commoditybasisfutureindex.hpp File Reference

commodity basis future index class for holding price histories and forwarding. More...

#include <ql/cashflow.hpp>
#include <qle/indexes/commodityindex.hpp>
#include <qle/termstructures/commoditybasispricecurve.hpp>

Go to the source code of this file.

Classes
class	CommodityBasisFutureIndex
	Commodity Basis Future Index. More...

Namespaces
namespace	QuantExt

Detailed Description

commodity basis future index class for holding price histories and forwarding.

Definition in file commoditybasisfutureindex.hpp.