Indexes

Files
file	bmaindexwrapper.hpp
	wrapper class for bmaindex, for the purpose of providing iborindex inheritance.
file	bondindex.hpp
	bond index class representing historical and forward bond prices
file	commoditybasisfutureindex.hpp
	commodity basis future index class for holding price histories and forwarding.
file	equityindex.cpp
	equity index class for holding equity fixing histories and forwarding.
file	commodityindex.hpp
	commodity index class for holding commodity spot and futures price histories and forwarding.
file	compoequityindex.hpp
	equity index converting the original equity currency to another currency
file	compositeindex.hpp
	index representing a weighted sum of underlying indices
file	eqfxindexbase.hpp
	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
	equity index class for holding equity fixing histories and forwarding.
file	equityindex.hpp
	equity index class for holding equity fixing histories and forwarding.
file	fallbackiborindex.hpp
	wrapper class for ibor index managing the fallback rules
file	fallbackiborindex.hpp
	wrapper class for ibor index managing the fallback rules
file	fallbackiborindex.hpp
	wrapper class for ibor index managing the fallback rules
file	fallbackovernightindex.hpp
	wrapper class for overnight index managing the fallback rules
file	formulabasedindex.hpp
	formula based index
file	fxindex.hpp
	FX index class.
file	genericiborindex.hpp
	Generic Ibor Index.
file	genericindex.hpp
	generic index class for storing price histories
file	ambor.hpp
	USD-AMBOR index for 30D and 90D terms.
file	ameribor.hpp
	AMERIBOR overnight index, https://ameribor.net.
file	boebaserate.hpp
	Bank of England base rate index, https://www.bankrate.com/uk/mortgages/bank-of-england-base-rate/.
file	brlcdi.hpp
	BRL-CDI index.
file	chfsaron.hpp
	Swiss Average Rate Overnight (SARON)
file	chftois.hpp
	Swiss Franc T/N rate on Reuters page CHFTOIS.
file	clpcamara.hpp
	CLP-CAMARA index.
file	cnhhibor.hpp
	CNH-HIBOR index.
file	cnhshibor.hpp
	CNH-SHIBOR index.
file	cnyrepofix.hpp
	CNY-CNREPOFIX=CFXS-Reuters index.
file	copibr.hpp
	COP-IBR index.
file	corra.hpp
	Canadian Overnight Repo Rate Average (CORRA) index class.
file	czkpribor.hpp
	CZK-PRIBOR index.
file	demlibor.hpp
	DEM-LIBOR index.
file	dkkcibor.hpp
	DKK-CIBOR index.
file	dkkcita.hpp
	DKK T/N rate.
file	dkkois.hpp
	DKK T/N rate.
file	hkdhibor.hpp
	HKD-HIBOR index.
file	hkdhonia.hpp
	HKD-HONIA index.
file	hufbubor.hpp
	HUF-BUBOR index.
file	idridrfix.hpp
	IDR-IDRFIX index.
file	idrjibor.hpp
	IDR-JIBOR index.
file	ilstelbor.hpp
	ILS-TELBOR index.
file	inrmiborois.hpp
	INR-MIBOROIS index.
file	inrmifor.hpp
	INR-MIFOR index.
file	krwcd.hpp
	KRW-CD index.
file	krwkoribor.hpp
	KRW-KORIBOR index.
file	mxntiie.hpp
	MXN-TIIE index.
file	myrklibor.hpp
	MYR-KLIBOR index.
file	noknibor.hpp
	NOK-NIBOR index.
file	nowa.hpp
	Norwegian Overnight Weighted Average (NOWA) index class.
file	nzdbkbm.hpp
	NZD-BKBM index.
file	phpphiref.hpp
	PHP-PHIREF index.
file	plnpolonia.hpp
	PLN-POLONIA index.
file	primeindex.hpp
	USD-Prime index.
file	rubkeyrate.hpp
	RUB-KEYRATE index.
file	saibor.hpp
	SAR-SAIBOR index.
file	seksior.hpp
	SEK T/N rate.
file	sekstibor.hpp
	SEK-STIBOR index.
file	sekstina.hpp
	SEK T/N rate.
file	sgdsibor.hpp
	SGD-SIBOR index.
file	sgdsor.hpp
	SGD-SOR index.
file	skkbribor.hpp
	SKK-BRIBOR index.
file	sora.hpp
	Singapore Overnight Average Rate (sora)
file	termrateindex.hpp
	ibor index class to represent term rates like SOFR-1M, 3M, 6M, 12M
file	thbbibor.hpp
	THB-BIBOR index.
file	thor.hpp
	THB-THOR index.
file	tonar.hpp
	Tokyo Overnight Average Rate (TONAR)
file	krwkoribor.hpp
	KRW-KORIBOR index.
file	iborindexfixingoverride.hpp
	ibor index wrapper with fixings
file	inflationindexobserver.hpp
	inflation index observer class
file	inflationindexwrapper.hpp
	wrapper classes for inflation yoy and interpolation
file	offpeakpowerindex.hpp
	commodity future index for off peak power prices.
file	compiledformula.hpp
	compiled formula

Classes
class	BMAIndexWrapper
class	BondIndex
	Bond Index. More...
class	BondFuturesIndex
	Bond Futures Index. More...
class	ConstantMaturityBondIndex
	Constant Maturity Bond Index. More...
class	CommodityBasisFutureIndex
	Commodity Basis Future Index. More...
class	CommodityIndex
	Commodity Index. More...
class	EqFxIndexBase
	Equity Index. More...
class	EquityIndex2
	Equity Index. More...
class	FxIndex
	FX Index. More...
class	GenericIborIndex
	Generic Ibor Index. More...
class	GenericIndex
	Generic Index. More...
class	USDAmbor
	USD-AMBOR index. More...
class	CHFSaron
	CHF SARON rate More...
class	CORRA
	CORRA rate More...
class	DEMLibor
	DEM-LIBOR index. More...
class	DKKCita
	DKK CITA More...
class	DKKOis
	DKK OIS More...
class	KRWCd
	KRW-CD index. More...
class	KRWKoribor
	KRW-KORIBOR index. More...
class	MYRKlibor
	MYR-KLIBOR index. More...
class	Nowa
class	PHPPhiref
	PHP-PHIREF index. More...
class	SAibor
	SAR-SAIBOR index. More...
class	SEKSior
	SEK SIOR More...
class	Sora
	SGD SORA rate More...
class	THBThor
	THB-THOR index. More...
class	Tonar
	JPY TONAR rate More...
class	TWDTaibor
	TWD-TAIBOR index. More...
class	InflationIndexObserver
	Inflation Index observer. More...
class	ZeroInflationIndexWrapper
	Wrapper that changes the interpolation of an underlying ZC inflation index. More...
class	YoYInflationIndexWrapper
	Wrapper that creates a yoy from a zc index. More...
class	OffPeakPowerIndex
	Off peak power index. More...

Detailed Description

Grouping of all index related classes, functions and files