createPricingPeriods (3) - Linux Manuals

createPricingPeriods: commodity index helper

NAME

QuantLib::CommodityPricingHelper - commodity index helper

SYNOPSIS

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

Static Public Member Functions

static Real calculateFxConversionFactor (const Currency &fromCurrency, const Currency &toCurrency, const Date &evaluationDate)

static Real calculateUomConversionFactor (const CommodityType &commodityType, const UnitOfMeasure &fromUnitOfMeasure, const UnitOfMeasure &toUnitOfMeasure)

static Real calculateUnitCost (const CommodityType &commodityType, const CommodityUnitCost &unitCost, const Currency &baseCurrency, const UnitOfMeasure &baseUnitOfMeasure, const Date &evaluationDate)

static void createPricingPeriods (Date startDate, Date endDate, const Quantity &quantity, EnergyCommodity::DeliverySchedule deliverySchedule, EnergyCommodity::QuantityPeriodicity qtyPeriodicity, const PaymentTerm &paymentTerm, PricingPeriods &pricingPeriods)

Detailed Description

commodity index helper

Author

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