purely virtual base class for indexes More...
#include <ql/index.hpp>
 Inheritance diagram for Index:
 Inheritance diagram for Index:| Public Member Functions | |
| virtual std::string | name () const =0 | 
| Returns the name of the index.  More... | |
| 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  More... | |
| const TimeSeries< Real > & | timeSeries () const | 
| returns the fixing TimeSeries | |
| virtual bool | allowsNativeFixings () | 
| check if index allows for native fixings.  More... | |
| virtual void | addFixing (const Date &fixingDate, Real fixing, bool forceOverwrite=false) | 
| stores the historical fixing at the given date  More... | |
| void | addFixings (const TimeSeries< Real > &t, bool forceOverwrite=false) | 
| stores historical fixings from a TimeSeries  More... | |
| template<class DateIterator , class ValueIterator > | |
| void | addFixings (DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin, bool forceOverwrite=false) | 
| stores historical fixings at the given dates  More... | |
| void | clearFixings () | 
| clears all stored historical fixings | |
|  Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) | 
| void | notifyObservers () | 
purely virtual base class for indexes
| 
 | pure virtual | 
Returns the name of the index.
Implemented in InflationIndex, InterestRateIndex, and BMAIndex.
| 
 | 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 | 
check if index allows for native fixings.
If this returns false, calls to addFixing and similar methods will raise an exception.
Reimplemented in SwapSpreadIndex.
| 
 | 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.