Class for building a commodity price curve. More...
#include <ored/configuration/conventions.hpp>
#include <ored/configuration/curveconfigurations.hpp>
#include <ored/marketdata/curvespec.hpp>
#include <ored/marketdata/fxtriangulation.hpp>
#include <ored/marketdata/loader.hpp>
#include <ored/marketdata/yieldcurve.hpp>
#include <ored/marketdata/todaysmarketcalibrationinfo.hpp>
#include <ql/math/interpolations/backwardflatinterpolation.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/interpolations/loginterpolation.hpp>
#include <qle/math/flatextrapolation.hpp>
#include <qle/termstructures/pricecurve.hpp>
Classes | |
class | CommodityCurve |
Namespaces | |
ore | |
Serializable Credit Default Swap. | |
ore::data | |
Class for building a commodity price curve.