Storage.trajectorycurve overview
bidask | name="bidask" Bid - ask spread across all contract expirations array. |
ContractDate | name="ContractDate" Contract dates array: used for determining transaction and settlement dates for contracts. |
dealperiod | name="dealperiod" Deal period array for indexing deals that do not start on a calendar year, useful for structured products valuations and post processing. |
discountfactor | name="discountfactor" Discount factors array |
enddate | name="enddate" Last date of the storage contract. |
exchangerate | name="exchangerate" Exchange rates array across all contract expirations array. |
expirationdate | name="expirationdate" Expiration dates array: used for determining settlement and flow dates. |
forward | name="forward" Forward curve. |
indexprice | name="indexprice" Current index price: will be implemented for contracts that are settled against the monthly index. |
Interest | name="Interest" Interest rate yield curve. |
maturity | name="maturity" Maturity values array in percentage of years. |
name | name="name" Contract names array across all contract expirations array. |
period | name="period" Period array for indexing within deal periods since deals do not start on a calendar year, useful for structured products valuations and post processing. |
Price | name="Price" Prices array across all contract expirations array. |
seasoncounter | name="seasoncounter" Season counter array for indexing storage seasons since most commodities season do not follow a calendar year. |
seasonnumber | name="seasonnumber" Season counter array for indexing within a storage since most commodities season do not follow a calendar year. |
Equals (inherited from ValueType) | Indicates whether this instance and a specified object are equal. |
GetHashCode (inherited from ValueType) | Returns the hash code for this instance. |
GetType (inherited from Object) | Gets the Type of the current instance. |
ToString (inherited from ValueType) | Returns the fully qualified type name of this instance. |
Storage.trajectorycurve Structure | CommodityStorage.Storage Namespace