File: class_quant_lib_1_1_bbsw3_m.html

package info (click to toggle)
quantlib-refman-html 1.20-1
  • links: PTS, VCS
  • area: main
  • in suites: bookworm, bullseye, sid, trixie
  • size: 103,140 kB
  • sloc: javascript: 13,408; makefile: 35
file content (283 lines) | stat: -rw-r--r-- 42,924 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
<meta http-equiv="X-UA-Compatible" content="IE=9"/>
<meta name="generator" content="Doxygen 1.8.20"/>
<meta name="viewport" content="width=device-width, initial-scale=1"/>
<title>QuantLib: Bbsw3M Class Reference</title>
<link href='https://fonts.googleapis.com/css?family=Merriweather+Sans:800' rel='stylesheet' type='text/css'>
<link href="tabs.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="jquery.js"></script>
<script type="text/javascript" src="dynsections.js"></script>
<link href="search/search.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="search/searchdata.js"></script>
<script type="text/javascript" src="search/search.js"></script>
<script type="text/x-mathjax-config">
  MathJax.Hub.Config({
    extensions: ["tex2jax.js"],
    jax: ["input/TeX","output/HTML-CSS"],
});
</script>
<script type="text/javascript" async="async" src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.5/MathJax.js"></script>
<link href="doxygen.css" rel="stylesheet" type="text/css" />
<link href="quantlibextra.css" rel="stylesheet" type="text/css"/>
</head>
<body>
<div id="top"><!-- do not remove this div, it is closed by doxygen! -->
<div id="titlearea">
<table cellspacing="0" cellpadding="0">
 <tbody>
 <tr style="height: 56px;">
  <td id="projectalign" style="padding-left: 0.5em;">
   <div id="projectname"><a href="http://quantlib.org">
       <img alt="QuantLib" src="QL-title.jpg"></a>
   <div id="projectbrief">A free/open-source library for quantitative finance</div>
   <div id="projectnumber">Reference manual - version 1.20</div>
   </div>
  </td>
 </tr>
 </tbody>
</table>
</div>
<!-- end header part -->
<!-- Generated by Doxygen 1.8.20 -->
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&amp;dn=gpl-2.0.txt GPL-v2 */
var searchBox = new SearchBox("searchBox", "search",false,'Search');
/* @license-end */
</script>
<script type="text/javascript" src="menudata.js"></script>
<script type="text/javascript" src="menu.js"></script>
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&amp;dn=gpl-2.0.txt GPL-v2 */
$(function() {
  initMenu('',true,false,'search.php','Search');
  $(document).ready(function() { init_search(); });
});
/* @license-end */</script>
<div id="main-nav"></div>
<!-- window showing the filter options -->
<div id="MSearchSelectWindow"
     onmouseover="return searchBox.OnSearchSelectShow()"
     onmouseout="return searchBox.OnSearchSelectHide()"
     onkeydown="return searchBox.OnSearchSelectKey(event)">
</div>

<!-- iframe showing the search results (closed by default) -->
<div id="MSearchResultsWindow">
<iframe src="javascript:void(0)" frameborder="0" 
        name="MSearchResults" id="MSearchResults">
</iframe>
</div>

<div id="nav-path" class="navpath">
  <ul>
<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_bbsw3_m.html">Bbsw3M</a></li>  </ul>
</div>
</div><!-- top -->
<div class="header">
  <div class="summary">
<a href="#pub-methods">Public Member Functions</a> &#124;
<a href="class_quant_lib_1_1_bbsw3_m-members.html">List of all members</a>  </div>
  <div class="headertitle">
<div class="title">Bbsw3M Class Reference</div>  </div>
</div><!--header-->
<div class="contents">

<p>3-months Bbsw index  
 <a href="class_quant_lib_1_1_bbsw3_m.html#details">More...</a></p>

<p><code>#include &lt;ql/indexes/ibor/bbsw.hpp&gt;</code></p>
<div id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
  <img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for Bbsw3M:</div>
<div id="dynsection-0-summary" class="dynsummary" style="display:block;">
</div>
<div id="dynsection-0-content" class="dyncontent" style="display:none;">
<div class="center"><img src="class_quant_lib_1_1_bbsw3_m__inherit__graph.png" border="0" usemap="#a_bbsw3_m_inherit__map" alt="Inheritance graph"/></div>
<map name="_bbsw3_m_inherit__map" id="a_bbsw3_m_inherit__map">
<area shape="rect" title="3&#45;months Bbsw index" alt="" coords="7,155,80,181"/>
<area shape="rect" href="class_quant_lib_1_1_bbsw.html" title="Bbsw index" alt="" coords="16,80,71,107"/>
