Logo
Reference manual - version ored_version
Public Member Functions | Public Attributes | List of all members
CommodityPositionInstrumentWrapper::arguments Class Reference
+ Inheritance diagram for CommodityPositionInstrumentWrapper::arguments:

Public Member Functions

void validate () const override
 

Public Attributes

Real quantity_
 
std::vector< boost::shared_ptr< QuantExt::CommodityIndex > > commodities_
 
std::vector< Real > weights_
 
std::vector< Handle< Quote > > fxConversion_
 
Handle< Quote > npvCcyConversion_