commoditybasispricecurvewrapper.hpp File Reference

A commodity price curve created from a generic price curve and a basis curve. More...

#include <ql/patterns/lazyobject.hpp>
#include <qle/termstructures/commoditybasispricetermstructure.hpp>

Go to the source code of this file.

Classes
class	CommodityBasisPriceCurveWrapper

Namespaces
namespace	QuantExt

Detailed Description

A commodity price curve created from a generic price curve and a basis curve.

Definition in file commoditybasispricecurvewrapper.hpp.