CommodityIndex Class Reference

base class for commodity indexes More...

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

Inheritance diagram for CommodityIndex:

List of all members.

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

Protected Attributes

std::string name_
CommodityType commodityType_
UnitOfMeasure unitOfMeasure_
Currency currency_
Calendar calendar_
Real lotQuantity_
TimeSeries< Real > quotes_
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

Member Function Documentation

void update (  )  [virtual]

This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.

Implements Observer.