commodityindex.hpp File Reference

commodity index class for holding commodity spot and futures price histories and forwarding. More...

#include <ql/currency.hpp>
#include <ql/handle.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/time/calendar.hpp>
#include <qle/indexes/eqfxindexbase.hpp>
#include <qle/termstructures/pricetermstructure.hpp>

Go to the source code of this file.

Classes
class	CommodityIndex
	Commodity Index. More...
class	CommoditySpotIndex
class	CommodityFuturesIndex

Namespaces
namespace	QuantExt

Detailed Description

commodity index class for holding commodity spot and futures price histories and forwarding.

Definition in file commodityindex.hpp.