26 bool forceOverwrite) {
34 bool forceOverwrite) {
38 std::vector<Date> dates =
t.dates();
39 std::vector<Real> values =
t.values();
52 "native fixings not allowed for " <<
name()
53 <<
"; refer to underlying indices instead");
virtual Real fixing(const Date &fixingDate, bool forecastTodaysFixing=false) const =0
returns the fixing at the given date
void clearFixings()
clears all stored historical fixings
virtual bool allowsNativeFixings()
check if index allows for native fixings.
virtual void addFixing(const Date &fixingDate, Real fixing, bool forceOverwrite=false)
stores the historical fixing at the given date
void addFixings(const TimeSeries< Real > &t, bool forceOverwrite=false)
stores historical fixings from a TimeSeries
virtual std::string name() const =0
Returns the name of the index.
void checkNativeFixingsAllowed()
check if index allows for native fixings
void clearHistory(const std::string &name)
clears the historical fixings of the index
static IndexManager & instance()
access to the unique instance
Container for historical data.
#define QL_REQUIRE(condition, message)
throw an error if the given pre-condition is not verified
virtual base class for indexes