IborIndex Class Reference
#include <ql/indexes/iborindex.hpp>
Inheritance diagram for IborIndex:

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 ¤cy, 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< YieldTermStructure > | termStructure () const |
Inspectors | |
BusinessDayConvention | businessDayConvention () const |
bool | endOfMonth () const |
Date calculations | |
Date | maturityDate (const Date &valueDate) const |
Protected Attributes | |
BusinessDayConvention | convention_ |
Handle< YieldTermStructure > | termStructure_ |
bool | endOfMonth_ |