Commodity term structure.  
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#include <ql/experimental/commodities/commoditycurve.hpp>
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|  | 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()) | 
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|  | CommodityCurve (const std::string &name, const CommodityType &commodityType, const Currency ¤cy, const UnitOfMeasure &unitOfMeasure, const Calendar &calendar, const DayCounter &dayCounter=Actual365Fixed()) | 
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|  | TermStructure (const DayCounter &dc=DayCounter()) | 
|  | default constructor  More... 
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|  | TermStructure (const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter()) | 
|  | initialize with a fixed reference date 
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|  | TermStructure (Natural settlementDays, const Calendar &, const DayCounter &dc=DayCounter()) | 
|  | calculate the reference date based on the global evaluation date 
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| virtual DayCounter | dayCounter () const | 
|  | the day counter used for date/time conversion 
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| Time | timeFromReference (const Date &date) const | 
|  | date/time conversion 
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| virtual Time | maxTime () const | 
|  | the latest time for which the curve can return values 
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| virtual const Date & | referenceDate () const | 
|  | the date at which discount = 1.0 and/or variance = 0.0 
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| virtual Calendar | calendar () const | 
|  | the calendar used for reference and/or option date calculation 
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| virtual Natural | settlementDays () const | 
|  | the settlementDays used for reference date calculation 
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| void | update () | 
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|  | Observer (const Observer &) | 
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| Observer & | operator= (const Observer &) | 
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| std::pair< iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) | 
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| void | registerWithObservables (const boost::shared_ptr< Observer > &) | 
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| Size | unregisterWith (const boost::shared_ptr< Observable > &) | 
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| void | unregisterWithAll () | 
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| virtual void | deepUpdate () | 
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|  | Observable (const Observable &) | 
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| Observable & | operator= (const Observable &) | 
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| void | notifyObservers () | 
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| std::ostream & | operator<< (std::ostream &out, const CommodityCurve &curve) | 
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| std::string | name_ | 
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| CommodityType | commodityType_ | 
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| UnitOfMeasure | unitOfMeasure_ | 
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| Currency | currency_ | 
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| std::vector< Date > | dates_ | 
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| std::vector< Time > | times_ | 
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| std::vector< Real > | data_ | 
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| Interpolation | interpolation_ | 
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| ForwardFlat | interpolator_ | 
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| boost::shared_ptr< CommodityCurve > | basisOfCurve_ | 
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| Real | basisOfCurveUomConversionFactor_ | 
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| const std::string & | name () const | 
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| const CommodityType & | commodityType () const | 
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| const UnitOfMeasure & | unitOfMeasure () const | 
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| const Currency & | currency () const | 
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| Date | maxDate () const | 
|  | the latest date for which the curve can return values 
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| const std::vector< Time > & | times () const | 
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| const std::vector< Date > & | dates () const | 
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| const std::vector< Real > & | prices () const | 
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| std::vector< std::pair< Date, Real > > | nodes () const | 
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| bool | empty () const | 
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| void | setPrices (std::map< Date, Real > &prices) | 
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| void | setBasisOfCurve (const boost::shared_ptr< CommodityCurve > &basisOfCurve) | 
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| Real | price (const Date &d, const boost::shared_ptr< ExchangeContracts > &exchangeContracts, Integer nearbyOffset) const | 
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| Real | basisOfPrice (const Date &d) const | 
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| Date | underlyingPriceDate (const Date &date, const boost::shared_ptr< ExchangeContracts > &exchangeContracts, Integer nearbyOffset) const | 
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| const boost::shared_ptr< CommodityCurve > & | basisOfCurve () const | 
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| Real | basisOfPriceImpl (Time t) const | 
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| Real | priceImpl (Time t) const | 
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| typedef std::set< boost::shared_ptr< Observable > > | set_type | 
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| typedef set_type::iterator | iterator | 
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| void | checkRange (const Date &d, bool extrapolate) const | 
|  | date-range check 
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| void | checkRange (Time t, bool extrapolate) const | 
|  | time-range check 
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| bool | moving_ | 
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| bool | updated_ | 
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| Calendar | calendar_ | 
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Commodity term structure.