Xibor Class Reference
#include <ql/Indexes/xibor.hpp>
Inheritance diagram for Xibor:

Detailed Description
base class for LIBOR-like indexes
Public Member Functions | |
Xibor (const std::string &familyName, Integer n, TimeUnit units, Integer settlementDays, const Currency ¤cy, const Calendar &calendar, BusinessDayConvention convention, const DayCounter &dayCounter, const Handle< YieldTermStructure > &h) | |
virtual Date | valueDate (const Date &fixingDate) const |
virtual Date | maturityDate (const Date &valueDate) const |
Index interface | |
Rate | fixing (const Date &fixingDate) const |
returns the fixing at the given date | |
Observer interface | |
void | update () |
Inspectors | |
std::string | name () const |
Returns the name of the index. | |
Period | tenor () const |
Frequency | frequency () const |
Integer | settlementDays () const |
const Currency & | currency () const |
Calendar | calendar () const |
bool | isAdjusted () const |
BusinessDayConvention | businessDayConvention () const |
DayCounter | dayCounter () const |
boost::shared_ptr< YieldTermStructure > | termStructure () const |
Protected Attributes | |
std::string | familyName_ |
Integer | n_ |
TimeUnit | units_ |
Integer | settlementDays_ |
Currency | currency_ |
Calendar | calendar_ |
BusinessDayConvention | convention_ |
DayCounter | dayCounter_ |
Handle< YieldTermStructure > | termStructure_ |
Member Function Documentation
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returns the fixing at the given date
Implements Index. |
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This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes. Implements Observer. |
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Returns the name of the index.
Implements Index. |