Price helper for average of future settlement prices over a period. More...
#include <qle/cashflows/commodityindexedaveragecashflow.hpp>
#include <qle/termstructures/pricetermstructure.hpp>
#include <qle/time/futureexpirycalculator.hpp>
#include <ql/termstructures/bootstraphelper.hpp>
Classes | |
class | AverageFuturePriceHelper |
Typedefs | |
typedef QuantLib::BootstrapHelper< PriceTermStructure > | PriceHelper |
Price helper for average of future settlement prices over a period.