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<title>QuantLib: BMAIndex Class Reference</title>
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_b_m_a_index.html">BMAIndex</a></div>
<h1>BMAIndex Class Reference</h1><!-- doxytag: class="QuantLib::BMAIndex" --><!-- doxytag: inherits="QuantLib::InterestRateIndex" --><code>#include &lt;ql/indexes/bmaindex.hpp&gt;</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">
<tr><td></td></tr>
<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&lt; YieldTermStructure &gt; &amp;h=Handle&lt; YieldTermStructure &gt;())" -->
&nbsp;</td><td class="memItemRight" valign="bottom"><b>BMAIndex</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> &gt; &amp;h=<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> &gt;())</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&nbsp;</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 &amp;fixingDate) const " -->
bool&nbsp;</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> &amp;fixingDate) const </td></tr>

<tr><td class="mdescLeft">&nbsp;</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>&lt; <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> &gt;&nbsp;</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 &amp;valueDate) const " -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>maturityDate</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;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>&nbsp;</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> &amp;start, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;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 &amp;fixingDate) const " -->
<a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>forecastFixing</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;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>&lt; <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><b>termStructure_</b></td></tr>

</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="37627d5d5bba7f4a8690c71c2ab3cb07"></a><!-- doxytag: member="QuantLib::BMAIndex::name" ref="37627d5d5bba7f4a8690c71c2ab3cb07" args="() const " -->
<div class="memitem">
<div class="memproto">
      <table class="memname">
        <tr>
          <td class="memname">std::string name           </td>
          <td>(</td>
          <td class="paramname">          </td>
          <td>&nbsp;)&nbsp;</td>
          <td width="100%"> const<code> [virtual]</code></td>
        </tr>
      </table>
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<div class="memdoc">

<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>

</div>
</div><p>
<a class="anchor" name="fc12c1eac0967ca3d9cfcb0cf282109b"></a><!-- doxytag: member="QuantLib::BMAIndex::fixingSchedule" ref="fc12c1eac0967ca3d9cfcb0cf282109b" args="(const Date &amp;start, const Date &amp;end)" -->
<div class="memitem">
<div class="memproto">
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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> &amp;&nbsp;</td>
          <td class="paramname"> <em>start</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;&nbsp;</td>
          <td class="paramname"> <em>end</em></td><td>&nbsp;</td>
        </tr>
        <tr>
          <td></td>
          <td>)</td>
          <td></td><td></td><td width="100%"></td>
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<p>
This method returns a schedule of fixing dates between start and end. 
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