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QuantLib_Index
Langue: en
Version: 374642 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
- NAME
- SYNOPSIS
- Detailed Description
- Member Function Documentation
- virtual std::string name () const [pure virtual]
- virtual Real fixing (const Date & fixingDate, bool forecastTodaysFixing = false) const [pure virtual]
- virtual void addFixing (const Date & fixingDate, Real fixing, bool forceOverwrite = false) [virtual]
- void addFixings (const TimeSeries< Real > & t, bool forceOverwrite = false)
- void addFixings (DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin, bool forceOverwrite = false)
- Author
NAME
QuantLib::Index -purely virtual base class for indexes
SYNOPSIS
#include <ql/index.hpp>
Inherits QuantLib::Observable.
Inherited by InflationIndex, and InterestRateIndex.
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
Detailed Description
purely virtual base class for indexes
Warning
- this class performs no check that the provided/requested fixings are for dates in the past, i.e. for dates less than or equal to the evaluation date. It is up to the client code to take care of possible inconsistencies due to 'seeing in the
future'
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.
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.
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.
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.
Author
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Contenus ©2006-2024 Benjamin Poulain
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