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 ext::shared_ptr< CommodityCurve > &forwardCurve, const ext::shared_ptr< ExchangeContracts > &exchangeContracts, int nearbyOffset)
Index interface
std::string	name () const
Observer interface
void	update ()
Public Member Functions inherited from Observable
	Observable (const Observable &)
Observable &	operator= (const Observable &)
void	notifyObservers ()
Public Member Functions inherited from Observer
	Observer (const Observer &)
Observer &	operator= (const Observer &)
std::pair< iterator, bool >	registerWith (const ext::shared_ptr< Observable > &)
void	registerWithObservables (const ext::shared_ptr< Observer > &)
Size	unregisterWith (const ext::shared_ptr< Observable > &)
void	unregisterWithAll ()
virtual void	deepUpdate ()

Inspectors
std::string	name_
CommodityType	commodityType_
UnitOfMeasure	unitOfMeasure_
Currency	currency_
Calendar	calendar_
Real	lotQuantity_
TimeSeries< Real >	quotes_
ext::shared_ptr< CommodityCurve >	forwardCurve_
Real	forwardCurveUomConversionFactor_
ext::shared_ptr< ExchangeContracts >	exchangeContracts_
Integer	nearbyOffset_
const CommodityType &	commodityType () const
const Currency &	currency () const
const UnitOfMeasure &	unitOfMeasure () const
const Calendar &	calendar () const
const ext::shared_ptr< CommodityCurve > &	forwardCurve () const
Real	lotQuantity () const
Real	price (const Date &date)
Real	forwardPrice (const Date &date) const
Date	lastQuoteDate () const
void	addQuote (const Date &quoteDate, Real quote)
void	addQuotes (const std::map< Date, Real > &quotes)
void	clearQuotes () const
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
std::ostream &	operator<< (std::ostream &, const CommodityIndex &)

Additional Inherited Members
Public Types inherited from Observer
typedef boost::unordered_set< ext::shared_ptr< Observable > >	set_type
typedef set_type::iterator	iterator

Detailed Description

base class for commodity indexes

Member Function Documentation

update()

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.