commoditybasispricetermstructure.hpp File Reference

An interface for a commodity price curve created from a base price curve and a collection of basis quotes. More...

#include <map>
#include <qle/termstructures/pricetermstructure.hpp>
#include <qle/time/futureexpirycalculator.hpp>
#include <ql/time/calendars/nullcalendar.hpp>

Go to the source code of this file.

Classes
class	CommodityBasisPriceTermStructure

Namespaces
namespace	QuantExt

Detailed Description

An interface for a commodity price curve created from a base price curve and a collection of basis quotes.

Definition in file commoditybasispricetermstructure.hpp.