purely virtual base class for indexes More...
#include <ql/index.hpp>
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
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pure virtual |
Returns the name of the index.
Implemented in InterestRateIndex, and InflationIndex.
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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 InflationIndex, InterestRateIndex, YoYInflationIndex, and ZeroInflationIndex.
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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.
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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.