commodity.hpp File Reference

some commodity related utilities. More...

#include <qle/cashflows/commodityindexedaveragecashflow.hpp>
#include <qle/cashflows/commodityindexedcashflow.hpp>
#include <qle/time/futureexpirycalculator.hpp>

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Namespaces
namespace	QuantExt

Functions
QuantLib::ext::shared_ptr< CashFlow >	makeCommodityCashflowForBasisFuture (const QuantLib::Date &start, const QuantLib::Date &end, const QuantLib::ext::shared_ptr< CommodityIndex > &baseIndex, const QuantLib::ext::shared_ptr< FutureExpiryCalculator > &baseFec, bool baseIsAveraging, const QuantLib::Date &paymentDate)
	Make a commodity indexed cashflow. More...

Detailed Description

some commodity related utilities.

Definition in file commodity.hpp.