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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a></div>
<h1>IborIndex Class Reference</h1><!-- doxytag: class="QuantLib::IborIndex" --><!-- doxytag: inherits="QuantLib::InterestRateIndex" --><code>#include <ql/indexes/iborindex.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for IborIndex:</div>
<div class="dynsection">
<p><center><img src="class_quant_lib_1_1_ibor_index__inherit__graph.png" border="0" usemap="#_ibor_index__inherit__map" alt="Inheritance graph"></center>
<map name="_ibor_index__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_cdor.html" title="CDOR rate" alt="" coords="5,161,59,188"><area shape="rect" href="class_quant_lib_1_1_euribor.html" title="Euribor index" alt="" coords="83,161,149,188"><area shape="rect" href="class_quant_lib_1_1_euribor365.html" title="Actual/365 Euribor index." alt="" coords="173,161,264,188"><area shape="rect" href="class_quant_lib_1_1_e_u_r_libor.html" title="EUR LIBOR rate" alt="" coords="288,161,371,188"><area shape="rect" href="class_quant_lib_1_1_jibar.html" title="JIBAR rate" alt="" coords="395,161,443,188"><area shape="rect" href="class_quant_lib_1_1_libor.html" title="base class for all BBA LIBOR indexes but the EUR ones" alt="" coords="467,161,520,188"><area shape="rect" href="class_quant_lib_1_1_tibor.html" title="JPY TIBOR index" alt="" coords="544,161,595,188"><area shape="rect" href="class_quant_lib_1_1_t_r_libor.html" title="TRY LIBOR rate" alt="" coords="619,161,688,188"><area shape="rect" href="class_quant_lib_1_1_zibor.html" title="CHF ZIBOR rate" alt="" coords="712,161,765,188"><area shape="rect" href="class_quant_lib_1_1_interest_rate_index.html" title="base class for interest rate indexes" alt="" coords="349,7,488,33"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
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<a href="class_quant_lib_1_1_ibor_index-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.) <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="c4c5fa744aa616d1eef9066ce19e12d7"></a><!-- doxytag: member="QuantLib::IborIndex::IborIndex" ref="c4c5fa744aa616d1eef9066ce19e12d7" args="(const std::string &familyName, const Period &tenor, Natural settlementDays, const Currency &currency, const Calendar &fixingCalendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter &dayCounter, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())" -->
</td><td class="memItemRight" valign="bottom"><b>IborIndex</b> (const std::string &familyName, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &tenor, <a class="el" href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a">Natural</a> settlementDays, const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> &currency, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &fixingCalendar, <a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> convention, bool endOfMonth, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, 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">InterestRateIndex interface</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c44ba2c069f4b71b92f39a7edc0d640a"></a><!-- doxytag: member="QuantLib::IborIndex::termStructure" ref="c44ba2c069f4b71b92f39a7edc0d640a" 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 colspan="2"><div class="groupHeader">Inspectors</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9d653d6960e5abf8a835f24fd9beb685"></a><!-- doxytag: member="QuantLib::IborIndex::businessDayConvention" ref="9d653d6960e5abf8a835f24fd9beb685" args="() const " -->
<a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td><td class="memItemRight" valign="bottom"><b>businessDayConvention</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4bea961a3d8f31ed8c30118ed855cc92"></a><!-- doxytag: member="QuantLib::IborIndex::endOfMonth" ref="4bea961a3d8f31ed8c30118ed855cc92" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><b>endOfMonth</b> () 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="anchor" name="615a330e425e4b9abceba4a56fc2664f"></a><!-- doxytag: member="QuantLib::IborIndex::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"><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::IborIndex::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="80921adec5b2e5641608d33585ec2a17"></a><!-- doxytag: member="QuantLib::IborIndex::convention_" ref="80921adec5b2e5641608d33585ec2a17" args="" -->
<a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td><td class="memItemRight" valign="bottom"><b>convention_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ccfb2e6f0d4ec3fb0789e250aa3295ca"></a><!-- doxytag: member="QuantLib::IborIndex::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>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0f9cce4f14d75f9e75dcba9a025ee764"></a><!-- doxytag: member="QuantLib::IborIndex::endOfMonth_" ref="0f9cce4f14d75f9e75dcba9a025ee764" args="" -->
bool </td><td class="memItemRight" valign="bottom"><b>endOfMonth_</b></td></tr>
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