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Fully annotated reference manual - version 1.8.12
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FxIndex Member List

This is the complete list of members for FxIndex, including all inherited members.

clone(const Handle< Quote > fxQuote=Handle< Quote >(), const Handle< YieldTermStructure > &sourceYts=Handle< YieldTermStructure >(), const Handle< YieldTermStructure > &targetYts=Handle< YieldTermStructure >(), const std::string &familyName=std::string())FxIndex
familyName() constFxIndex
familyName_FxIndexprotected
fixing(const Date &fixingDate, bool forecastTodaysFixing=false) const overrideFxIndex
fixingCalendar() const overrideFxIndex
fixingCalendar_FxIndexprivate
fixingDate(const Date &valueDate) constFxIndex
fixingDays() constFxIndex
fixingDays_FxIndexprotected
fixingTriangulation_FxIndexprivate
forecastFixing(const Time &fixingTime) const overrideFxIndexvirtual
forecastFixing(const Date &fixingDate) constFxIndexvirtual
FxIndex(const std::string &familyName, Natural fixingDays, const Currency &source, const Currency &target, const Calendar &fixingCalendar, const Handle< YieldTermStructure > &sourceYts=Handle< YieldTermStructure >(), const Handle< YieldTermStructure > &targetYts=Handle< YieldTermStructure >(), bool fixingTriangulation=false)FxIndex
FxIndex(const std::string &familyName, Natural fixingDays, const Currency &source, const Currency &target, const Calendar &fixingCalendar, const Handle< Quote > fxSpot, const Handle< YieldTermStructure > &sourceYts=Handle< YieldTermStructure >(), const Handle< YieldTermStructure > &targetYts=Handle< YieldTermStructure >(), bool fixingTriangulation=true)FxIndex
fxQuote(bool withSettlementLag=false) constFxIndex
fxRate_FxIndexmutableprotected
fxSpot_FxIndexprotected
initialise()FxIndexprivate
isValidFixingDate(const Date &fixingDate) const overrideFxIndex
name() const overrideFxIndex
name_FxIndexprotected
oreName() constFxIndex
oreName_FxIndexprotected
pastFixing(const Date &fixingDate) const overrideFxIndexvirtual
sourceCurrency() constFxIndex
sourceCurrency_FxIndexprotected
sourceCurve() constFxIndex
sourceYts_FxIndexprotected
targetCurrency() constFxIndex
targetCurrency_FxIndexprotected
targetCurve() constFxIndex
targetYts_FxIndexprotected
update() overrideFxIndex
useQuote() constFxIndex
useQuote_FxIndexprotected
valueDate(const Date &fixingDate) constFxIndexvirtual
~EqFxIndexBase()EqFxIndexBasevirtual