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

The man pages 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).

Wed Aug 2 2017 Version 1.10 QuantLib