| Safe Haskell | None |
|---|---|
| Language | Haskell2010 |
QuantLib.Index.Commodity
Contents
Synopsis
- type CommodityIndex = GenIndex CCommodityIndex
- commodityIndex :: String -> CommodityType -> Currency -> UnitOfMeasure -> Calendar -> Double -> Maybe CommodityCurve -> IO CommodityIndex
- forwardPrice :: CommodityIndex -> Day -> IO Double
- lastQuoteDate :: CommodityIndex -> IO Day
- isEmpty :: CommodityIndex -> Bool
Types
Constructors
Arguments
| :: String | name |
| -> CommodityType | |
| -> Currency | |
| -> UnitOfMeasure | |
| -> Calendar | |
| -> Double | lotQuantity |
| -> Maybe CommodityCurve | forwardCurve |
| -> IO CommodityIndex |
A named commodity index, whose fixings forecast from an optional forward CommodityCurve
(or fall back to a stored historical fixing when none is given -- add one via
addFixing). Upstream's constructor also takes an
ExchangeContracts/nearby-offset pair for rolling onto nearby exchange contracts; this binds
only the no-rolling case (a null exchangeContracts and offset 0), the same scope this module's
CommodityCurve already narrowed price to.
Commodity type, currency, unit, lot quantity, and forward curve are not exposed as inspectors
because they only echo the constructor arguments.
Inspectors
forwardPrice :: CommodityIndex -> Day -> IO Double Source #
The forecast forward price for a date, from the forward curve.
lastQuoteDate :: CommodityIndex -> IO Day Source #
The most recent date with a stored historical fixing. Throws if none has been added yet --
check isEmpty first if that's a possibility.
isEmpty :: CommodityIndex -> Bool Source #
Whether this index has any stored historical fixings.