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