QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Public Member Functions | Static Public Member Functions | List of all members
CommodityPricingHelper Class Reference

commodity index helper More...

#include <ql/experimental/commodities/commoditypricinghelpers.hpp>

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Public Member Functions

 CommodityPricingHelper ()
 

Static Public Member Functions

static Real calculateFxConversionFactor (const Currency &fromCurrency, const Currency &toCurrency, const Date &evaluationDate)
 
static Real calculateUomConversionFactor (const CommodityType &commodityType, const UnitOfMeasure &fromUnitOfMeasure, const UnitOfMeasure &toUnitOfMeasure)
 
static Real calculateUnitCost (const CommodityType &commodityType, const CommodityUnitCost &unitCost, const Currency &baseCurrency, const UnitOfMeasure &baseUnitOfMeasure, const Date &evaluationDate)
 
static void createPricingPeriods (Date startDate, Date endDate, const Quantity &quantity, EnergyCommodity::DeliverySchedule deliverySchedule, EnergyCommodity::QuantityPeriodicity qtyPeriodicity, const PaymentTerm &paymentTerm, PricingPeriods &pricingPeriods)
 

Detailed Description

commodity index helper

Definition at line 36 of file commoditypricinghelpers.hpp.

Constructor & Destructor Documentation

◆ CommodityPricingHelper()

Member Function Documentation

◆ calculateFxConversionFactor()

Real calculateFxConversionFactor ( const Currency fromCurrency,
const Currency toCurrency,
const Date evaluationDate 
)
static

Definition at line 79 of file commoditypricinghelpers.hpp.

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◆ calculateUomConversionFactor()

Real calculateUomConversionFactor ( const CommodityType commodityType,
const UnitOfMeasure fromUnitOfMeasure,
const UnitOfMeasure toUnitOfMeasure 
)
static

Definition at line 65 of file commoditypricinghelpers.hpp.

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◆ calculateUnitCost()

Real calculateUnitCost ( const CommodityType commodityType,
const CommodityUnitCost unitCost,
const Currency baseCurrency,
const UnitOfMeasure baseUnitOfMeasure,
const Date evaluationDate 
)
static

Definition at line 96 of file commoditypricinghelpers.hpp.

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◆ createPricingPeriods()

void createPricingPeriods ( Date  startDate,
Date  endDate,
const Quantity quantity,
EnergyCommodity::DeliverySchedule  deliverySchedule,
EnergyCommodity::QuantityPeriodicity  qtyPeriodicity,
const PaymentTerm paymentTerm,
PricingPeriods pricingPeriods 
)
static

Definition at line 24 of file commoditypricinghelpers.cpp.

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