Public Member Functions | |
Constructors | |
CommodityCurve () | |
Default constructor. | |
CommodityCurve (const QuantLib::Date &asof, const CommodityCurveSpec &spec, const Loader &loader, const CurveConfigurations &curveConfigs, const FXTriangulation &fxSpots=FXTriangulation(), const std::map< std::string, boost::shared_ptr< YieldCurve >> &yieldCurves={}, const std::map< std::string, boost::shared_ptr< CommodityCurve >> &commodityCurves={}, bool const buildCalibrationInfo=false) | |
Detailed constructor. | |
Inspectors | |
const CommodityCurveSpec & | spec () const |
boost::shared_ptr< QuantExt::PriceTermStructure > | commodityPriceCurve () const |
boost::shared_ptr< QuantExt::CommodityIndex > | commodityIndex () const |
boost::shared_ptr< CommodityCurveCalibrationInfo > | calibrationInfo () const |