QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Commodity curve. More...
#include <ql/termstructure.hpp>
#include <ql/experimental/commodities/commoditytype.hpp>
#include <ql/experimental/commodities/unitofmeasure.hpp>
#include <ql/experimental/commodities/exchangecontract.hpp>
#include <ql/currency.hpp>
#include <ql/math/interpolations/forwardflatinterpolation.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
Go to the source code of this file.
Classes | |
class | CommodityCurve |
Commodity term structure. More... | |
Namespaces | |
namespace | QuantLib |
Functions | |
bool | operator== (const CommodityCurve &c1, const CommodityCurve &c2) |
Commodity curve.
Definition in file commoditycurve.hpp.