QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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purely virtual base class for indexes More...
#include <index.hpp>
Public Member Functions | |
~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 () |
Private Member Functions | |
void | checkNativeFixingsAllowed () |
check if index allows for native fixings More... | |
purely virtual base class for indexes
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overridedefault |
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pure virtual |
Returns the name of the index.
Implemented in EquityIndex, InflationIndex, and InterestRateIndex.
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pure virtual |
returns the calendar defining valid fixing dates
Implemented in EquityIndex, InflationIndex, and InterestRateIndex.
returns TRUE if the fixing date is a valid one
Implemented in InflationIndex, BMAIndex, EquityIndex, and InterestRateIndex.
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pure virtual |
returns the fixing at the given date
the date passed as arguments must be the actual calendar date of the fixing; no settlement days must be used.
Implemented in EquityIndex, ZeroInflationIndex, YoYInflationIndex, InterestRateIndex, and InflationIndex.
const TimeSeries< Real > & timeSeries | ( | ) | const |
returns the fixing TimeSeries
Definition at line 65 of file index.hpp.
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virtual |
check if index allows for native fixings.
If this returns false, calls to addFixing and similar methods will raise an exception.
Reimplemented in SwapSpreadIndex.
Definition at line 72 of file index.hpp.
stores the historical fixing at the given date
the date passed as arguments must be the actual calendar date of the fixing; no settlement days must be used.
Reimplemented in InflationIndex.
Definition at line 24 of file index.cpp.
void addFixings | ( | const TimeSeries< Real > & | t, |
bool | forceOverwrite = false |
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stores historical fixings from a TimeSeries
the dates in the TimeSeries must be the actual calendar dates of the fixings; no settlement days must be used.
Definition at line 33 of file index.cpp.
void addFixings | ( | DateIterator | dBegin, |
DateIterator | dEnd, | ||
ValueIterator | vBegin, | ||
bool | forceOverwrite = false |
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void clearFixings | ( | ) |