Xibor Class Reference

#include <ql/Indexes/xibor.hpp>

Inheritance diagram for Xibor:

Inheritance graph
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List of all members.

Detailed Description

base class for LIBOR-like indexes


Public Member Functions

 Xibor (const std::string &familyName, Integer n, TimeUnit units, Integer settlementDays, const Currency &currency, 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 Currencycurrency () const
Calendar calendar () const
bool isAdjusted () const
BusinessDayConvention businessDayConvention () const
DayCounter dayCounter () const
boost::shared_ptr< YieldTermStructuretermStructure () const

Protected Attributes

std::string familyName_
Integer n_
TimeUnit units_
Integer settlementDays_
Currency currency_
Calendar calendar_
BusinessDayConvention convention_
DayCounter dayCounter_
Handle< YieldTermStructuretermStructure_


Member Function Documentation

Rate fixing const Date fixingDate  )  const [virtual]
 

returns the fixing at the given date

Note:
any date passed as arguments must be a value date, i.e., the real calendar date advanced by a number of settlement days.

Implements Index.

void update  )  [virtual]
 

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.

std::string name  )  const [virtual]
 

Returns the name of the index.

Warning:
This method is used for output and comparison between indexes. It is not meant to be used for writing switch-on-type code.

Implements Index.