An interface for a commodity price curve created from a base price curve and a collection of basis quotes. More...
#include <map>
#include <qle/termstructures/pricetermstructure.hpp>
#include <qle/time/futureexpirycalculator.hpp>
#include <ql/time/calendars/nullcalendar.hpp>
Classes | |
class | CommodityBasisPriceTermStructure |
An interface for a commodity price curve created from a base price curve and a collection of basis quotes.