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QuantLib_CommodityPricingHelper
Langue: en
Version: 165775 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::CommodityPricingHelper - commodity index helperSYNOPSIS
#include <ql/experimental/commodities/commoditypricinghelpers.hpp>
Static Public Member Functions
static Real calculateFxConversionFactor (const Currency &fromCurrency, const Currency &toCurrency, const Date &evaluationDate)
static Real calculateUomConversionFactor (const CommodityType &commodityType, const UnitOfMeasure &fromUnitOfMeasure, const UnitOfMeasure &toUnitOfMeasure)
static Real calculateUnitCost (const CommodityType &commodityType, const CommodityUnitCost &unitCost, const Currency &baseCurrency, const UnitOfMeasure &baseUnitOfMeasure, const Date &evaluationDate)
static void createPricingPeriods (Date startDate, Date endDate, const Quantity &quantity, EnergyCommodity::DeliverySchedule deliverySchedule, EnergyCommodity::QuantityPeriodicity qtyPeriodicity, const PaymentTerm &paymentTerm, PricingPeriods &pricingPeriods)
Detailed Description
commodity index helper
Author
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