CommodityIndex Class Reference

base class for commodity indexes More...

#include <ql/experimental/commodities/commodityindex.hpp>

Inheritance diagram for CommodityIndex:

Public Member Functions

 CommodityIndex (const std::string &name, const CommodityType &commodityType, const Currency &currency, const UnitOfMeasure &unitOfMeasure, const Calendar &calendar, Real lotQuantity, const boost::shared_ptr< CommodityCurve > &forwardCurve, const boost::shared_ptr< ExchangeContracts > &exchangeContracts, int nearbyOffset)
 
void addQuote (const Date &quoteDate, Real quote)
 
void addQuotes (const std::map< Date, Real > &quotes)
 
void clearQuotes ()
 
bool isValidQuoteDate (const Date &quoteDate) const
 returns TRUE if the quote date is valid
 
bool empty () const
 
bool forwardCurveEmpty () const
 
const TimeSeries< Real > & quotes () const
 
Index interface
std::string name () const
 
Observer interface
void update ()
 
Inspectors
const CommodityTypecommodityType () const
 
const Currencycurrency () const
 
const UnitOfMeasureunitOfMeasure () const
 
const Calendarcalendar () const
 
const boost::shared_ptr
< CommodityCurve > & 
forwardCurve () const
 
Real lotQuantity () const
 
Real price (const Date &date)
 
Real forwardPrice (const Date &date) const
 
Date lastQuoteDate () const
 
- Public Member Functions inherited from Observable
 Observable (const Observable &)
 
Observableoperator= (const Observable &)
 
void notifyObservers ()
 
- Public Member Functions inherited from Observer
 Observer (const Observer &)
 
Observeroperator= (const Observer &)
 
std::pair< std::set
< boost::shared_ptr
< Observable > >::iterator,
bool > 
registerWith (const boost::shared_ptr< Observable > &)
 
Size unregisterWith (const boost::shared_ptr< Observable > &)
 
void unregisterWithAll ()
 

Protected Attributes

std::string name_
 
CommodityType commodityType_
 
UnitOfMeasure unitOfMeasure_
 
Currency currency_
 
Calendar calendar_
 
Real lotQuantity_
 
TimeSeries< Realquotes_
 
boost::shared_ptr< CommodityCurveforwardCurve_
 
Real forwardCurveUomConversionFactor_
 
boost::shared_ptr
< ExchangeContracts > 
exchangeContracts_
 
Integer nearbyOffset_
 

Friends

std::ostream & operator<< (std::ostream &, const CommodityIndex &)
 

Detailed Description

base class for commodity indexes