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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<a href="#pub-methods">Public Member Functions</a> |
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<!-- doxytag: class="QuantLib::IborIndex" --><!-- doxytag: inherits="QuantLib::InterestRateIndex" -->
<p>base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.)
<a href="class_quant_lib_1_1_ibor_index.html#details">More...</a></p>
<p><code>#include <ql/indexes/iborindex.hpp></code></p>
<div class="dynheader">
Inheritance diagram for IborIndex:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_ibor_index__inherit__graph.png" border="0" usemap="#_ibor_index_inherit__map" alt="Inheritance graph"/></div>
<map name="_ibor_index_inherit__map" id="_ibor_index_inherit__map">
<area shape="rect" id="node5" href="class_quant_lib_1_1_cdor.html" title="CDOR rate" alt="" coords="349,5,397,35"/><area shape="rect" id="node7" href="class_quant_lib_1_1_daily_tenor_e_u_r_libor.html" title="base class for the one day deposit BBA EUR LIBOR indexes" alt="" coords="304,58,443,89"/><area shape="rect" id="node9" href="class_quant_lib_1_1_daily_tenor_libor.html" title="base class for all O/N-S/N BBA LIBOR indexes but the EUR ones" alt="" coords="319,111,428,142"/><area shape="rect" id="node11" href="class_quant_lib_1_1_euribor.html" title="Euribor index" alt="" coords="343,165,404,195"/><area shape="rect" id="node13" href="class_quant_lib_1_1_euribor365.html" title="Actual/365 Euribor index." alt="" coords="332,218,415,249"/><area shape="rect" id="node15" href="class_quant_lib_1_1_e_u_r_libor.html" title="base class for all BBA EUR LIBOR indexes but the O/N" alt="" coords="335,271,412,302"/><area shape="rect" id="node17" href="class_quant_lib_1_1_jibar.html" title="JIBAR rate" alt="" coords="348,325,399,355"/><area shape="rect" id="node19" href="class_quant_lib_1_1_libor.html" title="base class for all BBA LIBOR indexes but the EUR, O/N, and S/N ones" alt="" coords="348,378,399,409"/><area shape="rect" id="node21" href="class_quant_lib_1_1_proxy_ibor.html" title="IborIndex calculated as proxy of some other IborIndex." alt="" coords="335,431,412,462"/><area shape="rect" id="node23" href="class_quant_lib_1_1_tibor.html" title="JPY TIBOR index" alt="" coords="348,485,399,515"/><area shape="rect" id="node25" href="class_quant_lib_1_1_t_r_libor.html" title="TRY LIBOR rate" alt="" coords="340,538,407,569"/><area shape="rect" id="node27" href="class_quant_lib_1_1_zibor.html" title="CHF ZIBOR rate" alt="" coords="348,591,399,622"/><area shape="rect" id="node2" href="class_quant_lib_1_1_interest_rate_index.html" title="base class for interest rate indexes" alt="" coords="5,298,131,329"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_ibor_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="ac4c5fa744aa616d1eef9066ce19e12d7"></a><!-- doxytag: member="QuantLib::IborIndex::IborIndex" ref="ac4c5fa744aa616d1eef9066ce19e12d7" 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#ga7e529c39c477ba1f5a22264d93e8457a">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> &<a class="el" href="class_quant_lib_1_1_interest_rate_index.html#abd47d61ed23fb73440b0c02534236330">fixingCalendar</a>, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">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" align="right" valign="top"><a class="anchor" id="a615a330e425e4b9abceba4a56fc2664f"></a><!-- doxytag: member="QuantLib::IborIndex::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="anchor" id="a31402c8dcd6c83166c07900d7f440bca"></a><!-- doxytag: member="QuantLib::IborIndex::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_ibor_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"><div class="groupHeader">Inspectors</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9d653d6960e5abf8a835f24fd9beb685"></a><!-- doxytag: member="QuantLib::IborIndex::businessDayConvention" ref="a9d653d6960e5abf8a835f24fd9beb685" args="() const " -->
<a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td><td class="memItemRight" valign="bottom"><b>businessDayConvention</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4bea961a3d8f31ed8c30118ed855cc92"></a><!-- doxytag: member="QuantLib::IborIndex::endOfMonth" ref="a4bea961a3d8f31ed8c30118ed855cc92" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><b>endOfMonth</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a602aff2af572fe9b816a379dae8fb4ad"></a><!-- doxytag: member="QuantLib::IborIndex::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"><a class="el" href="class_quant_lib_1_1_ibor_index.html#a602aff2af572fe9b816a379dae8fb4ad">forwardingTermStructure</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the curve used to forecast fixings <br/></td></tr>
<tr><td colspan="2"><div class="groupHeader">Other methods</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0940a98cfe26d1a55530dc50814f0a48"></a><!-- doxytag: member="QuantLib::IborIndex::clone" ref="a0940a98cfe26d1a55530dc50814f0a48" args="(const Handle< YieldTermStructure > &forwarding) const " -->
virtual boost::shared_ptr<br class="typebreak"/>
< <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ibor_index.html#a0940a98cfe26d1a55530dc50814f0a48">clone</a> (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> > &forwarding) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns a copy of itself linked to a different forwarding curve <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="a80921adec5b2e5641608d33585ec2a17"></a><!-- doxytag: member="QuantLib::IborIndex::convention_" ref="a80921adec5b2e5641608d33585ec2a17" args="" -->
<a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td><td class="memItemRight" valign="bottom"><b>convention_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="accfb2e6f0d4ec3fb0789e250aa3295ca"></a><!-- doxytag: member="QuantLib::IborIndex::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>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0f9cce4f14d75f9e75dcba9a025ee764"></a><!-- doxytag: member="QuantLib::IborIndex::endOfMonth_" ref="a0f9cce4f14d75f9e75dcba9a025ee764" args="" -->
bool </td><td class="memItemRight" valign="bottom"><b>endOfMonth_</b></td></tr>
<tr><td colspan="2"><h2><a name="friends"></a>
Friends</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a51136e0b42c289f921793d1ab7225ef1"></a><!-- doxytag: member="QuantLib::IborIndex::IborCoupon" ref="a51136e0b42c289f921793d1ab7225ef1" args="" -->
class </td><td class="memItemRight" valign="bottom"><b>IborCoupon</b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.) </p>
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