eqfxindexbase.hpp File Reference

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. More...

#include <ql/currency.hpp>
#include <ql/handle.hpp>
#include <ql/index.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/time/calendar.hpp>

Go to the source code of this file.

Classes
class	EqFxIndexBase
	Equity Index. More...

Namespaces
namespace	QuantExt

Detailed Description

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.

Definition in file eqfxindexbase.hpp.