QuantLib_CommodityCurve man page

CommodityCurve — Commodity term structure.

Synopsis

#include <ql/experimental/commodities/commoditycurve.hpp>

Inherits TermStructure.

Public Member Functions

CommodityCurve (const std::string &name, const CommodityType &commodityType, const Currency &currency, const UnitOfMeasure &unitOfMeasure, const Calendar &calendar, const std::vector< Date > &dates, const std::vector< Real > &prices, const DayCounter &dayCounter=Actual365Fixed())

CommodityCurve (const std::string &name, const CommodityType &commodityType, const Currency &currency, const UnitOfMeasure &unitOfMeasure, const Calendar &calendar, const DayCounter &dayCounter=Actual365Fixed())

Friends

class CommodityIndex

Inspectors

std::ostream & operator<< (std::ostream &out, const CommodityCurve &curve)

std::string name_

CommodityType commodityType_

UnitOfMeasure unitOfMeasure_

Currency currency_

std::vector< Date > dates_

std::vector< Time > times_

std::vector< Real > data_

Interpolation interpolation_

ForwardFlat interpolator_

boost::shared_ptr< CommodityCurve > basisOfCurve_

Real basisOfCurveUomConversionFactor_

const std::string & name () const

const CommodityType & commodityType () const

const UnitOfMeasure & unitOfMeasure () const

const Currency & currency () const

Date maxDate () const
the latest date for which the curve can return values
const std::vector< Time > & times () const

const std::vector< Date > & dates () const

const std::vector< Real > & prices () const

std::vector< std::pair< Date, Real > > nodes () const

bool empty () const

void setPrices (std::map< Date, Real > &prices)

void setBasisOfCurve (const boost::shared_ptr< CommodityCurve > &basisOfCurve)

Real price (const Date &d, const boost::shared_ptr< ExchangeContracts > &exchangeContracts, Integer nearbyOffset) const

Real basisOfPrice (const Date &d) const

Date underlyingPriceDate (const Date &date, const boost::shared_ptr< ExchangeContracts > &exchangeContracts, Integer nearbyOffset) const

const boost::shared_ptr< CommodityCurve > & basisOfCurve () const

Real basisOfPriceImpl (Time t) const

Real priceImpl (Time t) const

Additional Inherited Members

Detailed Description

Commodity term structure.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

basisOfCurve(3), basisOfCurve_(3), basisOfCurveUomConversionFactor_(3), basisOfPrice(3), basisOfPriceImpl(3), CommodityCurve(3), CommodityIndex(3), commodityType(3), commodityType_(3), currency(3), currency_(3), data_(3), dates(3), dates_(3), interpolation_(3), interpolator_(3), name_(3), nodes(3), priceImpl(3), prices(3), setBasisOfCurve(3), setPrices(3), times_(3), underlyingPriceDate(3), unitOfMeasure(3) and unitOfMeasure_(3) are aliases of QuantLib_CommodityCurve(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib