CommodityCurve Class Reference
Commodity term structure. More...
#include <ql/experimental/commodities/commoditycurve.hpp>
Inheritance diagram for CommodityCurve:

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 |
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 |