QuantLib 0.3.7
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Reference manual
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Xibor Class Reference#include <ql/Indexes/xibor.hpp>
Inheritance diagram for Xibor:
[legend]List of all members.
Detailed Description
base class for libor indexes
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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) |
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Rate | fixing (const Date &fixingDate) const |
| returns the fixing at the given date
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void | update () |
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std::string | name () const |
| Returns the name of the index.
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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< TermStructure > | termStructure () const |
Constructor & Destructor Documentation
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- Deprecated:
- use the constructor without
isAdjusted argument; isAdjusted = false can be replicated by convention = Unadjusted .
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Member Function Documentation
Rate fixing |
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const Date & |
fixingDate |
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const [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.
Implements Index. |
void update |
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[virtual] |
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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 |
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const [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.
Implements Index. |
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