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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_commodity_index.html">CommodityIndex</a> </li>
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<!-- doxytag: class="QuantLib::CommodityIndex" --><!-- doxytag: inherits="QuantLib::Observable,QuantLib::Observer" -->
<p>base class for commodity indexes
<a href="class_quant_lib_1_1_commodity_index.html#details">More...</a></p>
<p><code>#include <ql/experimental/commodities/commodityindex.hpp></code></p>
<div class="dynheader">
Inheritance diagram for CommodityIndex:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_commodity_index__inherit__graph.png" border="0" usemap="#_commodity_index_inherit__map" alt="Inheritance graph"/></div>
<map name="_commodity_index_inherit__map" id="_commodity_index_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_observable.html" title="Object that notifies its changes to a set of observers." alt="" coords="5,6,93,37"/><area shape="rect" id="node4" href="class_quant_lib_1_1_observer.html" title="Object that gets notified when a given observable changes." alt="" coords="117,6,192,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_commodity_index-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a74f35eb3d78b2859e3f101bb8fca6492"></a><!-- doxytag: member="QuantLib::CommodityIndex::CommodityIndex" ref="a74f35eb3d78b2859e3f101bb8fca6492" args="(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)" -->
 </td><td class="memItemRight" valign="bottom"><b>CommodityIndex</b> (const std::string &name, const <a class="el" href="class_quant_lib_1_1_commodity_type.html">CommodityType</a> &commodityType, const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> &currency, const <a class="el" href="class_quant_lib_1_1_unit_of_measure.html">UnitOfMeasure</a> &unitOfMeasure, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &calendar, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> lotQuantity, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_commodity_curve.html">CommodityCurve</a> > &forwardCurve, const boost::shared_ptr< ExchangeContracts > &exchangeContracts, int nearbyOffset)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6e7c2f06156bc986266ded7619af86ac"></a><!-- doxytag: member="QuantLib::CommodityIndex::addQuote" ref="a6e7c2f06156bc986266ded7619af86ac" args="(const Date &quoteDate, Real quote)" -->
void </td><td class="memItemRight" valign="bottom"><b>addQuote</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &quoteDate, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> quote)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad224c1a7c70301d545c2d63ece164d8b"></a><!-- doxytag: member="QuantLib::CommodityIndex::addQuotes" ref="ad224c1a7c70301d545c2d63ece164d8b" args="(const std::map< Date, Real > &quotes)" -->
void </td><td class="memItemRight" valign="bottom"><b>addQuotes</b> (const std::map< <a class="el" href="class_quant_lib_1_1_date.html">Date</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &quotes)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a47256ff46c55a4a73152af3b83350ddf"></a><!-- doxytag: member="QuantLib::CommodityIndex::clearQuotes" ref="a47256ff46c55a4a73152af3b83350ddf" args="()" -->
void </td><td class="memItemRight" valign="bottom"><b>clearQuotes</b> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7d2fba75b27aca061c42efea5b80f7fc"></a><!-- doxytag: member="QuantLib::CommodityIndex::isValidQuoteDate" ref="a7d2fba75b27aca061c42efea5b80f7fc" args="(const Date &quoteDate) const " -->
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_commodity_index.html#a7d2fba75b27aca061c42efea5b80f7fc">isValidQuoteDate</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &quoteDate) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns TRUE if the quote date is valid <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac6e61de369e994009e36f344f99c15ad"></a><!-- doxytag: member="QuantLib::CommodityIndex::empty" ref="ac6e61de369e994009e36f344f99c15ad" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><b>empty</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a28a48365ab4d6d488ed5d2ce442fe524"></a><!-- doxytag: member="QuantLib::CommodityIndex::forwardCurveEmpty" ref="a28a48365ab4d6d488ed5d2ce442fe524" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><b>forwardCurveEmpty</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a45a42a373bc45cab8cb46d7d4f079b38"></a><!-- doxytag: member="QuantLib::CommodityIndex::quotes" ref="a45a42a373bc45cab8cb46d7d4f079b38" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_time_series.html">TimeSeries</a>< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > & </td><td class="memItemRight" valign="bottom"><b>quotes</b> () const </td></tr>
