IborIndex Class Reference

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

#include <ql/indexes/iborindex.hpp>

Inheritance diagram for IborIndex:

List of all members.

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 >())
Inspectors
BusinessDayConvention businessDayConvention () const
bool endOfMonth () const
Handle< YieldTermStructureforwardingTermStructure () const
 the curve used to forecast fixings
Date calculations
Date maturityDate (const Date &valueDate) const
Other methods
virtual boost::shared_ptr
< IborIndex
clone (const Handle< YieldTermStructure > &forwarding) const
 returns a copy of itself linked to a different forwarding curve

Protected Member Functions

Rate forecastFixing (const Date &fixingDate) const

Protected Attributes

BusinessDayConvention convention_
Handle< YieldTermStructuretermStructure_
bool endOfMonth_


Detailed Description

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