<area shape="rect" href="class_quant_lib_1_1_ibor_index.html" title="base class for Inter&#45;Bank&#45;Offered&#45;Rate indexes (e.g. Libor, etc.)" alt="" coords="5,5,81,32"/>
</map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:adac6fbfb7b37986c8d662095eb7d23aa"><td class="memItemLeft" align="right" valign="top"><a id="adac6fbfb7b37986c8d662095eb7d23aa"></a>
&#160;</td><td class="memItemRight" valign="bottom"><b>Bbsw3M</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 class="separator:adac6fbfb7b37986c8d662095eb7d23aa"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_bbsw"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_bbsw')"><img src="closed.png" alt="-"/>&#160;Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_bbsw.html">Bbsw</a></td></tr>
<tr class="memitem:a18ded5835707b9d03a72abf9fa6fb927 inherit pub_methods_class_quant_lib_1_1_bbsw"><td class="memItemLeft" align="right" valign="top"><a id="a18ded5835707b9d03a72abf9fa6fb927"></a>
&#160;</td><td class="memItemRight" valign="bottom"><b>Bbsw</b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &amp;tenor, 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 class="separator:a18ded5835707b9d03a72abf9fa6fb927 inherit pub_methods_class_quant_lib_1_1_bbsw"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_ibor_index"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_ibor_index')"><img src="closed.png" alt="-"/>&#160;Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a></td></tr>
<tr class="memitem:ac4c5fa744aa616d1eef9066ce19e12d7 inherit pub_methods_class_quant_lib_1_1_ibor_index"><td class="memItemLeft" align="right" valign="top"><a id="ac4c5fa744aa616d1eef9066ce19e12d7"></a>
&#160;</td><td class="memItemRight" valign="bottom"><b>IborIndex</b> (const std::string &amp;familyName, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &amp;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> &amp;currency, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &amp;<a class="el" href="class_quant_lib_1_1_interest_rate_index.html#a50b393670cb5180b20b27beed91eb2bd">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> &amp;dayCounter, 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 class="separator:ac4c5fa744aa616d1eef9066ce19e12d7 inherit pub_methods_class_quant_lib_1_1_ibor_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:aa2991ad8ee441e6ee72b5205c5a6d362 inherit pub_methods_class_quant_lib_1_1_ibor_index"><td class="memItemLeft" align="right" valign="top"><a id="aa2991ad8ee441e6ee72b5205c5a6d362"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a>&#160;</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 class="separator:aa2991ad8ee441e6ee72b5205c5a6d362 inherit pub_methods_class_quant_lib_1_1_ibor_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a056ec4c762f53362db03efc14d4318f0 inherit pub_methods_class_quant_lib_1_1_ibor_index"><td class="memItemLeft" align="right" valign="top"><a id="a056ec4c762f53362db03efc14d4318f0"></a>
<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a>&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ibor_index.html#a056ec4c762f53362db03efc14d4318f0">forecastFixing</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;fixingDate) const</td></tr>
<tr class="memdesc:a056ec4c762f53362db03efc14d4318f0 inherit pub_methods_class_quant_lib_1_1_ibor_index"><td class="mdescLeft">&#160;</td><td class="mdescRight">It can be overridden to implement particular conventions. <br /></td></tr>
<tr class="separator:a056ec4c762f53362db03efc14d4318f0 inherit pub_methods_class_quant_lib_1_1_ibor_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:adb162cdfeed00aeb62b8cac19f5d0948 inherit pub_methods_class_quant_lib_1_1_ibor_index"><td class="memItemLeft" align="right" valign="top"><a id="adb162cdfeed00aeb62b8cac19f5d0948"></a>
<a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a>&#160;</td><td class="memItemRight" valign="bottom"><b>businessDayConvention</b> () const</td></tr>
<tr class="separator:adb162cdfeed00aeb62b8cac19f5d0948 inherit pub_methods_class_quant_lib_1_1_ibor_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a76bf4d1422680b11983bf2908b42a9d5 inherit pub_methods_class_quant_lib_1_1_ibor_index"><td class="memItemLeft" align="right" valign="top"><a id="a76bf4d1422680b11983bf2908b42a9d5"></a>
bool&#160;</td><td class="memItemRight" valign="bottom"><b>endOfMonth</b> () const</td></tr>
