#include <qle/instruments/commodityforward.hpp>

Inheritance diagram for CommodityForward:

Public Member Functions
Constructors
	CommodityForward (const boost::shared_ptr< CommodityIndex > &index, const QuantLib::Currency &currency, QuantLib::Position::Type position, QuantLib::Real quantity, const QuantLib::Date &maturityDate, QuantLib::Real strike, bool physicallySettled=true, const Date &paymentDate=Date(), const QuantLib::Currency &payCcy=Currency(), const Date &fixingDate=Date(), const boost::shared_ptr< QuantExt::FxIndex > &fxIndex=nullptr)

Instrument interface
bool	isExpired () const override

void	setupArguments (QuantLib::PricingEngine::arguments *) const override

Inspectors
const boost::shared_ptr< CommodityIndex > &	index () const

const QuantLib::Currency &	currency () const

QuantLib::Position::Type	position () const

QuantLib::Real	quantity () const

const QuantLib::Date &	maturityDate () const

QuantLib::Real	strike () const

bool	physicallySettled () const

const QuantLib::Date &	paymentDate () const

Currency	payCcy () const

Date	fixingDate () const

boost::shared_ptr< QuantExt::FxIndex >	fxIndex () const

Detailed Description

Instrument representing a commodity forward contract.

Constructor & Destructor Documentation

CommodityForward	(	const boost::shared_ptr< CommodityIndex > &	index,
		const QuantLib::Currency &	currency,
		QuantLib::Position::Type	position,
		QuantLib::Real	quantity,
		const QuantLib::Date &	maturityDate,
		QuantLib::Real	strike,
		bool	physicallySettled = `true`,
		const Date &	paymentDate = `Date()`,
		const QuantLib::Currency &	payCcy = `Currency()`,
		const Date &	fixingDate = `Date()`,
		const boost::shared_ptr< QuantExt::FxIndex > &	fxIndex = `nullptr`
	)

Constructs a cash settled or physically settled commodity forward instrument.

Parameters

index	The underlying commodity index.
currency	The currency of the commodity trade.
position	Long (Short) for buying (selling) commodity forward
quantity	Number of underlying commodity units referenced
maturityDate	Maturity date of forward. For a cash settled forward, this is the date on which the underlying price is observed.
strike	The agreed forward price
physicallySettled	Set to `true` if the forward is physically settled and `false` if the forward is cash settled. If omitted, physical settlement is assumed.
paymentDate	If the forward is cash settled, provide a date on or after the `maturityDate` for the cash settlement payment. If omitted, it is assumed equal to `maturityDate`.
payCcy	If cash settled, the settlement currency
fixingDate	If cash settled, the fixing date
fxIndex	If cash settled, the FX index from which to take the fixing on the fixing date