commodityindex.hpp File Reference

commodity index class for holding commodity spot and futures price histories and forwarding. More...

#include <ql/currency.hpp>
#include <ql/handle.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/time/calendar.hpp>
#include <qle/indexes/eqfxindexbase.hpp>
#include <qle/termstructures/pricetermstructure.hpp>

Classes
class	CommodityIndex
	Commodity Index. More...
class	CommoditySpotIndex
class	CommodityFuturesIndex

Detailed Description

commodity index class for holding commodity spot and futures price histories and forwarding.