An Instrument; see the hierarchy under GenInstrument.

An EnergyCommodity; see the hierarchy under GenInstrument.

An EnergyCommodity; see the hierarchy under GenInstrument.

An EnergySwap; see the hierarchy under GenInstrument.

An EnergySwap; see the hierarchy under GenInstrument.

QuantLib's mapext::any, used with exactly two concrete alternatives across the module (CommodityUnitCost/Money, confirmed from energycommodity.cpp's two any_cast branches) -- bound as a real 2-variant sum rather than a generic any. Passed optionally to every energy-instrument constructor below; [] stands in for upstream's null shared_ptr.

The computed, currency-resolved output of SecondaryCosts -- Commodity::secondaryCostAmounts(), a mapMoney.

A single entry of PricingErrors -- tradeId is never set by any constructor path that reaches addPricingError (upstream's own call sites all default it to empty), so it isn't bound.

One day's position detail from an EnergySwap leaf's dailyPositions() -- a flat record rather than a (Day, ...) pair, since edpDate already carries the map key.

A CashFlow; see the hierarchy under GenCashFlow.

Construct an energy future: a single mark-to-market position against a CommodityIndex, struck at a fixed CommodityUnitCost trade price. buySell is a signed multiplier (1 to buy, -1 to sell), matching upstream's own Integer buySell (not a Bool). tradePrice/index are not exposed as getters because they only echo these constructor arguments.

Construct a vanilla energy swap: fixed CommodityUnitCost price against a floating CommodityIndex quote, over one or more PricingPeriods. payer selects which leg (fixed or floating) is paid. payReceive/fixedPrice/fixedPriceUnitOfMeasure/index are not bound as getters because they only echo this constructor's arguments; payReceive is simply if payer then 1 else 0.

Construct an energy basis swap: two floating CommodityIndex legs (pay/receive), one of them offset by a fixed CommodityUnitCost basis, over one or more PricingPeriods. spreadToPayLeg selects which leg the basis is added to. payIndex/receiveIndex/basis are not bound as getters -- all are plain, never-mutated echoes of this constructor's own arguments.

Split [startDate, endDate) into PricingPeriods of the given quantity, per a DeliverySchedule/QuantityPeriodicity/PaymentTerm combination -- CommodityPricingHelper::createPricingPeriods. Upstream only actually implements two combinations (Monthly with PerMonth, Daily with PerDay); every other DeliverySchedule silently returns [] (no periods, no error -- checked directly against commoditypricinghelpers.cpp, not assumed from the header).

Record a pricing diagnostic against a Commodity/EnergyCommodity leaf (any of EnergyFuture, EnergyVanillaSwap, EnergyBasisSwap), retrievable afterwards via pricingErrors. Mirrors upstream's own default empty detail with a plain "" argument.

The discounted amount, in the global commodity base currency (commoditySettingsCurrency).

Not pure: the shim's own ret(new Currency(...)) is a bad_alloc-only throw point, and letting a C++ exception unwind across the FFI boundary from an unsafePerformIO-backed pure binding is undefined behavior, so this needs the same 'char **e\/preErrorCheck' error channel as any other throwing call.

As discountedAmount, without the discount factor applied.

The discounted amount, in the payment (leg) currency.

As discountedPaymentAmount, without the discount factor applied.

The discount factor applied to the base-currency amount.

The discount factor applied to the payment-currency amount.

Whether this cash flow's payment date has already occurred as of the evaluation date.

The currency-resolved secondary costs computed during the most recent pricing (performCalculations()) of this Commodity/EnergyCommodity leaf -- a plain member read, not itself a pricing trigger, so call 'QuantLib.Instrument.npvWithZSpread first if it hasn't been priced yet.

Every pricing diagnostic recorded so far (via upstream's own internal calls, or via addPricingError) against this Commodity/EnergyCommodity leaf.

The commodity quantity of this EnergyCommodity leaf -- either the plain quantity given at construction (EnergyFuture) or the sum across every PricingPeriod (EnergySwap and its leaves, a real computed sum -- see energyswap.cpp). One binding covers both, dispatched virtually on the C++ side.

The per-day pricing breakdown computed during this EnergySwap leaf's most recent performCalculations() -- populated only after pricing (call 'QuantLib.Instrument.npvWithZSpread first).

The realized/unrealized payment cash flows computed during this EnergySwap leaf's most recent performCalculations() -- populated only after pricing.