Index Class Reference

#include <ql/index.hpp>

Inheritance diagram for Index:

Inheritance graph
[legend]
List of all members.

Detailed Description

purely virtual base class for indexes


Public Member Functions

virtual std::string name () const=0
 Returns the name of the index.
Calendar fixingCalendar () const
 returns the calendar defining valid fixing dates
bool isValidFixingDate (const Date &fixingDate) const
 returns TRUE if the fixing date is a valid one
virtual Real fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const=0
 returns the fixing at the given date
void addFixing (const Date &fixingDate, Real fixing)
 stores the historical fixing at the given date
template<class DateIterator, class ValueIterator>
void addFixings (DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin)
 stores historical fixings at the given dates
void clearFixings ()
 clears all stored historical fixings

Protected Attributes

Calendar fixingCalendar_


Member Function Documentation

virtual std::string name (  )  const [pure 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.

Implemented in InterestRateIndex.

virtual Real fixing ( const Date fixingDate,
bool  forecastTodaysFixing = false 
) const [pure virtual]

returns the fixing at the given date

the date passed as arguments must be the actual calendar date of the fixing; no settlement days must be used.

Implemented in InterestRateIndex.

void addFixing ( const Date fixingDate,
Real  fixing 
)

stores the historical fixing at the given date

the date passed as arguments must be the actual calendar date of the fixing; no settlement days must be used.

void addFixings ( DateIterator  dBegin,
DateIterator  dEnd,
ValueIterator  vBegin 
)

stores historical fixings at the given dates

the dates passed as arguments must be the actual calendar dates of the fixings; no settlement days must be used.