kiyosi

外观

<kiyosi/instruments/accumulator.hpp> ​

cpp
#include <kiyosi/instruments/accumulator.hpp>

make_accumulator ​

cpp
Result<Accumulator> kiyosi::make_accumulator(AccumulatorTerms terms)

Creates a validated accumulator contract. 参数

  • terms — Contract terms.

返回值: The accumulator, or an input-validation error.

kiyosi::Accumulator ​

cpp
class kiyosi::Accumulator

Outstanding forward accrual that buys a fixed daily quantity, accelerating below strike and terminating once spot reaches the knock-out level. Do not value an already terminated contract; prices exclude cashflows settled before valuation.

成员 ​

replace ​

cpp
Result<Accumulator> kiyosi::Accumulator::replace(double accumulated_quantity) const

Returns a validated owning copy with only the supplied history replaced. Preserves all contract terms and never changes this object, including on failure. History is caller-supplied; time consistency is checked during pricing. Concurrent calls and reads are safe without concurrent assignment or mutation. Uses constructor validation and error categories; zero is a known value, not unknown history.

strike ​

cpp
double kiyosi::Accumulator::strike() const noexcept

Returns the purchase strike.

knock_out_level ​

cpp
double kiyosi::Accumulator::knock_out_level() const noexcept

Returns the knock-out spot level.

daily_quantity ​

cpp
double kiyosi::Accumulator::daily_quantity() const noexcept

Returns the base quantity accrued per trading day.

acceleration_factor ​

cpp
double kiyosi::Accumulator::acceleration_factor() const noexcept

Returns the below-strike quantity multiplier.

accumulated_quantity ​

cpp
double kiyosi::Accumulator::accumulated_quantity() const noexcept

Returns the quantity accrued before valuation.

effective_date ​

cpp
Date kiyosi::Accumulator::effective_date() const noexcept

Returns the first date of the contract life.

expiry_date ​

cpp
Date kiyosi::Accumulator::expiry_date() const noexcept

Returns the final date of the contract life.

kiyosi::AccumulatorTerms ​

cpp
struct kiyosi::AccumulatorTerms

Input terms used to construct an Accumulator.

成员 ​

strike ​

cpp
double kiyosi::AccumulatorTerms::strike

Positive purchase strike.

knock_out_level ​

cpp
double kiyosi::AccumulatorTerms::knock_out_level

Positive spot level that terminates accrual.

daily_quantity ​

cpp
double kiyosi::AccumulatorTerms::daily_quantity

Non-negative base quantity accrued per trading day.

acceleration_factor ​

cpp
double kiyosi::AccumulatorTerms::acceleration_factor

Non-negative quantity multiplier below strike.

accumulated_quantity ​

cpp
double kiyosi::AccumulatorTerms::accumulated_quantity

Caller-asserted non-negative quantity already accrued; zero means none.

effective_date ​

cpp
Date kiyosi::AccumulatorTerms::effective_date

First date of the contract life.

expiry_date ​

cpp
Date kiyosi::AccumulatorTerms::expiry_date

Final date of the contract life.