Searched refs:exchangeContracts_ (Results 1 – 2 of 2) sorted by relevance
99 ext::shared_ptr<ExchangeContracts> exchangeContracts_; member in QuantLib::CommodityIndex161 forwardCurve_->price(date, exchangeContracts_, nearbyOffset_); in forwardPrice()
39 exchangeContracts_(exchangeContracts), nearbyOffset_(nearbyOffset) { in CommodityIndex()