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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
<https://www.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/commodityindex.hpp>
#include <ql/experimental/commodities/commoditypricinghelpers.hpp>
#include <utility>
namespace QuantLib {
CommodityIndex::CommodityIndex(std::string indexName,
CommodityType commodityType,
Currency currency,
UnitOfMeasure unitOfMeasure,
Calendar calendar,
Real lotQuantity,
ext::shared_ptr<CommodityCurve> forwardCurve,
ext::shared_ptr<ExchangeContracts> exchangeContracts,
int nearbyOffset)
: name_(std::move(indexName)), commodityType_(std::move(commodityType)),
unitOfMeasure_(std::move(unitOfMeasure)), currency_(std::move(currency)),
calendar_(std::move(calendar)), lotQuantity_(lotQuantity),
forwardCurve_(std::move(forwardCurve)), exchangeContracts_(std::move(exchangeContracts)),
nearbyOffset_(nearbyOffset) {
registerWith(Settings::instance().evaluationDate());
registerWith(notifier());
if (forwardCurve_ != nullptr)
// registerWith(forwardCurve_);
forwardCurveUomConversionFactor_ =
CommodityPricingHelper::calculateUomConversionFactor(
commodityType_,
forwardCurve_->unitOfMeasure_,
unitOfMeasure_);
}
std::ostream& operator<<(std::ostream& out, const CommodityIndex& index) {
out << "[" << index.name_ << "] ("
<< index.currency_.code() << "/"
<< index.unitOfMeasure_.code() << ")";
if (index.forwardCurve_ != nullptr)
out << "; forward (" << (*index.forwardCurve_) << ")";
return out;
}
}
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