<tr><td colspan="2"><div class="groupHeader">Index interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a37627d5d5bba7f4a8690c71c2ab3cb07"></a><!-- doxytag: member="QuantLib::CommodityIndex::name" ref="a37627d5d5bba7f4a8690c71c2ab3cb07" args="() const " -->
std::string </td><td class="memItemRight" valign="bottom"><b>name</b> () const </td></tr>
<tr><td colspan="2"><div class="groupHeader">Observer interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_commodity_index.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
<tr><td colspan="2"><div class="groupHeader">Inspectors</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a37755c700c75d5810577a5dfbd10446a"></a><!-- doxytag: member="QuantLib::CommodityIndex::commodityType" ref="a37755c700c75d5810577a5dfbd10446a" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_commodity_type.html">CommodityType</a> & </td><td class="memItemRight" valign="bottom"><b>commodityType</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae1a84781300fdb3e7b7f3b719fda0610"></a><!-- doxytag: member="QuantLib::CommodityIndex::currency" ref="ae1a84781300fdb3e7b7f3b719fda0610" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> & </td><td class="memItemRight" valign="bottom"><b>currency</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a04ebdb0779a676fed38122c80f7190e6"></a><!-- doxytag: member="QuantLib::CommodityIndex::unitOfMeasure" ref="a04ebdb0779a676fed38122c80f7190e6" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_unit_of_measure.html">UnitOfMeasure</a> & </td><td class="memItemRight" valign="bottom"><b>unitOfMeasure</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1dfea729100daaf17a5ac3b724c02556"></a><!-- doxytag: member="QuantLib::CommodityIndex::calendar" ref="a1dfea729100daaf17a5ac3b724c02556" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> & </td><td class="memItemRight" valign="bottom"><b>calendar</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1f34ae89e89dbd1e8b6b819fab67d876"></a><!-- doxytag: member="QuantLib::CommodityIndex::forwardCurve" ref="a1f34ae89e89dbd1e8b6b819fab67d876" args="() const " -->
const boost::shared_ptr<br class="typebreak"/>
< <a class="el" href="class_quant_lib_1_1_commodity_curve.html">CommodityCurve</a> > & </td><td class="memItemRight" valign="bottom"><b>forwardCurve</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a49ef143f1d484eafaa99baa3c7ea9b09"></a><!-- doxytag: member="QuantLib::CommodityIndex::lotQuantity" ref="a49ef143f1d484eafaa99baa3c7ea9b09" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>lotQuantity</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac495fd9bc1177fa5ff37da1dd4382f13"></a><!-- doxytag: member="QuantLib::CommodityIndex::price" ref="ac495fd9bc1177fa5ff37da1dd4382f13" args="(const Date &date)" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>price</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &date)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ada34e3301903ed5c0e42cc0dc0bdf770"></a><!-- doxytag: member="QuantLib::CommodityIndex::forwardPrice" ref="ada34e3301903ed5c0e42cc0dc0bdf770" args="(const Date &date) const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>forwardPrice</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &date) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac2415a2511bd3784612e1b83ed7ed876"></a><!-- doxytag: member="QuantLib::CommodityIndex::lastQuoteDate" ref="ac2415a2511bd3784612e1b83ed7ed876" args="() const " -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>lastQuoteDate</b> () const </td></tr>
<tr><td colspan="2"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4d739cc5d335052eb9f5b2ca559b81d1"></a><!-- doxytag: member="QuantLib::CommodityIndex::name_" ref="a4d739cc5d335052eb9f5b2ca559b81d1" args="" -->
std::string </td><td class="memItemRight" valign="bottom"><b>name_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a792de4e88e29e3df5d753c1590d47d8c"></a><!-- doxytag: member="QuantLib::CommodityIndex::commodityType_" ref="a792de4e88e29e3df5d753c1590d47d8c" args="" -->
