commoditycashflow.hpp File Reference

Some data and logic shared among commodity cashflows. More...

#include <ql/cashflow.hpp>
#include <ql/patterns/visitor.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/time/calendar.hpp>
#include <ql/time/date.hpp>
#include <qle/indexes/commodityindex.hpp>
#include <qle/indexes/fxindex.hpp>
#include <set>

Go to the source code of this file.

Classes
class	CommodityCashFlow

Namespaces
namespace	QuantExt

Enumerations
enum class	CommodityQuantityFrequency {   PerCalculationPeriod , PerCalendarDay , PerPricingDay , PerHour ,   PerHourAndCalendarDay }
	Enumeration indicating the frequency associated with a commodity quantity. More...

Functions
std::set< QuantLib::Date >	pricingDates (const QuantLib::Date &start, const QuantLib::Date &end, const QuantLib::Calendar &pricingCalendar, bool excludeStart, bool includeEnd, bool useBusinessDays=true)
	Get the set of valid pricing dates in a period. More...
bool	isPricingDate (const QuantLib::Date &d, const QuantLib::Calendar &pricingCalendar, bool useBusinessDays=true)
	Check if a date is a pricing date. More...

Detailed Description

Some data and logic shared among commodity cashflows.

Definition in file commoditycashflow.hpp.