| 1 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
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| 2 | |
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| 3 | /* |
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| 4 | Copyright (C) 2008 J. Erik Radmall |
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| 5 | |
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| 6 | This file is part of QuantLib, a free-software/open-source library |
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| 7 | for financial quantitative analysts and developers - http://quantlib.org/ |
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| 8 | |
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| 9 | QuantLib is free software: you can redistribute it and/or modify it |
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| 10 | under the terms of the QuantLib license. You should have received a |
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| 11 | copy of the license along with this program; if not, please email |
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| 12 | <quantlib-dev@lists.sf.net>. The license is also available online at |
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| 13 | <http://quantlib.org/license.shtml>. |
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| 14 | |
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| 15 | This program is distributed in the hope that it will be useful, but WITHOUT |
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| 16 | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
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| 17 | FOR A PARTICULAR PURPOSE. See the license for more details. |
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| 18 | */ |
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| 19 | |
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| 20 | /*! \file commodity.hpp |
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| 21 | \brief Commodity base class |
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| 22 | */ |
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| 23 | |
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| 24 | #ifndef quantlib_commodity_hpp |
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| 25 | #define quantlib_commodity_hpp |
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| 26 | |
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| 27 | #include <ql/any.hpp> |
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| 28 | #include <ql/instrument.hpp> |
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| 29 | #include <ql/money.hpp> |
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| 30 | #include <iosfwd> |
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| 31 | #include <utility> |
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| 32 | #include <vector> |
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| 33 | |
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| 34 | namespace QuantLib { |
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| 35 | |
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| 36 | typedef std::map<std::string, ext::any> SecondaryCosts; |
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| 37 | typedef std::map<std::string, Money> SecondaryCostAmounts; |
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| 38 | |
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| 39 | std::ostream& operator<<(std::ostream& out, |
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| 40 | const SecondaryCostAmounts& secondaryCostAmounts); |
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| 41 | |
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| 42 | |
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| 43 | struct PricingError { |
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| 44 | enum Level { Info, Warning, Error, Fatal }; |
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| 45 | |
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| 46 | Level errorLevel; |
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| 47 | std::string tradeId; |
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| 48 | std::string error; |
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| 49 | std::string detail; |
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| 50 | |
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| 51 | PricingError(Level errorLevel, std::string error, std::string detail) |
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| 52 | : errorLevel(errorLevel), error(std::move(error)), detail(std::move(detail)) {} |
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| 53 | }; |
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| 54 | |
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| 55 | typedef std::vector<PricingError> PricingErrors; |
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| 56 | |
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| 57 | std::ostream& operator<<(std::ostream& out, const PricingError& error); |
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| 58 | std::ostream& operator<<(std::ostream& out, const PricingErrors& errors); |
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| 59 | |
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| 60 | |
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| 61 | //! Commodity base class |
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| 62 | /*! \ingroup instruments */ |
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| 63 | class Commodity : public Instrument { |
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| 64 | public: |
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| 65 | explicit Commodity(ext::shared_ptr<SecondaryCosts> secondaryCosts); |
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| 66 | const ext::shared_ptr<SecondaryCosts>& secondaryCosts() const; |
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| 67 | const SecondaryCostAmounts& secondaryCostAmounts() const; |
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| 68 | const PricingErrors& pricingErrors() const; |
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| 69 | void addPricingError(PricingError::Level errorLevel, |
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| 70 | const std::string& error, |
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| 71 | const std::string& detail = "" ) const; |
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| 72 | protected: |
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| 73 | ext::shared_ptr<SecondaryCosts> secondaryCosts_; |
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| 74 | mutable PricingErrors pricingErrors_; |
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| 75 | mutable SecondaryCostAmounts secondaryCostAmounts_; |
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| 76 | }; |
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| 77 | |
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| 78 | } |
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| 79 | |
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| 80 | #endif |
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| 81 | |
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