Xibor Class Reference

#include <ql/Indexes/xibor.hpp>

Inheritance diagram for Xibor:

Inheritance graph
[legend]
List of all members.

Detailed Description

base class for libor indexes


Public Member Functions

 Xibor (const std::string &familyName, Integer n, TimeUnit units, Integer settlementDays, CurrencyTag currency, const Calendar &calendar, BusinessDayConvention convention, const DayCounter &dayCounter, const RelinkableHandle< TermStructure > &h)
 Xibor (const std::string &familyName, Integer n, TimeUnit units, Integer settlementDays, CurrencyTag currency, const Calendar &calendar, bool isAdjusted, BusinessDayConvention convention, const DayCounter &dayCounter, const RelinkableHandle< TermStructure > &h)
Index interface
Rate fixing (const Date &fixingDate) const
 returns the fixing at the given date

Observer interface
void update ()
Inspectors
std::string name () const
 Returns the name of the index.

Period tenor () const
Frequency frequency () const
Integer settlementDays () const
CurrencyTag currency () const
Calendar calendar () const
bool isAdjusted () const
BusinessDayConvention businessDayConvention () const
BusinessDayConvention rollingConvention () const
DayCounter dayCounter () const
boost::shared_ptr< TermStructuretermStructure () const


Constructor & Destructor Documentation

Xibor const std::string &  familyName,
Integer  n,
TimeUnit  units,
Integer  settlementDays,
CurrencyTag  currency,
const Calendar calendar,
bool  isAdjusted,
BusinessDayConvention  convention,
const DayCounter dayCounter,
const RelinkableHandle< TermStructure > &  h
 

Deprecated:
use the constructor without isAdjusted argument; isAdjusted = false can be replicated by convention = Unadjusted.


Member Function Documentation

Rate fixing const Date fixingDate  )  const [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.

Implements Index.

void update  )  [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.

std::string name  )  const [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.

Implements Index.

BusinessDayConvention rollingConvention  )  const
 

Deprecated:
renamed to businessDayConvention()


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