26#ifndef quantlib_interestrateindex_hpp
27#define quantlib_interestrateindex_hpp
50 std::string
name()
const override;
bool isBusinessDay(const Date &d) const
Date advance(const Date &, Integer n, TimeUnit unit, BusinessDayConvention convention=Following, bool endOfMonth=false) const
purely virtual base class for indexes
const TimeSeries< Real > & timeSeries() const
returns the fixing TimeSeries
base class for interest rate indexes
virtual Rate forecastFixing(const Date &fixingDate) const =0
It can be overridden to implement particular conventions.
virtual Date maturityDate(const Date &valueDate) const =0
Natural fixingDays() const
const DayCounter & dayCounter() const
Calendar fixingCalendar() const override
returns the calendar defining valid fixing dates
const Currency & currency() const
Rate fixing(const Date &fixingDate, bool forecastTodaysFixing=false) const override
returns the fixing at the given date
virtual Rate pastFixing(const Date &fixingDate) const
std::string name() const override
Returns the name of the index.
virtual Date valueDate(const Date &fixingDate) const
bool isValidFixingDate(const Date &fixingDate) const override
returns TRUE if the fixing date is a valid one
Date fixingDate(const Date &valueDate) const
std::string familyName() const
Object that gets notified when a given observable changes.
#define QL_REQUIRE(condition, message)
throw an error if the given pre-condition is not verified
unsigned QL_INTEGER Natural
positive integer
QL_INTEGER Integer
integer number
virtual base class for indexes
period- and frequency-related classes and enumerations