commodity.hpp File Reference

some commodity related utilities. More...

#include <qle/cashflows/commodityindexedaveragecashflow.hpp>
#include <qle/cashflows/commodityindexedcashflow.hpp>
#include <qle/time/futureexpirycalculator.hpp>

Functions
boost::shared_ptr< CashFlow >	makeCommodityCashflowForBasisFuture (const QuantLib::Date &start, const QuantLib::Date &end, const boost::shared_ptr< CommodityIndex > &baseIndex, const boost::shared_ptr< FutureExpiryCalculator > &baseFec, bool baseIsAveraging, const QuantLib::Date &paymentDate=QuantLib::Date())
	Make a commodity indexed cashflow.

Detailed Description

some commodity related utilities.