IborIndex Class Reference

#include <ql/indexes/iborindex.hpp>

Inheritance diagram for IborIndex:

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List of all members.

Detailed Description

base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.)

Todo:
add methods returning InterestRate


Public Member Functions

 IborIndex (const std::string &familyName, const Period &tenor, Natural settlementDays, const Currency &currency, const Calendar &fixingCalendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter &dayCounter, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
InterestRateIndex interface
Rate forecastFixing (const Date &fixingDate) const
Handle< YieldTermStructuretermStructure () const
Inspectors
BusinessDayConvention businessDayConvention () const
bool endOfMonth () const
Date calculations
Date maturityDate (const Date &valueDate) const

Protected Attributes

BusinessDayConvention convention_
Handle< YieldTermStructuretermStructure_
bool endOfMonth_