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| CommodityCashFlow (QuantLib::Real quantity, QuantLib::Real spread, QuantLib::Real gearing, bool useFuturePrice, const ext::shared_ptr< CommodityIndex > &index, const ext::shared_ptr< FxIndex > &fxIndex) |
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QuantLib::Real | quantity () const |
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QuantLib::Real | spread () const |
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QuantLib::Real | gearing () const |
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bool | useFuturePrice () const |
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ext::shared_ptr< CommodityIndex > | index () const |
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ext::shared_ptr< FxIndex > | fxIndex () const |
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virtual const std::vector< std::pair< QuantLib::Date, ext::shared_ptr< CommodityIndex > > > & | indices () const =0 |
| Return a map of pricing date and corresponding commodity index.
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virtual QuantLib::Date | lastPricingDate () const =0 |
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virtual QuantLib::Real | periodQuantity () const =0 |
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virtual QuantLib::Real | fixing () const =0 |
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