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/* -*- 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.
*/
#include <ql/experimental/commodities/energyswap.hpp>
#include <ql/settings.hpp>
namespace QuantLib {
EnergySwap::EnergySwap(
const Calendar& calendar,
const Currency& payCurrency,
const Currency& receiveCurrency,
const PricingPeriods& pricingPeriods,
const CommodityType& commodityType,
const ext::shared_ptr<SecondaryCosts>& secondaryCosts)
: EnergyCommodity(commodityType, secondaryCosts),
calendar_(calendar), payCurrency_(payCurrency),
receiveCurrency_(receiveCurrency), pricingPeriods_(pricingPeriods) {}
const CommodityType& EnergySwap::commodityType() const {
QL_REQUIRE(!pricingPeriods_.empty(), "no pricing periods");
return pricingPeriods_[0]->quantity().commodityType();
}
Quantity EnergySwap::quantity() const {
Real totalQuantityAmount = 0;
for (PricingPeriods::const_iterator pi = pricingPeriods_.begin();
pi != pricingPeriods_.end(); ++pi) {
totalQuantityAmount += (*pi)->quantity().amount();
}
return Quantity(pricingPeriods_[0]->quantity().commodityType(),
pricingPeriods_[0]->quantity().unitOfMeasure(),
totalQuantityAmount);
}
bool EnergySwap::isExpired() const {
return pricingPeriods_.empty()
|| detail::simple_event(pricingPeriods_.back()->paymentDate())
.hasOccurred();
}
}
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