commoditycurve.hpp File Reference

Class for building a commodity price curve. More...

#include <ored/configuration/conventions.hpp>
#include <ored/configuration/curveconfigurations.hpp>
#include <ored/marketdata/curvespec.hpp>
#include <ored/marketdata/fxtriangulation.hpp>
#include <ored/marketdata/loader.hpp>
#include <ored/marketdata/yieldcurve.hpp>
#include <ored/marketdata/todaysmarketcalibrationinfo.hpp>
#include <ql/math/interpolations/backwardflatinterpolation.hpp>
#include <ql/math/interpolations/forwardflatinterpolation.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/interpolations/loginterpolation.hpp>
#include <qle/math/flatextrapolation.hpp>
#include <qle/termstructures/pricecurve.hpp>

Classes
class	CommodityCurve

Namespaces
namespace	ore
	Serializable Credit Default Swap.
namespace	ore::data

Detailed Description

Class for building a commodity price curve.