- QuantLib
- CommodityIndex
 
base class for commodity indexes More...
#include <ql/experimental/commodities/commodityindex.hpp>

| Public Member Functions | |
| CommodityIndex (const std::string &name, const CommodityType &commodityType, const Currency ¤cy, 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 "eDate, Real quote) | 
| void | addQuotes (const std::map< Date, Real > "es) | 
| void | clearQuotes () | 
| bool | isValidQuoteDate (const Date "eDate) 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 () | 
| Inspectors | |
| 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_ | 
| Friends | |
| std::ostream & | operator<< (std::ostream &, const CommodityIndex &) | 
base class for commodity indexes