytag: inherits="QuantLib::EnergySwap" -->
<p>Energy basis swap.
<a href="class_quant_lib_1_1_energy_basis_swap.html#details">More...</a></p>
<p><code>#include <ql/experimental/commodities/energybasisswap.hpp></code></p>
<p>Inherits EnergySwap.</p>
<p><a href="class_quant_lib_1_1_energy_basis_swap-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="affcb109d6ce9fac4c7a5840d789f72b1"></a><!-- doxytag: member="QuantLib::EnergyBasisSwap::EnergyBasisSwap" ref="affcb109d6ce9fac4c7a5840d789f72b1" args="(const Calendar &calendar, const boost::shared_ptr< CommodityIndex > &spreadIndex, const boost::shared_ptr< CommodityIndex > &payIndex, const boost::shared_ptr< CommodityIndex > &receiveIndex, bool spreadToPayLeg, const Currency &payCurrency, const Currency &receiveCurrency, const PricingPeriods &pricingPeriods, const CommodityUnitCost &basis, const CommodityType &commodityType, const boost::shared_ptr< SecondaryCosts > &secondaryCosts, const Handle< YieldTermStructure > &payLegTermStructure, const Handle< YieldTermStructure > &receiveLegTermStructure, const Handle< YieldTermStructure > &discountTermStructure)" -->
 </td><td class="memItemRight" valign="bottom"><b>EnergyBasisSwap</b> (const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &calendar, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_commodity_index.html">CommodityIndex</a> > &spreadIndex, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_commodity_index.html">CommodityIndex</a> > &payIndex, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_commodity_index.html">CommodityIndex</a> > &receiveIndex, bool spreadToPayLeg, const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> &payCurrency, const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> &receiveCurrency, const PricingPeriods &pricingPeriods, const CommodityUnitCost &basis, const <a class="el" href="class_quant_lib_1_1_commodity_type.html">CommodityType</a> &commodityType, const boost::shared_ptr< SecondaryCosts > &secondaryCosts, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &payLegTermStructure, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &receiveLegTermStructure, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &discountTermStructure)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad21e756c2457580a89328c7a198141a8"></a><!-- doxytag: member="QuantLib::EnergyBasisSwap::payIndex" ref="ad21e756c2457580a89328c7a198141a8" args="() const " -->
const boost::shared_ptr<br class="typebreak"/>
< <a class="el" href="class_quant_lib_1_1_commodity_index.html">CommodityIndex</a> > & </td><td class="memItemRight" valign="bottom"><b>payIndex</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abdddeb225f5e97b39c54bf7434d2941c"></a><!-- doxytag: member="QuantLib::EnergyBasisSwap::receiveIndex" ref="abdddeb225f5e97b39c54bf7434d2941c" args="() const " -->
const boost::shared_ptr<br class="typebreak"/>
< <a class="el" href="class_quant_lib_1_1_commodity_index.html">CommodityIndex</a> > & </td><td class="memItemRight" valign="bottom"><b>receiveIndex</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab8fc94744eb949c50cc19fa4341ffb09"></a><!-- doxytag: member="QuantLib::EnergyBasisSwap::basis" ref="ab8fc94744eb949c50cc19fa4341ffb09" args="() const " -->
const CommodityUnitCost & </td><td class="memItemRight" valign="bottom"><b>basis</b> () const </td></tr>
<tr><td colspan="2"><h2><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_energy_basis_swap.html#a02b90bbfee3ee29627939544fb59ec93">performCalculations</a> () const </td></tr>
<tr><td colspan="2"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a81e5f06d2c11ab1d8725f3c81c6795f3"></a><!-- doxytag: member="QuantLib::EnergyBasisSwap::spreadIndex_" ref="a81e5f06d2c11ab1d8725f3c81c6795f3" args="" -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_commodity_index.html">CommodityIndex</a> > </td><td class="memItemRight" valign="bottom"><b>spreadIndex_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a57c8dfce2fae92934ddb6b8050447e01"></a><!-- doxytag: member="QuantLib::EnergyBasisSwap::payIndex_" ref="a57c8dfce2fae92934ddb6b8050447e01" args="" -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_commodity_index.html">CommodityIndex</a> > </td><td class="memItemRight" valign="bottom"><b>payIndex_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5a4550c209f2359b41102beec9245e20"></a><!-- doxytag: member="QuantLib::EnergyBasisSwap::receiveIndex_" ref="a5a4550c209f2359b41102beec9245e20" args="" -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_commodity_index.html">CommodityIndex</a> > </td><td class="memItemRight" valign="bottom"><b>receiveIndex_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a10ed9ed2c44bf22e74a3bc53dcc5f223"></a><!-- doxytag: member="QuantLib::EnergyBasisSwap::spreadToPayLeg_" ref="a10ed9ed2c44bf22e74a3bc53dcc5f223" args="" -->
bool </td><td class="memItemRight" valign="bottom"><b>spreadToPayLeg_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a248960c340faa8cd04b5ea57ddb3ff06"></a><!-- doxytag: member="QuantLib::EnergyBasisSwap::basis_" ref="a248960c340faa8cd04b5ea57ddb3ff06" args="" -->
CommodityUnitCost </td><td class="memItemRight" valign="bottom"><b>basis_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8a5f8d891a8df4f51aa6727a502c1eb2"></a><!-- doxytag: member="QuantLib::EnergyBasisSwap::payLegTermStructure_" ref="a8a5f8d891a8df4f51aa6727a502c1eb2" args="" -->
<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > </td><td class="memItemRight" valign="bottom"><b>payLegTermStructure_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad065b4be653e25cf9bea7ea9c787867e"></a><!-- doxytag: member="QuantLib::EnergyBasisSwap::receiveLegTermStructure_" ref="ad065b4be653e25cf9bea7ea9c787867e" args="" -->
<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > </td><td class="memItemRight" valign="bottom"><b>receiveLegTermStructure_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae2496894f8605bf414029ba1c1e706a4"></a><!-- doxytag: member="QuantLib::EnergyBasisSwap::discountTermStructure_" ref="ae2496894f8605bf414029ba1c1e706a4" args="" -->
<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > </td><td class="memItemRight" valign="bottom"><b>discountTermStructure_</b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Energy basis swap. </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a02b90bbfee3ee29627939544fb59ec93"></a><!-- doxytag: member="QuantLib::EnergyBasisSwap::performCalculations" ref="a02b90bbfee3ee29627939544fb59ec93" args="() const " -->
<div class="memitem">
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<table class="memname">
<tr>
<td class="memname">void <a class="el" href="class_quant_lib_1_1_energy_basis_swap.html#a02b90bbfee3ee29627939544fb59ec93">performCalculations</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const<code> [protected, virtual]</code></td>
</tr>
</table>
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<div class="memdoc">
<p>In case a pricing engine is <b>not</b> 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. </p>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_instrument.html#a02b90bbfee3ee29627939544fb59ec93">Instrument</a>.</p>
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