<tr class="separator:a76bf4d1422680b11983bf2908b42a9d5 inherit pub_methods_class_quant_lib_1_1_ibor_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a57dc9ad6cf9fb60c930694af17304ef4 inherit pub_methods_class_quant_lib_1_1_ibor_index"><td class="memItemLeft" align="right" valign="top"><a id="a57dc9ad6cf9fb60c930694af17304ef4"></a>
<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;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ibor_index.html#a57dc9ad6cf9fb60c930694af17304ef4">forwardingTermStructure</a> () const</td></tr>
<tr class="memdesc:a57dc9ad6cf9fb60c930694af17304ef4 inherit pub_methods_class_quant_lib_1_1_ibor_index"><td class="mdescLeft">&#160;</td><td class="mdescRight">the curve used to forecast fixings <br /></td></tr>
<tr class="separator:a57dc9ad6cf9fb60c930694af17304ef4 inherit pub_methods_class_quant_lib_1_1_ibor_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a4e6a85aa33971cb1def6f0f658ae738d inherit pub_methods_class_quant_lib_1_1_ibor_index"><td class="memItemLeft" align="right" valign="top"><a id="a4e6a85aa33971cb1def6f0f658ae738d"></a>
virtual ext::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ibor_index.html#a4e6a85aa33971cb1def6f0f658ae738d">clone</a> (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;forwarding) const</td></tr>
<tr class="memdesc:a4e6a85aa33971cb1def6f0f658ae738d inherit pub_methods_class_quant_lib_1_1_ibor_index"><td class="mdescLeft">&#160;</td><td class="mdescRight">returns a copy of itself linked to a different forwarding curve <br /></td></tr>
<tr class="separator:a4e6a85aa33971cb1def6f0f658ae738d inherit pub_methods_class_quant_lib_1_1_ibor_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_interest_rate_index"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_interest_rate_index')"><img src="closed.png" alt="-"/>&#160;Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td></tr>
<tr class="memitem:aeb7d1f996a04d11f4ac16b353657e930 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memItemLeft" align="right" valign="top"><a id="aeb7d1f996a04d11f4ac16b353657e930"></a>
&#160;</td><td class="memItemRight" valign="bottom"><b>InterestRateIndex</b> (const std::string &amp;familyName, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &amp;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> &amp;currency, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &amp;<a class="el" href="class_quant_lib_1_1_interest_rate_index.html#a50b393670cb5180b20b27beed91eb2bd">fixingCalendar</a>, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &amp;dayCounter)</td></tr>
<tr class="separator:aeb7d1f996a04d11f4ac16b353657e930 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a1d89c28bd42ba9a52da008bb69367171 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memItemLeft" align="right" valign="top">std::string&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interest_rate_index.html#a1d89c28bd42ba9a52da008bb69367171">name</a> () const</td></tr>
<tr class="memdesc:a1d89c28bd42ba9a52da008bb69367171 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="mdescLeft">&#160;</td><td class="mdescRight">Returns the name of the index.  <a href="class_quant_lib_1_1_interest_rate_index.html#a1d89c28bd42ba9a52da008bb69367171">More...</a><br /></td></tr>
<tr class="separator:a1d89c28bd42ba9a52da008bb69367171 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a50b393670cb5180b20b27beed91eb2bd inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memItemLeft" align="right" valign="top"><a id="a50b393670cb5180b20b27beed91eb2bd"></a>
<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a>&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interest_rate_index.html#a50b393670cb5180b20b27beed91eb2bd">fixingCalendar</a> () const</td></tr>
<tr class="memdesc:a50b393670cb5180b20b27beed91eb2bd inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="mdescLeft">&#160;</td><td class="mdescRight">returns the calendar defining valid fixing dates <br /></td></tr>
<tr class="separator:a50b393670cb5180b20b27beed91eb2bd inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a526581682e2dc610bc8337e62e87e001 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memItemLeft" align="right" valign="top"><a id="a526581682e2dc610bc8337e62e87e001"></a>
bool&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interest_rate_index.html#a526581682e2dc610bc8337e62e87e001">isValidFixingDate</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;fixingDate) const</td></tr>
