Index Class Reference

#include <ql/index.hpp>

Inheritance diagram for Index:

List of all members.


Detailed Description

purely virtual base class for indexes

Warning:
this class performs no check that the provided/requested fixings are for dates in the past, i.e. for dates less than or equal to the evaluation date. It is up to the client code to take care of possible inconsistencies due to "seeing in the future"

Public Member Functions

virtual std::string name () const =0
 Returns the name of the index.
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
virtual void addFixing (const Date &fixingDate, Real fixing, bool forceOverwrite=false)
 stores the historical fixing at the given date
void addFixings (const TimeSeries< Real > &t, bool forceOverwrite=false)
 stores historical fixings from a TimeSeries
template<class DateIterator, class ValueIterator>
void addFixings (DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin, bool forceOverwrite=false)
 stores historical fixings at the given dates
void clearFixings ()
 clears all stored historical fixings

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 BMAIndex, InflationIndex, and InterestRateIndex.

virtual Real fixing ( const Date fixingDate,
bool  forecastTodaysFixing = false 
) const [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, ZeroInflationIndex, YoYInflationIndex, and InterestRateIndex.

virtual void addFixing ( const Date fixingDate,
Real  fixing,
bool  forceOverwrite = false 
) [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.

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.