Index Class Reference
purely virtual base class for indexes More...
#include <ql/index.hpp>

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 | |
const TimeSeries< Real > & | timeSeries () const |
returns the fixing TimeSeries | |
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 |
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"
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.
Reimplemented in InflationIndex.
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.