<tr class="memdesc:a526581682e2dc610bc8337e62e87e001 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="mdescLeft">&#160;</td><td class="mdescRight">returns TRUE if the fixing date is a valid one <br /></td></tr>
<tr class="separator:a526581682e2dc610bc8337e62e87e001 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a700a136096f8caff21a6244efa074658 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a>&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interest_rate_index.html#a700a136096f8caff21a6244efa074658">fixing</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;fixingDate, bool forecastTodaysFixing=false) const</td></tr>
<tr class="memdesc:a700a136096f8caff21a6244efa074658 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="mdescLeft">&#160;</td><td class="mdescRight">returns the fixing at the given date  <a href="class_quant_lib_1_1_interest_rate_index.html#a700a136096f8caff21a6244efa074658">More...</a><br /></td></tr>
<tr class="separator:a700a136096f8caff21a6244efa074658 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memItemLeft" align="right" valign="top">void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interest_rate_index.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
<tr class="separator:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:af999e57407e5d904d620d62b593fd9a1 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memItemLeft" align="right" valign="top"><a id="af999e57407e5d904d620d62b593fd9a1"></a>
std::string&#160;</td><td class="memItemRight" valign="bottom"><b>familyName</b> () const</td></tr>
<tr class="separator:af999e57407e5d904d620d62b593fd9a1 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a893a77839fce3112da824bd5e08d5834 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memItemLeft" align="right" valign="top"><a id="a893a77839fce3112da824bd5e08d5834"></a>
<a class="el" href="class_quant_lib_1_1_period.html">Period</a>&#160;</td><td class="memItemRight" valign="bottom"><b>tenor</b> () const</td></tr>
<tr class="separator:a893a77839fce3112da824bd5e08d5834 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a3827f28c6ec62cd6e7ce8d6065c0f09b inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memItemLeft" align="right" valign="top"><a id="a3827f28c6ec62cd6e7ce8d6065c0f09b"></a>
<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a>&#160;</td><td class="memItemRight" valign="bottom"><b>fixingDays</b> () const</td></tr>
<tr class="separator:a3827f28c6ec62cd6e7ce8d6065c0f09b inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:af332d4af13288e8638f60fc7b1c96a93 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memItemLeft" align="right" valign="top"><a id="af332d4af13288e8638f60fc7b1c96a93"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a>&#160;</td><td class="memItemRight" valign="bottom"><b>fixingDate</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;valueDate) const</td></tr>
<tr class="separator:af332d4af13288e8638f60fc7b1c96a93 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:af76f29cb59135d7391d0dbee94d2e721 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memItemLeft" align="right" valign="top"><a id="af76f29cb59135d7391d0dbee94d2e721"></a>
const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>currency</b> () const</td></tr>
<tr class="separator:af76f29cb59135d7391d0dbee94d2e721 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:acbcdd847e0f9efae18c97da3f649a023 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memItemLeft" align="right" valign="top"><a id="acbcdd847e0f9efae18c97da3f649a023"></a>
const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>dayCounter</b> () const</td></tr>
<tr class="separator:acbcdd847e0f9efae18c97da3f649a023 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:ac16fa8a1c78faed3fce9524e8bd1cef7 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memItemLeft" align="right" valign="top"><a id="ac16fa8a1c78faed3fce9524e8bd1cef7"></a>
virtual <a class="el" href="class_quant_lib_1_1_date.html">Date</a>&#160;</td><td class="memItemRight" valign="bottom"><b>valueDate</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;fixingDate) const</td></tr>
