Commodity Position instrument wrapper. More...
#include <ored/portfolio/commodityposition.hpp>
Classes | |
class | arguments |
class | engine |
class | results |
Public Member Functions | |
CommodityPositionInstrumentWrapper (const Real quantity, const std::vector< boost::shared_ptr< QuantExt::CommodityIndex >> &commodities, const std::vector< Real > &weights, const std::vector< Handle< Quote >> &fxConversion={}) | |
Instrument interface | |
bool | isExpired () const override |
void | setupArguments (QuantLib::PricingEngine::arguments *) const override |
void | fetchResults (const QuantLib::PricingEngine::results *) const override |
void | setNpvCurrencyConversion (const Handle< Quote > &npvCcyConversion) |
Commodity Position instrument wrapper.