Index Class Reference

#include <ql/index.hpp>

Inheritance diagram for Index:

Inheritance graph
[legend]
List of all members.

Detailed Description

purely virtual base class for indexes


Public Member Functions

virtual std::string name () const =0
 Returns the name of the index.

virtual Rate fixing (const Date &fixingDate) const =0
 returns the fixing at the given date


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.

Implemented in Xibor.

virtual Rate fixing const Date fixingDate  )  const [pure virtual]
 

returns the fixing at the given date

Note:
any date passed as arguments must be a value date, i.e., the real calendar date advanced by a number of settlement days.

Implemented in Xibor.


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