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<title>BMAIndex Class Reference</title>
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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_b_m_a_index.html">BMAIndex</a> </li>
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<div class="summary">
<a href="#pub-methods">Public Member Functions</a> |
<a href="#pro-methods">Protected Member Functions</a> |
<a href="#pro-attribs">Protected Attributes</a> </div>
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<div class="title">BMAIndex Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::BMAIndex" --><!-- doxytag: inherits="QuantLib::InterestRateIndex" -->
<p><a class="el" href="class_quant_lib_1_1_bond.html" title="Base bond class.">Bond</a> Market Association index.
<a href="class_quant_lib_1_1_b_m_a_index.html#details">More...</a></p>
<p><code>#include <ql/indexes/bmaindex.hpp></code></p>
<div class="dynheader">
Inheritance diagram for BMAIndex:</div>
<div class="dyncontent">
<div class="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"/></div>
<map name="_b_m_a_index_inherit__map" id="_b_m_a_index_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_interest_rate_index.html" title="base class for interest rate indexes" alt="" coords="5,6,131,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_b_m_a_index-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0e89b1381092bc44afde073deec94543"></a><!-- doxytag: member="QuantLib::BMAIndex::BMAIndex" ref="a0e89b1381092bc44afde073deec94543" 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" 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#a37627d5d5bba7f4a8690c71c2ab3cb07">name</a> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa279f27f1bb152aa71ff980f0bae2727"></a><!-- doxytag: member="QuantLib::BMAIndex::isValidFixingDate" ref="aa279f27f1bb152aa71ff980f0bae2727" 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#aa279f27f1bb152aa71ff980f0bae2727">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">Inspectors</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a602aff2af572fe9b816a379dae8fb4ad"></a><!-- doxytag: member="QuantLib::BMAIndex::forwardingTermStructure" ref="a602aff2af572fe9b816a379dae8fb4ad" 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>forwardingTermStructure</b> () const </td></tr>
<tr><td colspan="2"><div class="groupHeader">Date calculations</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a615a330e425e4b9abceba4a56fc2664f"></a><!-- doxytag: member="QuantLib::BMAIndex::maturityDate" ref="a615a330e425e4b9abceba4a56fc2664f" 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 class="memItemLeft" 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#afc12c1eac0967ca3d9cfcb0cf282109b">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"><h2><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a31402c8dcd6c83166c07900d7f440bca"></a><!-- doxytag: member="QuantLib::BMAIndex::forecastFixing" ref="a31402c8dcd6c83166c07900d7f440bca" args="(const Date &fixingDate) const " -->
<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_m_a_index.html#a31402c8dcd6c83166c07900d7f440bca">forecastFixing</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">It can be overridden to implement particular conventions. <br/></td></tr>
<tr><td colspan="2"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="accfb2e6f0d4ec3fb0789e250aa3295ca"></a><!-- doxytag: member="QuantLib::BMAIndex::termStructure_" ref="accfb2e6f0d4ec3fb0789e250aa3295ca" 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>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p><a class="el" href="class_quant_lib_1_1_bond.html" title="Base bond class.">Bond</a> Market Association index. </p>
<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. </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a37627d5d5bba7f4a8690c71c2ab3cb07"></a><!-- doxytag: member="QuantLib::BMAIndex::name" ref="a37627d5d5bba7f4a8690c71c2ab3cb07" args="() const " -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">std::string <a class="el" href="class_quant_lib_1_1_b_m_a_index.html#a37627d5d5bba7f4a8690c71c2ab3cb07">name</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const<code> [virtual]</code></td>
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<p>BMA is fixed weekly on Wednesdays. </p>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_interest_rate_index.html#a37627d5d5bba7f4a8690c71c2ab3cb07">InterestRateIndex</a>.</p>
</div>
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<a class="anchor" id="afc12c1eac0967ca3d9cfcb0cf282109b"></a><!-- doxytag: member="QuantLib::BMAIndex::fixingSchedule" ref="afc12c1eac0967ca3d9cfcb0cf282109b" args="(const Date &start, const Date &end)" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname"><a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> <a class="el" href="class_quant_lib_1_1_b_m_a_index.html#afc12c1eac0967ca3d9cfcb0cf282109b">fixingSchedule</a> </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>
</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> & </td>
<td class="paramname"><em>end</em> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
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<p>This method returns a schedule of fixing dates between start and end. </p>
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