Price helper for average of off-peak electricity prices over a period. More...
#include <qle/cashflows/commodityindexedaveragecashflow.hpp>
#include <qle/termstructures/pricetermstructure.hpp>
#include <qle/time/futureexpirycalculator.hpp>
#include <ql/termstructures/bootstraphelper.hpp>
Classes | |
class | AverageOffPeakPowerHelper |
Price helper for average of off-peak electricity prices over a period.