discountingcommodityforwardengine.hpp File Reference

Engine to value a commodity forward contract. More...

#include <ql/termstructures/yieldtermstructure.hpp>
#include <qle/instruments/commodityforward.hpp>
#include <qle/termstructures/pricetermstructure.hpp>

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Classes
class	DiscountingCommodityForwardEngine
	Discounting commodity forward engine. More...

Namespaces
namespace	QuantExt

Detailed Description

Engine to value a commodity forward contract.

Definition in file discountingcommodityforwardengine.hpp.