<a class="el" href="class_quant_lib_1_1_commodity_type.html">CommodityType</a> </td><td class="memItemRight" valign="bottom"><b>commodityType_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a14f8e29ce8fa87acbbc6b40f2e0dda26"></a><!-- doxytag: member="QuantLib::CommodityIndex::unitOfMeasure_" ref="a14f8e29ce8fa87acbbc6b40f2e0dda26" args="" -->
<a class="el" href="class_quant_lib_1_1_unit_of_measure.html">UnitOfMeasure</a> </td><td class="memItemRight" valign="bottom"><b>unitOfMeasure_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9b8209f252ea1344d7fa6de58bc1102a"></a><!-- doxytag: member="QuantLib::CommodityIndex::currency_" ref="a9b8209f252ea1344d7fa6de58bc1102a" args="" -->
<a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> </td><td class="memItemRight" valign="bottom"><b>currency_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a021eab7f1f44c1c71b8dfd29b9c4864b"></a><!-- doxytag: member="QuantLib::CommodityIndex::calendar_" ref="a021eab7f1f44c1c71b8dfd29b9c4864b" args="" -->
<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td><td class="memItemRight" valign="bottom"><b>calendar_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a962c0c33ed0ad6d0d7e48570b8046a65"></a><!-- doxytag: member="QuantLib::CommodityIndex::lotQuantity_" ref="a962c0c33ed0ad6d0d7e48570b8046a65" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>lotQuantity_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad4e664d53d5808c33e427a321783ab23"></a><!-- doxytag: member="QuantLib::CommodityIndex::quotes_" ref="ad4e664d53d5808c33e427a321783ab23" args="" -->
<a class="el" href="class_quant_lib_1_1_time_series.html">TimeSeries</a>< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>quotes_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a986e3b25dff8b0df2b48abc9727fd2b6"></a><!-- doxytag: member="QuantLib::CommodityIndex::forwardCurve_" ref="a986e3b25dff8b0df2b48abc9727fd2b6" args="" -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_commodity_curve.html">CommodityCurve</a> > </td><td class="memItemRight" valign="bottom"><b>forwardCurve_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4ffbdd4b61bb31eaac436070f90a08bd"></a><!-- doxytag: member="QuantLib::CommodityIndex::forwardCurveUomConversionFactor_" ref="a4ffbdd4b61bb31eaac436070f90a08bd" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>forwardCurveUomConversionFactor_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9171225274785575d36966c673ed3750"></a><!-- doxytag: member="QuantLib::CommodityIndex::exchangeContracts_" ref="a9171225274785575d36966c673ed3750" args="" -->
boost::shared_ptr<br class="typebreak"/>
< ExchangeContracts > </td><td class="memItemRight" valign="bottom"><b>exchangeContracts_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af2a01ec45b97c52196a81afb1ed6b2b5"></a><!-- doxytag: member="QuantLib::CommodityIndex::nearbyOffset_" ref="af2a01ec45b97c52196a81afb1ed6b2b5" args="" -->
<a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a> </td><td class="memItemRight" valign="bottom"><b>nearbyOffset_</b></td></tr>
<tr><td colspan="2"><h2><a name="friends"></a>
Friends</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8c7b1849a56109c524929e46b0132c0c"></a><!-- doxytag: member="QuantLib::CommodityIndex::operator<<" ref="a8c7b1849a56109c524929e46b0132c0c" args="(std::ostream &, const CommodityIndex &)" -->
std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &, const <a class="el" href="class_quant_lib_1_1_commodity_index.html">CommodityIndex</a> &)</td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>base class for commodity indexes </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="ac5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::CommodityIndex::update" ref="ac5c54df7ed3b930268c8d7752c101725" args="()" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">void <a class="el" href="class_quant_lib_1_1_commodity_index.html#ac5c54df7ed3b930268c8d7752c101725">update</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td><code> [virtual]</code></td>
</tr>
</table>
</div>
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<p>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. </p>
<p>Implements <a class="el" href="class_quant_lib_1_1_observer.html#a99b02345a8a15d3c5ea2844a2253f510">Observer</a>.</p>
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