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<title>QuantLib: BMAIndex Class Reference</title>
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<h1>BMAIndex Class Reference</h1><!-- doxytag: class="QuantLib::BMAIndex" --><!-- doxytag: inherits="QuantLib::InterestRateIndex" --><code>#include <ql/indexes/bmaindex.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for BMAIndex:</div>
<div class="dynsection">
<p><center><img src="class_quant_lib_1_1_b_m_a_index__inherit__graph.png" border="0" usemap="#_b_m_a_index__inherit__map" alt="Inheritance graph"></center>
<map name="_b_m_a_index__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_interest_rate_index.html" title="base class for interest rate indexes" alt="" coords="5,7,144,33"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_b_m_a_index-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
<a class="el" href="class_quant_lib_1_1_bond.html" title="Base bond class.">Bond</a> Market Association index.
<p>
The BMA index is the short-term tax-exempt reference index of the <a class="el" href="class_quant_lib_1_1_bond.html" title="Base bond class.">Bond</a> Market Association. It has tenor one week, is fixed weekly on Wednesdays and is applied with a one-day's fixing gap from Thursdays on for one week. It is the tax-exempt correspondent of the 1M USD-Libor. <table border="0" cellpadding="0" cellspacing="0">
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<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e89b1381092bc44afde073deec94543"></a><!-- doxytag: member="QuantLib::BMAIndex::BMAIndex" ref="0e89b1381092bc44afde073deec94543" args="(const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())" -->
</td><td class="memItemRight" valign="bottom"><b>BMAIndex</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &h=<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> >())</td></tr>
<tr><td colspan="2"><div class="groupHeader">Index interface</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">std::string </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_m_a_index.html#37627d5d5bba7f4a8690c71c2ab3cb07">name</a> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a279f27f1bb152aa71ff980f0bae2727"></a><!-- doxytag: member="QuantLib::BMAIndex::isValidFixingDate" ref="a279f27f1bb152aa71ff980f0bae2727" args="(const Date &fixingDate) const " -->
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_m_a_index.html#a279f27f1bb152aa71ff980f0bae2727">isValidFixingDate</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &fixingDate) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns TRUE if the fixing date is a valid one <br></td></tr>
<tr><td colspan="2"><div class="groupHeader">InterestRateIndex interface</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f339c253f6ec5ba1e4afba30f0b0f8c2"></a><!-- doxytag: member="QuantLib::BMAIndex::termStructure" ref="f339c253f6ec5ba1e4afba30f0b0f8c2" args="() const " -->
<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > </td><td class="memItemRight" valign="bottom"><b>termStructure</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="615a330e425e4b9abceba4a56fc2664f"></a><!-- doxytag: member="QuantLib::BMAIndex::maturityDate" ref="615a330e425e4b9abceba4a56fc2664f" args="(const Date &valueDate) const " -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>maturityDate</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &valueDate) const </td></tr>
<tr><td colspan="2"><div class="groupHeader">Date calculations</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_m_a_index.html#fc12c1eac0967ca3d9cfcb0cf282109b">fixingSchedule</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &start, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &end)</td></tr>
<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="31402c8dcd6c83166c07900d7f440bca"></a><!-- doxytag: member="QuantLib::BMAIndex::forecastFixing" ref="31402c8dcd6c83166c07900d7f440bca" args="(const Date &fixingDate) const " -->
<a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>forecastFixing</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &fixingDate) const </td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ccfb2e6f0d4ec3fb0789e250aa3295ca"></a><!-- doxytag: member="QuantLib::BMAIndex::termStructure_" ref="ccfb2e6f0d4ec3fb0789e250aa3295ca" args="" -->
<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > </td><td class="memItemRight" valign="bottom"><b>termStructure_</b></td></tr>
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<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="37627d5d5bba7f4a8690c71c2ab3cb07"></a><!-- doxytag: member="QuantLib::BMAIndex::name" ref="37627d5d5bba7f4a8690c71c2ab3cb07" args="() const " -->
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<td class="memname">std::string name </td>
<td>(</td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"> const<code> [virtual]</code></td>
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<p>
BMA is fixed weekly on Wednesdays.
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_interest_rate_index.html#37627d5d5bba7f4a8690c71c2ab3cb07">InterestRateIndex</a>.</p>
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</div><p>
<a class="anchor" name="fc12c1eac0967ca3d9cfcb0cf282109b"></a><!-- doxytag: member="QuantLib::BMAIndex::fixingSchedule" ref="fc12c1eac0967ca3d9cfcb0cf282109b" args="(const Date &start, const Date &end)" -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> fixingSchedule </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"> <em>start</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"> <em>end</em></td><td> </td>
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<td>)</td>
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<p>
This method returns a schedule of fixing dates between start and end.
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