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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">EnergyVanillaSwap Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::EnergyVanillaSwap" --><!-- doxytag: inherits="QuantLib::EnergySwap" -->
<p>Vanilla energy swap.
<a href="class_quant_lib_1_1_energy_vanilla_swap.html#details">More...</a></p>
<p><code>#include <ql/experimental/commodities/energyvanillaswap.hpp></code></p>
<p>Inherits EnergySwap.</p>
<p><a href="class_quant_lib_1_1_energy_vanilla_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="ac2f6e41346330b70d61d8675ff442abe"></a><!-- doxytag: member="QuantLib::EnergyVanillaSwap::EnergyVanillaSwap" ref="ac2f6e41346330b70d61d8675ff442abe" args="(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)" -->
 </td><td class="memItemRight" valign="bottom"><b>EnergyVanillaSwap</b> (bool payer, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &calendar, const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &fixedPrice, const <a class="el" href="class_quant_lib_1_1_unit_of_measure.html">UnitOfMeasure</a> &fixedPriceUnitOfMeasure, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_commodity_index.html">CommodityIndex</a> > &index, 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 <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="a274c03751addc5c2ea63cc23d14a0bfe"></a><!-- doxytag: member="QuantLib::EnergyVanillaSwap::isExpired" ref="a274c03751addc5c2ea63cc23d14a0bfe" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_energy_vanilla_swap.html#a274c03751addc5c2ea63cc23d14a0bfe">isExpired</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns whether the instrument might have value greater than zero. <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="acf62c1e22a09f8f6ae515de3e07bef53"></a><!-- doxytag: member="QuantLib::EnergyVanillaSwap::payReceive" ref="acf62c1e22a09f8f6ae515de3e07bef53" args="() const " -->
<a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a> </td><td class="memItemRight" valign="bottom"><b>payReceive</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2fe503ac9d18fc8d0c7f17f6e10e7939"></a><!-- doxytag: member="QuantLib::EnergyVanillaSwap::fixedPrice" ref="a2fe503ac9d18fc8d0c7f17f6e10e7939" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> & </td><td class="memItemRight" valign="bottom"><b>fixedPrice</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a423c35ce58ee5f94178842c9b58ff90b"></a><!-- doxytag: member="QuantLib::EnergyVanillaSwap::fixedPriceUnitOfMeasure" ref="a423c35ce58ee5f94178842c9b58ff90b" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_unit_of_measure.html">UnitOfMeasure</a> & </td><td class="memItemRight" valign="bottom"><b>fixedPriceUnitOfMeasure</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad77f58399fcfa7ab11e68f8adcf6242b"></a><!-- doxytag: member="QuantLib::EnergyVanillaSwap::index" ref="ad77f58399fcfa7ab11e68f8adcf6242b" 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>index</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_vanilla_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="a1f3ff8e0379544ea6fd2cdedd604726f"></a><!-- doxytag: member="QuantLib::EnergyVanillaSwap::payReceive_" ref="a1f3ff8e0379544ea6fd2cdedd604726f" args="" -->
<a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a> </td><td class="memItemRight" valign="bottom"><b>payReceive_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a944f8e13d910c714fd2e449c84ae512c"></a><!-- doxytag: member="QuantLib::EnergyVanillaSwap::fixedPrice_" ref="a944f8e13d910c714fd2e449c84ae512c" args="" -->
<a class="el" href="class_quant_lib_1_1_money.html">Money</a> </td><td class="memItemRight" valign="bottom"><b>fixedPrice_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a710f0cab25173b5c187e6b9b6d6790b3"></a><!-- doxytag: member="QuantLib::EnergyVanillaSwap::fixedPriceUnitOfMeasure_" ref="a710f0cab25173b5c187e6b9b6d6790b3" args="" -->
<a class="el" href="class_quant_lib_1_1_unit_of_measure.html">UnitOfMeasure</a> </td><td class="memItemRight" valign="bottom"><b>fixedPriceUnitOfMeasure_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a826b25ec9f7b0f5d45fc654c2918c267"></a><!-- doxytag: member="QuantLib::EnergyVanillaSwap::index_" ref="a826b25ec9f7b0f5d45fc654c2918c267" 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>index_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8a5f8d891a8df4f51aa6727a502c1eb2"></a><!-- doxytag: member="QuantLib::EnergyVanillaSwap::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::EnergyVanillaSwap::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::EnergyVanillaSwap::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>Vanilla energy swap. </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a02b90bbfee3ee29627939544fb59ec93"></a><!-- doxytag: member="QuantLib::EnergyVanillaSwap::performCalculations" ref="a02b90bbfee3ee29627939544fb59ec93" args="() const " -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">void <a class="el" href="class_quant_lib_1_1_energy_vanilla_swap.html#a02b90bbfee3ee29627939544fb59ec93">performCalculations</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const<code> [protected, virtual]</code></td>
</tr>
</table>
</div>
<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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