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

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 |
Detailed Description
Commodity term structure.