24#ifndef quantlib_equityindex_hpp
25#define quantlib_equityindex_hpp
76 Real fixing(
const Date& fixingDate,
bool forecastTodaysFixing =
false)
const override;
bool isBusinessDay(const Date &d) const
Base class for equity indexes.
virtual ext::shared_ptr< EquityIndex > clone(const Handle< YieldTermStructure > &interest, const Handle< YieldTermStructure > ÷nd, const Handle< Quote > &spot) const
Calendar fixingCalendar() const override
returns the calendar defining valid fixing dates
virtual Real forecastFixing(const Date &fixingDate) const
It can be overridden to implement particular conventions.
Handle< YieldTermStructure > dividend_
Handle< YieldTermStructure > equityDividendCurve() const
the dividend curve used to forecast fixings
virtual Real pastFixing(const Date &fixingDate) const
std::string name() const override
Returns the name of the index.
Handle< Quote > spot() const
index spot value
bool isValidFixingDate(const Date &fixingDate) const override
returns TRUE if the fixing date is a valid one
Handle< YieldTermStructure > equityInterestRateCurve() const
the rate curve used to forecast fixings
Handle< YieldTermStructure > interest_
Real fixing(const Date &fixingDate, bool forecastTodaysFixing=false) const override
returns the fixing at the given date
Shared handle to an observable.
purely virtual base class for indexes
Object that gets notified when a given observable changes.
virtual base class for indexes
Interest-rate term structure.