base class for interest rate indexes More...
#include <ql/indexes/interestrateindex.hpp>
 Inheritance diagram for InterestRateIndex:
 Inheritance diagram for InterestRateIndex:| Public Member Functions | |
| InterestRateIndex (const std::string &familyName, const Period &tenor, Natural settlementDays, const Currency ¤cy, const Calendar &fixingCalendar, const DayCounter &dayCounter) | |
| Index interface | |
| std::string | name () const | 
| Returns the name of the index.  More... | |
| Calendar | fixingCalendar () const | 
| returns the calendar defining valid fixing dates | |
| bool | isValidFixingDate (const Date &fixingDate) const | 
| returns TRUE if the fixing date is a valid one | |
| Rate | fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const | 
| returns the fixing at the given date  More... | |
| Observer interface | |
| void | update () | 
| Inspectors | |
| std::string | familyName () const | 
| Period | tenor () const | 
| Natural | fixingDays () const | 
| Date | fixingDate (const Date &valueDate) const | 
| const Currency & | currency () const | 
| const DayCounter & | dayCounter () const | 
| Date calculations | |
| These method can be overridden to implement particular conventions (e.g. EurLibor) | |
| virtual Date | valueDate (const Date &fixingDate) const | 
| virtual Date | maturityDate (const Date &valueDate) const =0 | 
| Fixing calculations | |
| virtual Rate | forecastFixing (const Date &fixingDate) const =0 | 
| It can be overridden to implement particular conventions. | |
| virtual Rate | pastFixing (const Date &fixingDate) const | 
|  Public Member Functions inherited from Index | |
| 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 () | 
|  Public Member Functions inherited from Observer | |
| Observer (const Observer &) | |
| Observer & | operator= (const Observer &) | 
| std::pair< iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) | 
| void | registerWithObservables (const boost::shared_ptr< Observer > &) | 
| Size | unregisterWith (const boost::shared_ptr< Observable > &) | 
| void | unregisterWithAll () | 
| virtual void | deepUpdate () | 
| Protected Attributes | |
| std::string | familyName_ | 
| Period | tenor_ | 
| Natural | fixingDays_ | 
| Currency | currency_ | 
| DayCounter | dayCounter_ | 
| std::string | name_ | 
| Additional Inherited Members | |
|  Public Types inherited from Observer | |
| typedef std::set< boost::shared_ptr< Observable > > | set_type | 
| typedef set_type::iterator | iterator | 
base class for interest rate indexes
| 
 | 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.
Implements Index.
| 
 | virtual | 
This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.
Implements Observer.