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Reference manual - version ored_version
Classes | Namespaces
commoditycurve.hpp File Reference

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
 

Detailed Description

Class for building a commodity price curve.