/src/quantlib/ql/experimental/commodities/commodityindex.cpp
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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 | | <https://www.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 | | #include <ql/experimental/commodities/commodityindex.hpp> |
21 | | #include <ql/experimental/commodities/commoditypricinghelpers.hpp> |
22 | | #include <utility> |
23 | | |
24 | | namespace QuantLib { |
25 | | |
26 | | CommodityIndex::CommodityIndex(std::string indexName, |
27 | | CommodityType commodityType, |
28 | | Currency currency, |
29 | | UnitOfMeasure unitOfMeasure, |
30 | | Calendar calendar, |
31 | | Real lotQuantity, |
32 | | ext::shared_ptr<CommodityCurve> forwardCurve, |
33 | | ext::shared_ptr<ExchangeContracts> exchangeContracts, |
34 | | int nearbyOffset) |
35 | 0 | : name_(std::move(indexName)), commodityType_(std::move(commodityType)), |
36 | 0 | unitOfMeasure_(std::move(unitOfMeasure)), currency_(std::move(currency)), |
37 | 0 | calendar_(std::move(calendar)), lotQuantity_(lotQuantity), |
38 | 0 | forwardCurve_(std::move(forwardCurve)), exchangeContracts_(std::move(exchangeContracts)), |
39 | 0 | nearbyOffset_(nearbyOffset) { |
40 | 0 | registerWith(Settings::instance().evaluationDate()); |
41 | 0 | registerWith(notifier()); |
42 | |
|
43 | 0 | if (forwardCurve_ != nullptr) |
44 | | // registerWith(forwardCurve_); |
45 | 0 | forwardCurveUomConversionFactor_ = |
46 | 0 | CommodityPricingHelper::calculateUomConversionFactor( |
47 | 0 | commodityType_, |
48 | 0 | forwardCurve_->unitOfMeasure_, |
49 | 0 | unitOfMeasure_); |
50 | 0 | } |
51 | | |
52 | 0 | std::ostream& operator<<(std::ostream& out, const CommodityIndex& index) { |
53 | 0 | out << "[" << index.name_ << "] (" |
54 | 0 | << index.currency_.code() << "/" |
55 | 0 | << index.unitOfMeasure_.code() << ")"; |
56 | 0 | if (index.forwardCurve_ != nullptr) |
57 | 0 | out << "; forward (" << (*index.forwardCurve_) << ")"; |
58 | 0 | return out; |
59 | 0 | } |
60 | | |
61 | | } |