22#ifndef quantlib_swapspreadindex_hpp
23#define quantlib_swapspreadindex_hpp
41 QL_FAIL(
"SwapSpreadIndex does not provide a single maturity date");
base class for interest rate indexes
virtual Date valueDate(const Date &fixingDate) const
Date fixingDate(const Date &valueDate) const
std::string familyName() const
template class providing a null value for a given type.
class for swap-rate spread indexes
ext::shared_ptr< SwapIndex > swapIndex2_
bool allowsNativeFixings() override
check if index allows for native fixings.
Rate pastFixing(const Date &fixingDate) const override
Date maturityDate(const Date &valueDate) const override
ext::shared_ptr< SwapIndex > swapIndex1()
ext::shared_ptr< SwapIndex > swapIndex2()
ext::shared_ptr< SwapIndex > swapIndex1_
Rate forecastFixing(const Date &fixingDate) const override
It can be overridden to implement particular conventions.
#define QL_FAIL(message)
throw an error (possibly with file and line information)