Inheritance diagram for CommodityCashFlow:

Public Member Functions
	CommodityCashFlow (QuantLib::Real quantity, QuantLib::Real spread, QuantLib::Real gearing, bool useFuturePrice, const ext::shared_ptr< CommodityIndex > &index, const ext::shared_ptr< FxIndex > &fxIndex)
QuantLib::Real	quantity () const
QuantLib::Real	spread () const
QuantLib::Real	gearing () const
bool	useFuturePrice () const
ext::shared_ptr< CommodityIndex >	index () const
ext::shared_ptr< FxIndex >	fxIndex () const
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.
virtual QuantLib::Date	lastPricingDate () const =0
virtual QuantLib::Real	periodQuantity () const =0
virtual QuantLib::Real	fixing () const =0

Visitability
QuantLib::Real	quantity_
QuantLib::Real	spread_
QuantLib::Real	gearing_
bool	useFuturePrice_
ext::shared_ptr< CommodityIndex >	index_
ext::shared_ptr< FxIndex >	fxIndex_
QuantLib::Real	amount_
void	accept (QuantLib::AcyclicVisitor &v) override

Member Function Documentation

◆ indices()

virtual const std::vector< std::pair< QuantLib::Date, ext::shared_ptr< CommodityIndex > > > & indices ( ) const

pure virtual

Return a map of pricing date and corresponding commodity index.

virtual QuantLib::Real periodQuantity ( ) const

pure virtual