Commodity


Commodity is a direct subtype of Tradable
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with functions Commodity Functions, keys Commodity keys and example object Comm

TYPE INCLUSION RELATIONSHIPS

Tradable

Commodity

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AVAILABLE FUNCTIONS

Create

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AVAILABLE CREATE FUNCTION KEYS

Country

Name

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TYPICAL OBJECTS OF TYPE Commodity

Comm

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This type represents a traded commodity such as oil or electricity.
An important feature that bears in the pricing of commodity-based derivatives is the associated storage cost.
This must be supplied as part of the market data in the form of an object of type Dividend Curve containing a negative dividend yield.