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Fully annotated reference manual - version 1.8.12
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indexes Directory Reference

Directories

directory  ibor
 

Files

file  behicp.hpp [code]
 Belgium HICP index.
 
file  bmaindexwrapper.hpp [code]
 wrapper class for bmaindex, for the purpose of providing iborindex inheritance.
 
file  bondindex.cpp [code]
 
file  bondindex.hpp [code]
 bond index class representing historical and forward bond prices
 
file  cacpi.hpp [code]
 CAD CPI index.
 
file  commoditybasisfutureindex.cpp [code]
 
file  commoditybasisfutureindex.hpp [code]
 commodity basis future index class for holding price histories and forwarding.
 
file  commodityindex.cpp [code]
 
file  commodityindex.hpp [code]
 commodity index class for holding commodity spot and futures price histories and forwarding.
 
file  compoequityindex.cpp [code]
 
file  compoequityindex.hpp [code]
 equity index converting the original equity currency to another currency
 
file  compositeindex.cpp [code]
 
file  compositeindex.hpp [code]
 index representing a weighted sum of underlying indices
 
file  decpi.hpp [code]
 German CPI inflation index.
 
file  dividendmanager.cpp [code]
 
file  dividendmanager.hpp [code]
 Dividend manager.
 
file  dkcpi.hpp [code]
 DKK CPI index.
 
file  eqfxindexbase.hpp [code]
 A common base class for the FX and Equity Indices. Provides a forecast fixing method for time so the indices can be used in termstructures that use time lookup.
 
file  equityindex.cpp [code]
 equity index class for holding equity fixing histories and forwarding.
 
file  equityindex.hpp [code]
 equity index class for holding equity fixing histories and forwarding.
 
file  escpi.hpp [code]
 Spain CPI index.
 
file  fallbackiborindex.cpp [code]
 
file  fallbackiborindex.hpp [code]
 wrapper class for ibor index managing the fallback rules
 
file  fallbackovernightindex.cpp [code]
 
file  fallbackovernightindex.hpp [code]
 wrapper class for overnight index managing the fallback rules
 
file  formulabasedindex.cpp [code]
 
file  formulabasedindex.hpp [code]
 formula based index
 
file  frcpi.hpp [code]
 French CPI inflation index.
 
file  fxindex.cpp [code]
 
file  fxindex.hpp [code]
 FX index class.
 
file  genericiborindex.cpp [code]
 
file  genericiborindex.hpp [code]
 Generic Ibor Index.
 
file  genericindex.hpp [code]
 generic index class for storing price histories
 
file  iborindexfixingoverride.hpp [code]
 ibor index wrapper with fixings
 
file  inflationindexobserver.hpp [code]
 inflation index observer class
 
file  inflationindexwrapper.cpp [code]
 
file  inflationindexwrapper.hpp [code]
 wrapper classes for inflation yoy and interpolation
 
file  offpeakpowerindex.cpp [code]
 
file  offpeakpowerindex.hpp [code]
 commodity future index for off peak power prices.
 
file  region.cpp [code]
 
file  region.hpp [code]
 Region, i.e. geographical area, specification.
 
file  secpi.hpp [code]
 SEK CPI index.