Index Class Reference#include <ql/index.hpp>
Inheritance diagram for Index:
[legend]List of all members.
Detailed Description
purely virtual base class for indexes
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Public Member Functions |
virtual std::string | name () const =0 |
| Returns the name of the index.
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virtual Rate | fixing (const Date &fixingDate) const =0 |
| returns the fixing at the given date
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Member Function Documentation
virtual std::string name |
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const [pure virtual] |
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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 |
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const Date & |
fixingDate |
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const [pure virtual] |
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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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