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.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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 23 2016 Version 1.8.1 QuantLib