- QuantLib
- CommodityCurve
 
Commodity term structure. More...
#include <ql/experimental/commodities/commoditycurve.hpp>

| Public Member Functions | |
| CommodityCurve (const std::string &name, const CommodityType &commodityType, const Currency ¤cy, 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 ¤cy, 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 | 
Commodity term structure.