currency_ (3) - Linux Manuals

currency_: Commodity term structure.

NAME

QuantLib::CommodityCurve - Commodity term structure.

SYNOPSIS

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

Inherits QuantLib::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

Detailed Description

Commodity term structure.

Author

Generated automatically by Doxygen for QuantLib from the source code.