commodityaveragebasispricecurve.hpp File Reference

A commodity price curve created from an averaged base curve and a collection of basis quotes. More...

#include <ql/math/comparison.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/quote.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <ql/time/calendars/nullcalendar.hpp>
#include <ql/utilities/dataformatters.hpp>
#include <qle/cashflows/commodityindexedaveragecashflow.hpp>
#include <qle/termstructures/commoditybasispricetermstructure.hpp>
#include <qle/time/futureexpirycalculator.hpp>

Go to the source code of this file.

Classes
class	CommodityAverageBasisPriceCurve< Interpolator >
	Commodity average basis price curve. More...

Namespaces
namespace	QuantExt

Detailed Description

A commodity price curve created from an averaged base curve and a collection of basis quotes.

Definition in file commodityaveragebasispricecurve.hpp.