34 ext::shared_ptr<IborIndex> iborIndex,
44 gearing_(
std::move(gearing)), iborIndex_(
std::move(iborIndex)), spread_(
std::move(spread)) {
Shared handle to an observable.
base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.)
std::pair< iterator, bool > registerWith(const ext::shared_ptr< Observable > &)
ProxyIbor(const std::string &familyName, const Period &tenor, Natural settlementDays, const Currency ¤cy, const Calendar &fixingCalendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter &dayCounter, Handle< Quote > gearing, ext::shared_ptr< IborIndex > iborIndex, Handle< Quote > spread)
ext::shared_ptr< IborIndex > iborIndex_
BusinessDayConvention
Business Day conventions.
unsigned QL_INTEGER Natural
positive integer
IborIndex calculated as proxy of some other IborIndex.