Package com.quantfinlib.commodities


package com.quantfinlib.commodities
Commodities: the asset class where the CURVE is the trade. CommodityCurve holds a spot + futures pillar curve and produces the numbers that actually drive commodity P&L — annualized roll yield (positive in backwardation, the long's silent tailwind; negative in contango, the silent tax), the market-implied storage-minus-convenience carry from the cash-and-carry relation F = S e^{(r+u-y)t}, and strict whole-curve shape tests. Pairs with pricing.ExchangeOption.kirkSpreadCall for spread options (crack/calendar) and execution.FuturesRollAlgo for actually rolling the position. Research lane.
  • Classes
    Class
    Description
    COMMODITY futures curve — where the P&L of a commodity position mostly does NOT come from being right about the spot price.