Coverage Report

Created: 2025-08-05 06:45

/src/quantlib/ql/experimental/commodities/commoditycashflow.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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 Copyright (C) 2008 J. Erik Radmall
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 This file is part of QuantLib, a free-software/open-source library
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 for financial quantitative analysts and developers - http://quantlib.org/
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 QuantLib is free software: you can redistribute it and/or modify it
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 under the terms of the QuantLib license.  You should have received a
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 copy of the license along with this program; if not, please email
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 <quantlib-dev@lists.sf.net>. The license is also available online at
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 <http://quantlib.org/license.shtml>.
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 This program is distributed in the hope that it will be useful, but WITHOUT
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 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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 FOR A PARTICULAR PURPOSE.  See the license for more details.
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*/
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/*! \file commoditycashflow.hpp
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    \brief Commodity cash flow
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*/
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#ifndef quantlib_commodity_cash_flow_hpp
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#define quantlib_commodity_cash_flow_hpp
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#include <ql/cashflow.hpp>
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#include <ql/money.hpp>
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#include <map>
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#include <utility>
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namespace QuantLib {
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    class CommodityCashFlow : public CashFlow {
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      public:
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        CommodityCashFlow(const Date& date,
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                          Money discountedAmount,
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                          Money undiscountedAmount,
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                          Money discountedPaymentAmount,
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                          Money undiscountedPaymentAmount,
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                          Real discountFactor,
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                          Real paymentDiscountFactor,
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                          bool finalized)
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        : date_(date), discountedAmount_(std::move(discountedAmount)),
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          undiscountedAmount_(std::move(undiscountedAmount)),
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          discountedPaymentAmount_(std::move(discountedPaymentAmount)),
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          undiscountedPaymentAmount_(std::move(undiscountedPaymentAmount)),
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          discountFactor_(discountFactor), paymentDiscountFactor_(paymentDiscountFactor),
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          finalized_(finalized) {}
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        //! \name Event interface
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        //@{
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        Date date() const override { return date_; }
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        //@}
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        //! \name CashFlow interface
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        //@{
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        Real amount() const override { return discountedAmount_.value(); }
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        //@}
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        const Currency& currency() const {
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            return discountedAmount_.currency();
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        }
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        const Money& discountedAmount() const { return discountedAmount_; }
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        const Money& undiscountedAmount() const { return undiscountedAmount_; }
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        const Money& discountedPaymentAmount() const {
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            return discountedPaymentAmount_;
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        }
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        const Money& undiscountedPaymentAmount() const {
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            return undiscountedPaymentAmount_;
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        }
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        Real discountFactor() const { return discountFactor_; }
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        Real paymentDiscountFactor() const { return paymentDiscountFactor_; }
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        bool finalized() const { return finalized_; }
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        //! \name Visitability
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        //@{
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        void accept(AcyclicVisitor&) override;
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        //@}
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      private:
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        Date date_;
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        Money discountedAmount_, undiscountedAmount_,
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              discountedPaymentAmount_, undiscountedPaymentAmount_;
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        Real discountFactor_, paymentDiscountFactor_;
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        bool finalized_;
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    };
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    typedef std::map<Date, ext::shared_ptr<CommodityCashFlow> >
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                                                           CommodityCashFlows;
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    #ifndef __DOXYGEN__
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    std::ostream& operator<<(std::ostream& out,
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                             const CommodityCashFlows& cashFlows);
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    #endif
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}
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#endif