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QuantLib_CommodityIndex
Langue: en
Version: 384088 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::CommodityIndex -base class for commodity indexes
SYNOPSIS
#include <ql/experimental/commodities/commodityindex.hpp>
Inherits QuantLib::Observable, and QuantLib::Observer.
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 &)
Detailed Description
base class for commodity indexes
Member Function Documentation
void update () [virtual]This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.
Implements Observer.
Author
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