An NDoc Documented Class Library

Storage.trajectorycurve Members

Storage.trajectorycurve overview

Public Instance Fields

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.

Public Instance Methods

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.

See Also

Storage.trajectorycurve Structure | CommodityStorage.Storage Namespace