CommodityCurve Class Reference

Commodity term structure. More...

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

Inheritance diagram for CommodityCurve:

List of all members.

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< Datedates_
std::vector< Timetimes_
std::vector< Realdata_
Interpolation interpolation_
ForwardFlat interpolator_
boost::shared_ptr< CommodityCurvebasisOfCurve_
Real basisOfCurveUomConversionFactor_
const std::string & name () const
const CommodityTypecommodityType () const
const UnitOfMeasureunitOfMeasure () const
const Currencycurrency () 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.