QuantLib_CommodityIndex man page

CommodityIndex — base class for commodity indexes  


#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 ()


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_


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.


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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).

Fri Sep 1 2017 Version 1.10.1 QuantLib