Uses of Class
com.quantfinlib.commodities.CommodityCurve
Packages that use CommodityCurve
Package
Description
Commodity futures curves: roll yield, implied carry and curve shape.
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Uses of CommodityCurve in com.quantfinlib.commodities
Methods in com.quantfinlib.commodities that return CommodityCurveModifier and TypeMethodDescriptionstatic CommodityCurveCommodityCurve.of(double spot, double[] tenorYears, double[] prices) Builds a curve from the spot and futures prices.