CommodityPositionInstrumentWrapper Class Reference

Commodity Position instrument wrapper. More...

#include <ored/portfolio/commodityposition.hpp>

Inheritance diagram for CommodityPositionInstrumentWrapper:

Classes
class	arguments
class	engine
class	results

Public Member Functions
	CommodityPositionInstrumentWrapper (const Real quantity, const std::vector< QuantLib::ext::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)

Detailed Description

Commodity Position instrument wrapper.