nettedcommoditycashflow.hpp File Reference

Cash flow that nets multiple commodity floating leg cashflows for a given payment period. More...

#include <ql/patterns/visitor.hpp>
#include <qle/cashflows/commoditycashflow.hpp>
#include <vector>

Classes
class	NettedCommodityCashFlow

Functions
QuantLib::Real	roundWithPrecision (QuantLib::Real value, QuantLib::Natural precision, QuantLib::Natural preRoundPrecision=8)
	Helper function to perform precise rounding with pre-rounding to avoid floating point issues.

Detailed Description

Cash flow that nets multiple commodity floating leg cashflows for a given payment period.

Function Documentation

roundWithPrecision()

QuantLib::Real roundWithPrecision	(	QuantLib::Real	value,
		QuantLib::Natural	precision,
		QuantLib::Natural	preRoundPrecision = 8 )

Helper function to perform precise rounding with pre-rounding to avoid floating point issues.

Parameters

value	The value to round
precision	Number of decimal places for final rounding
preRoundPrecision	Number of decimal places for pre-rounding (default 8)

Returns

The rounded value