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Expand file tree Collapse file tree Original file line number Diff line number Diff line change @@ -146,6 +146,7 @@ void CommodityForward::build(const boost::shared_ptr<EngineFactory>& engineFacto
146146 instrument_ = boost::make_shared<VanillaInstrument>(commodityForward);
147147 npvCurrency_ = fixingDate_==Date () ? currency_ : payCcy_;
148148
149+ // notional_ = strike_ * quantity_;
149150 notional_ = strike_ * quantity_;
150151 notionalCurrency_ = currency_;
151152
@@ -166,6 +167,8 @@ void CommodityForward::build(const boost::shared_ptr<EngineFactory>& engineFacto
166167 additionalData_[" isdaTransaction" ] = string (" " );
167168}
168169
170+ Real CommodityForward::notional () const { return notional_; }
171+
169172std::map<AssetClass, std::set<std::string>>
170173CommodityForward::underlyingIndices (const boost::shared_ptr<ReferenceDataManager>& referenceDataManager) const {
171174 return {{AssetClass::COM, std::set<std::string>({commodityName_})}};
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