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Class CommodityIndex

base class for commodity indexes

Hierarchy

Implements

Index

Properties

Methods

Properties

Protected _calendar

_calendar: Calendar

Protected _commodityType

_commodityType: CommodityType

Protected _currency

_currency: Currency

Protected _exchangeContracts

_exchangeContracts: ExchangeContracts

Protected _forwardCurve

_forwardCurve: CommodityCurve

Protected _forwardCurveUomConversionFactor

_forwardCurveUomConversionFactor: Real

_isDisposed

_isDisposed: boolean = false

Protected _lotQuantity

_lotQuantity: Real

Protected _name

_name: string

Protected _nearbyOffset

_nearbyOffset: Integer

_observables

_observables: Set<Observable> = new Set()

_observers

_observers: Set<Observer> = new Set()

Protected _quotes

_quotes: TimeSeries<Real>

Protected _unitOfMeasure

_unitOfMeasure: UnitOfMeasure

dispose

dispose: () => void

Type declaration

    • (): void

    • Returns void

isDisposed

isDisposed: boolean

notifyObservers

notifyObservers: () => void

Type declaration

    • (): void

    • Returns void

registerObserver

registerObserver: (o: Observer) => void

Type declaration

registerWith

registerWith: (h: Observable) => void

Type declaration

registerWithObservables

registerWithObservables: (o: Observer) => void

Type declaration

unregisterObserver

unregisterObserver: (o: Observer) => void

Type declaration

unregisterWith

unregisterWith: (h: Observable) => Size

Type declaration

unregisterWithAll

unregisterWithAll: () => void

Type declaration

    • (): void

    • Returns void

Methods

deepUpdate

  • deepUpdate(): void

update

  • update(): void