commodity basis future index class for holding price histories and forwarding. More...
#include <ql/cashflow.hpp>
#include <qle/indexes/commodityindex.hpp>
#include <qle/termstructures/commoditybasispricecurve.hpp>
Classes | |
class | CommodityBasisFutureIndex |
Commodity Basis Future Index. More... | |
commodity basis future index class for holding price histories and forwarding.