/src/quantlib/ql/experimental/commodities/commodity.hpp
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1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2008 J. Erik Radmall |
5 | | |
6 | | This file is part of QuantLib, a free-software/open-source library |
7 | | for financial quantitative analysts and developers - http://quantlib.org/ |
8 | | |
9 | | QuantLib is free software: you can redistribute it and/or modify it |
10 | | under the terms of the QuantLib license. You should have received a |
11 | | copy of the license along with this program; if not, please email |
12 | | <quantlib-dev@lists.sf.net>. The license is also available online at |
13 | | <http://quantlib.org/license.shtml>. |
14 | | |
15 | | This program is distributed in the hope that it will be useful, but WITHOUT |
16 | | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
17 | | FOR A PARTICULAR PURPOSE. See the license for more details. |
18 | | */ |
19 | | |
20 | | /*! \file commodity.hpp |
21 | | \brief Commodity base class |
22 | | */ |
23 | | |
24 | | #ifndef quantlib_commodity_hpp |
25 | | #define quantlib_commodity_hpp |
26 | | |
27 | | #include <ql/any.hpp> |
28 | | #include <ql/instrument.hpp> |
29 | | #include <ql/money.hpp> |
30 | | #include <iosfwd> |
31 | | #include <utility> |
32 | | #include <vector> |
33 | | |
34 | | namespace QuantLib { |
35 | | |
36 | | typedef std::map<std::string, ext::any> SecondaryCosts; |
37 | | typedef std::map<std::string, Money> SecondaryCostAmounts; |
38 | | |
39 | | std::ostream& operator<<(std::ostream& out, |
40 | | const SecondaryCostAmounts& secondaryCostAmounts); |
41 | | |
42 | | |
43 | | struct PricingError { |
44 | | enum Level { Info, Warning, Error, Fatal }; |
45 | | |
46 | | Level errorLevel; |
47 | | std::string tradeId; |
48 | | std::string error; |
49 | | std::string detail; |
50 | | |
51 | | PricingError(Level errorLevel, std::string error, std::string detail) |
52 | 0 | : errorLevel(errorLevel), error(std::move(error)), detail(std::move(detail)) {} |
53 | | }; |
54 | | |
55 | | typedef std::vector<PricingError> PricingErrors; |
56 | | |
57 | | std::ostream& operator<<(std::ostream& out, const PricingError& error); |
58 | | std::ostream& operator<<(std::ostream& out, const PricingErrors& errors); |
59 | | |
60 | | |
61 | | //! Commodity base class |
62 | | /*! \ingroup instruments */ |
63 | | class Commodity : public Instrument { |
64 | | public: |
65 | | explicit Commodity(ext::shared_ptr<SecondaryCosts> secondaryCosts); |
66 | | const ext::shared_ptr<SecondaryCosts>& secondaryCosts() const; |
67 | | const SecondaryCostAmounts& secondaryCostAmounts() const; |
68 | | const PricingErrors& pricingErrors() const; |
69 | | void addPricingError(PricingError::Level errorLevel, |
70 | | const std::string& error, |
71 | | const std::string& detail = "") const; |
72 | | protected: |
73 | | ext::shared_ptr<SecondaryCosts> secondaryCosts_; |
74 | | mutable PricingErrors pricingErrors_; |
75 | | mutable SecondaryCostAmounts secondaryCostAmounts_; |
76 | | }; |
77 | | |
78 | | } |
79 | | |
80 | | #endif |