compositeindex.hpp File Reference

index representing a weighted sum of underlying indices More...

#include <qle/indexes/fxindex.hpp>
#include <ql/currency.hpp>
#include <ql/handle.hpp>
#include <ql/index.hpp>

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Classes
class	CompositeIndex

Namespaces
namespace	QuantExt

Detailed Description

index representing a weighted sum of underlying indices

Definition in file compositeindex.hpp.