averagefuturepricehelper.hpp File Reference

Price helper for average of future settlement prices over a period. More...

#include <qle/cashflows/commodityindexedaveragecashflow.hpp>
#include <qle/termstructures/pricetermstructure.hpp>
#include <qle/time/futureexpirycalculator.hpp>
#include <ql/termstructures/bootstraphelper.hpp>

Go to the source code of this file.

Classes
class	AverageFuturePriceHelper

Namespaces
namespace	QuantExt

Typedefs
typedef QuantLib::BootstrapHelper< PriceTermStructure >	PriceHelper

Detailed Description

Price helper for average of future settlement prices over a period.

Definition in file averagefuturepricehelper.hpp.