Utilities

Utilities#

CommodityComdty

A class representing commodity instruments.

CommodityIndex

A class representing commodity indices.

LMEForwardBase

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

LMEForwardCurve

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

LMEOTCInstrument

Base class for LME tradable instruments.

LMEUtils

Generic common functions used internally inside of LME instruments classes.