commodityindexedcashflow.hpp File Reference

Cash flow dependent on a single commodity spot price or future's settlement price. More...

#include <boost/optional.hpp>
#include <ql/cashflow.hpp>
#include <ql/patterns/visitor.hpp>
#include <ql/time/schedule.hpp>
#include <qle/indexes/commodityindex.hpp>
#include <qle/cashflows/commoditycashflow.hpp>
#include <qle/time/futureexpirycalculator.hpp>

Classes
class	CommodityIndexedCashFlow
	Cash flow dependent on a single commodity spot price or futures settlement price on a given pricing date. More...
class	CommodityIndexedLeg
	Helper class building a sequence of commodity indexed cashflows. More...

Detailed Description

Cash flow dependent on a single commodity spot price or future's settlement price.