Utilities

Utilities#

LMEForwardCurve

Auxiliary class for interpolating forward prices for a given underlying_ticker LME underlying.

LMEUtils

Generic common functions used internally inside of LME instruments classes.

LMEForwardBase

Base class for LME Forwards, i.e. instruments with fixed delivery date of underlying metal.

LMEOTCInstrument

Base class for LME tradable instruments.

CommodityComdty

A class representing commodity instruments.

CommodityIndex

A class representing commodity indices.