- 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