THB THBFIX rate More...
#include <ql/indexes/ibor/thbfix.hpp>
Inheritance diagram for THBFIX:
Collaboration diagram for THBFIX:
Public Member Functions | |
| THBFIX (const Period &tenor, const Handle< YieldTermStructure > &h={}) | |
| Public Member Functions inherited from IborIndex | |
| IborIndex (const std::string &familyName, const Period &tenor, Natural settlementDays, const Currency ¤cy, const Calendar &fixingCalendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter &dayCounter, Handle< YieldTermStructure > h={}) | |
| Date | maturityDate (const Date &valueDate) const override |
| Rate | forecastFixing (const Date &fixingDate) const override |
| It can be overridden to implement particular conventions. More... | |
| BusinessDayConvention | businessDayConvention () const |
| bool | endOfMonth () const |
| Handle< YieldTermStructure > | forwardingTermStructure () const |
| the curve used to forecast fixings More... | |
| virtual ext::shared_ptr< IborIndex > | clone (const Handle< YieldTermStructure > &forwarding) const |
| returns a copy of itself linked to a different forwarding curve More... | |
| Public Member Functions inherited from InterestRateIndex | |
| InterestRateIndex (std::string familyName, const Period &tenor, Natural settlementDays, Currency currency, Calendar fixingCalendar, DayCounter dayCounter) | |
| std::string | name () const override |
| Returns the name of the index. More... | |
| Calendar | fixingCalendar () const override |
| returns the calendar defining valid fixing dates More... | |
| bool | isValidFixingDate (const Date &fixingDate) const override |
| returns TRUE if the fixing date is a valid one More... | |
| Rate | fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const override |
| returns the fixing at the given date More... | |
| void | update () override |
| std::string | familyName () const |
| Period | tenor () const |
| Natural | fixingDays () const |
| Date | fixingDate (const Date &valueDate) const |
| const Currency & | currency () const |
| const DayCounter & | dayCounter () const |
| virtual Date | valueDate (const Date &fixingDate) const |
| virtual Rate | pastFixing (const Date &fixingDate) const |
| Public Member Functions inherited from Index | |
| ~Index () override=default | |
| virtual std::string | name () const =0 |
| Returns the name of the index. More... | |
| virtual Calendar | fixingCalendar () const =0 |
| returns the calendar defining valid fixing dates More... | |
| virtual bool | isValidFixingDate (const Date &fixingDate) const =0 |
| returns TRUE if the fixing date is a valid one More... | |
| bool | hasHistoricalFixing (const Date &fixingDate) const |
| returns whether a historical fixing was stored for the given date More... | |
| virtual Real | fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const =0 |
| returns the fixing at the given date More... | |
| const TimeSeries< Real > & | timeSeries () const |
| returns the fixing TimeSeries More... | |
| virtual bool | allowsNativeFixings () |
| check if index allows for native fixings. More... | |
| virtual void | addFixing (const Date &fixingDate, Real fixing, bool forceOverwrite=false) |
| stores the historical fixing at the given date More... | |
| void | addFixings (const TimeSeries< Real > &t, bool forceOverwrite=false) |
| stores historical fixings from a TimeSeries More... | |
| template<class DateIterator , class ValueIterator > | |
| void | addFixings (DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin, bool forceOverwrite=false) |
| stores historical fixings at the given dates More... | |
| void | clearFixings () |
| clears all stored historical fixings More... | |
| Public Member Functions inherited from Observable | |
| Observable () | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) |
| Observable (Observable &&)=delete | |
| Observable & | operator= (Observable &&)=delete |
| virtual | ~Observable ()=default |
| void | notifyObservers () |
| Public Member Functions inherited from Observer | |
| Observer ()=default | |
| Observer (const Observer &) | |
| Observer & | operator= (const Observer &) |
| virtual | ~Observer () |
| std::pair< iterator, bool > | registerWith (const ext::shared_ptr< Observable > &) |
| void | registerWithObservables (const ext::shared_ptr< Observer > &) |
| Size | unregisterWith (const ext::shared_ptr< Observable > &) |
| void | unregisterWithAll () |
| virtual void | update ()=0 |
| virtual void | deepUpdate () |
Additional Inherited Members | |
| Public Types inherited from Observer | |
| typedef set_type::iterator | iterator |
| Protected Attributes inherited from IborIndex | |
| BusinessDayConvention | convention_ |
| Handle< YieldTermStructure > | termStructure_ |
| bool | endOfMonth_ |
| Protected Attributes inherited from InterestRateIndex | |
| std::string | familyName_ |
| Period | tenor_ |
| Natural | fixingDays_ |
| Currency | currency_ |
| DayCounter | dayCounter_ |
| std::string | name_ |
Detailed Description
THB THBFIX rate
THB interest rate implied by USD/THB foreign exchange swaps
The Swap Offer Rate represents the cost of borrowing a currency synthetically by borrowing USD for the same tenor and using the foreign exchange swap offer rate on the offer side to swap out the USD in return for the foreign currency.
Fixing is based on average FX Forward rates from 21 banks and the USD Libor Fixing.
Fixing is published at 11:00 am BKK time
Definition at line 53 of file thbfix.hpp.
Constructor & Destructor Documentation
◆ THBFIX()
| THBFIX | ( | const Period & | tenor, |
| const Handle< YieldTermStructure > & | h = {} |
||
| ) |
Definition at line 55 of file thbfix.hpp.