- QuantLib
- Index
purely virtual base class for indexes More...
#include <ql/index.hpp>

Public Member Functions | |
| virtual std::string | name () const =0 |
| Returns the name of the index. | |
| virtual Calendar | fixingCalendar () const =0 |
| returns the calendar defining valid fixing dates | |
| virtual bool | isValidFixingDate (const Date &fixingDate) const =0 |
| 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 | |
| const TimeSeries< Real > & | timeSeries () const |
| returns the fixing TimeSeries | |
| virtual void | addFixing (const Date &fixingDate, Real fixing, bool forceOverwrite=false) |
| stores the historical fixing at the given date | |
| void | addFixings (const TimeSeries< Real > &t, bool forceOverwrite=false) |
| stores historical fixings from a TimeSeries | |
| template<class DateIterator , class ValueIterator > | |
| void | addFixings (DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin, bool forceOverwrite=false) |
| stores historical fixings at the given dates | |
| void | clearFixings () |
| clears all stored historical fixings | |
purely virtual base class for indexes
| virtual std::string name | ( | ) | const [pure virtual] |
Returns the name of the index.
Implemented in InflationIndex, InterestRateIndex, and BMAIndex.
| 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 YoYInflationIndex, ZeroInflationIndex, InflationIndex, and InterestRateIndex.
| virtual void addFixing | ( | const Date & | fixingDate, |
| Real | fixing, | ||
| bool | forceOverwrite = false |
||
| ) | [virtual] |
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.
Reimplemented in InflationIndex.
| void addFixings | ( | const TimeSeries< Real > & | t, |
| bool | forceOverwrite = false |
||
| ) |
stores historical fixings from a TimeSeries
the dates in the TimeSeries must be the actual calendar dates of the fixings; no settlement days must be used.
| void addFixings | ( | DateIterator | dBegin, |
| DateIterator | dEnd, | ||
| ValueIterator | vBegin, | ||
| bool | forceOverwrite = false |
||
| ) |
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.