A plain TermStructure leaf (not a YieldTermStructure -- it has no discount-factor semantics, just an interpolated price curve), constructed and consumed by shared_ptr like CallableBondVolatilityStructure/DefaultProbabilityTermStructure, never a Handle. See the hierarchy under GenTermStructure.

A dated exchange contract: a code, its expiration date, and the start/end dates of the underlying delivery period it corresponds to. A plain tuple, per the Money/Quantity-as-tuple convention -- it carries no calculation of its own upstream, only three inspectors that would just be tuple projections.

QuantLib's std::map<Date,ExchangeContract>: a set of exchange contracts, keyed by the date priceNearby/underlyingPriceDate roll onto (upstream's own lower_bound walk finds the first key at or after the query date, then steps nearbyOffset - 1 further). Marshalled as an association list, not an actual Map -- the C shim rebuilds the real std::map itself so key order doesn't need to be pre-sorted on the Haskell side.

Construct a commodity price curve: a named, interpolated (forward-flat) price curve over a fixed set of dates, for a given commodity type/currency/unit of measure. QuantLib's no-dates constructor populated later via setPrices is not bound, so this is the only way to build one.

Chain this curve to a basis curve: prices returned by price/basisOfPrice then include the basis curve's price on top of this curve's own.

The curve's name, as given at construction.

The commodity type this curve prices.

The unit of measure this curve's prices are quoted in.

The currency this curve's prices are quoted in.

The curve's nodes, as (date, price) pairs in construction order.

Whether this curve has any nodes.

The basis curve this curve was chained to via setBasisOfCurve, if any.

The curve's price for a date, plus any chained basis curve's price. This is priceNearby with no exchange contracts and offset 0 -- the flat (no nearby-rolling) case, which never touches exchangeContracts upstream either way.

The chained basis curve's price alone (excluding this curve's own price), for a date.

The curve's price for a date, plus any chained basis curve's price, rolling forward onto nearby exchange contracts when nearbyOffset > 0 (upstream's own price never touches exchangeContracts otherwise). price is this with no exchange contracts and offset 0, which reproduces the flat (no-rolling) case exactly.

The date whose price a nearby roll (nearbyOffset > 0) actually reads: the underlying contract's start date at the nearbyOffset'th exchange contract at or after date. Throws if nearbyOffset <= 0, or if fewer than nearbyOffset contracts are available from date onward.