commoditybasisfutureindex.hpp File Reference

commodity basis future index class for holding price histories and forwarding. More...

#include <ql/cashflow.hpp>
#include <qle/indexes/commodityindex.hpp>
#include <qle/termstructures/commoditybasispricecurve.hpp>

Classes
class	CommodityBasisFutureIndex
	Commodity Basis Future Index. More...

Detailed Description

commodity basis future index class for holding price histories and forwarding.