- 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