QuantLib_CommodityIndex man page

CommodityIndex — base class for commodity indexes  

Synopsis

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

Inherits Observable, and Observer.

Public Member Functions

CommodityIndex (const std::string &name, const CommodityType &commodityType, const Currency &currency, const UnitOfMeasure &unitOfMeasure, const Calendar &calendar, Real lotQuantity, const boost::shared_ptr< CommodityCurve > &forwardCurve, const boost::shared_ptr< ExchangeContracts > &exchangeContracts, int nearbyOffset)
void addQuote (const Date &quoteDate, Real quote)
void addQuotes (const std::map< Date, Real > &quotes)
void clearQuotes ()
bool isValidQuoteDate (const Date &quoteDate) const
returns TRUE if the quote date is valid
bool empty () const
bool forwardCurveEmpty () const
const TimeSeries< Real > & quotes () const

Index interface

std::string name () const

Observer interface

void update ()

Inspectors

const CommodityType & commodityType () const
const Currency & currency () const
const UnitOfMeasure & unitOfMeasure () const
const Calendar & calendar () const
const boost::shared_ptr< CommodityCurve > & forwardCurve () const
Real lotQuantity () const
Real price (const Date &date)
Real forwardPrice (const Date &date) const
Date lastQuoteDate () const

Protected Attributes

std::string name_
CommodityType commodityType_
UnitOfMeasure unitOfMeasure_
Currency currency_
Calendar calendar_
Real lotQuantity_
TimeSeries< Real > quotes_
boost::shared_ptr< CommodityCurve > forwardCurve_
Real forwardCurveUomConversionFactor_
boost::shared_ptr< ExchangeContracts > exchangeContracts_
Integer nearbyOffset_

Friends

std::ostream & operator<< (std::ostream &, const CommodityIndex &)

Additional Inherited Members

Detailed Description

base class for commodity indexes

Member Function Documentation

void update () [virtual]

This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.

Implements Observer.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man pages addQuote(3), addQuotes(3), clearQuotes(3), exchangeContracts_(3), forwardCurve(3), forwardCurve_(3), forwardCurveEmpty(3), forwardCurveUomConversionFactor_(3), forwardPrice(3), isValidQuoteDate(3), lastQuoteDate(3), lotQuantity(3), lotQuantity_(3), nearbyOffset_(3), quotes(3) and quotes_(3) are aliases of QuantLib_CommodityIndex(3).

Wed Aug 2 2017 Version 1.10 QuantLib