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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_energy_basis_swap.html">EnergyBasisSwap</a></li> </ul>
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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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<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>
<table class="memberdecls">
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Public Member Functions</h2></td></tr>
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 </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 ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_commodity_index.html">CommodityIndex</a> > &spreadIndex, const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_commodity_index.html">CommodityIndex</a> > &payIndex, const ext::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 ext::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>
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const ext::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> () const</td></tr>
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const ext::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> () const</td></tr>
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const CommodityUnitCost & </td><td class="memItemRight" valign="bottom"><b>basis</b> () const</td></tr>
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Protected Member Functions</h2></td></tr>
<tr class="memitem:a33f04fb3ac37abe7c9c6032cff611745"><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#a33f04fb3ac37abe7c9c6032cff611745">performCalculations</a> () const</td></tr>
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Protected Attributes</h2></td></tr>
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ext::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>
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ext::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>
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ext::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>
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bool </td><td class="memItemRight" valign="bottom"><b>spreadToPayLeg_</b></td></tr>
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CommodityUnitCost </td><td class="memItemRight" valign="bottom"><b>basis_</b></td></tr>
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<tr class="memitem:a8a5f8d891a8df4f51aa6727a502c1eb2"><td class="memItemLeft" align="right" valign="top"><a id="a8a5f8d891a8df4f51aa6727a502c1eb2"></a>
<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>
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<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>
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<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>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Energy basis swap. </p>
</div><h2 class="groupheader">Member Function Documentation</h2>
<a id="a33f04fb3ac37abe7c9c6032cff611745"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a33f04fb3ac37abe7c9c6032cff611745">◆ </a></span>performCalculations()</h2>
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<td class="memname">void performCalculations </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const</td>
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<span class="mlabels"><span class="mlabel">protected</span><span class="mlabel">virtual</span></span> </td>
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<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#a33f04fb3ac37abe7c9c6032cff611745">Instrument</a>.</p>
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