<tr class="separator:ac16fa8a1c78faed3fce9524e8bd1cef7 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a7165392ffa4f80be839a6f7fde3cc7f1 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memItemLeft" align="right" valign="top"><a id="a7165392ffa4f80be839a6f7fde3cc7f1"></a>
virtual <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a>&#160;</td><td class="memItemRight" valign="bottom"><b>pastFixing</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;fixingDate) const</td></tr>
<tr class="separator:a7165392ffa4f80be839a6f7fde3cc7f1 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_index"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_index')"><img src="closed.png" alt="-"/>&#160;Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_index.html">Index</a></td></tr>
<tr class="memitem:adb5212d6af227d9d3d251bbf39ba11a6 inherit pub_methods_class_quant_lib_1_1_index"><td class="memItemLeft" align="right" valign="top"><a id="adb5212d6af227d9d3d251bbf39ba11a6"></a>
const <a class="el" href="class_quant_lib_1_1_time_series.html">TimeSeries</a>&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt; &amp;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#adb5212d6af227d9d3d251bbf39ba11a6">timeSeries</a> () const</td></tr>
<tr class="memdesc:adb5212d6af227d9d3d251bbf39ba11a6 inherit pub_methods_class_quant_lib_1_1_index"><td class="mdescLeft">&#160;</td><td class="mdescRight">returns the fixing <a class="el" href="class_quant_lib_1_1_time_series.html" title="Container for historical data.">TimeSeries</a> <br /></td></tr>
<tr class="separator:adb5212d6af227d9d3d251bbf39ba11a6 inherit pub_methods_class_quant_lib_1_1_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a4d511459f4bbc7cc8598b479d2ac4faf inherit pub_methods_class_quant_lib_1_1_index"><td class="memItemLeft" align="right" valign="top">virtual bool&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#a4d511459f4bbc7cc8598b479d2ac4faf">allowsNativeFixings</a> ()</td></tr>
<tr class="memdesc:a4d511459f4bbc7cc8598b479d2ac4faf inherit pub_methods_class_quant_lib_1_1_index"><td class="mdescLeft">&#160;</td><td class="mdescRight">check if index allows for native fixings.  <a href="class_quant_lib_1_1_index.html#a4d511459f4bbc7cc8598b479d2ac4faf">More...</a><br /></td></tr>
<tr class="separator:a4d511459f4bbc7cc8598b479d2ac4faf inherit pub_methods_class_quant_lib_1_1_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a7a90b939ae6213878841b3a7d08776bd inherit pub_methods_class_quant_lib_1_1_index"><td class="memItemLeft" align="right" valign="top">virtual void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#a7a90b939ae6213878841b3a7d08776bd">addFixing</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;fixingDate, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_index.html#a3fe8532d0a96ae0ba25ac781e150aa37">fixing</a>, bool forceOverwrite=false)</td></tr>
<tr class="memdesc:a7a90b939ae6213878841b3a7d08776bd inherit pub_methods_class_quant_lib_1_1_index"><td class="mdescLeft">&#160;</td><td class="mdescRight">stores the historical fixing at the given date  <a href="class_quant_lib_1_1_index.html#a7a90b939ae6213878841b3a7d08776bd">More...</a><br /></td></tr>
<tr class="separator:a7a90b939ae6213878841b3a7d08776bd inherit pub_methods_class_quant_lib_1_1_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a7508199daa86b2f60ad153454b944558 inherit pub_methods_class_quant_lib_1_1_index"><td class="memItemLeft" align="right" valign="top">void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#a7508199daa86b2f60ad153454b944558">addFixings</a> (const <a class="el" href="class_quant_lib_1_1_time_series.html">TimeSeries</a>&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt; &amp;t, bool forceOverwrite=false)</td></tr>
<tr class="memdesc:a7508199daa86b2f60ad153454b944558 inherit pub_methods_class_quant_lib_1_1_index"><td class="mdescLeft">&#160;</td><td class="mdescRight">stores historical fixings from a <a class="el" href="class_quant_lib_1_1_time_series.html" title="Container for historical data.">TimeSeries</a>  <a href="class_quant_lib_1_1_index.html#a7508199daa86b2f60ad153454b944558">More...</a><br /></td></tr>
<tr class="separator:a7508199daa86b2f60ad153454b944558 inherit pub_methods_class_quant_lib_1_1_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:ac5a81c6efaef1986836098611234389a inherit pub_methods_class_quant_lib_1_1_index"><td class="memTemplParams" colspan="2">template&lt;class DateIterator , class ValueIterator &gt; </td></tr>
<tr class="memitem:ac5a81c6efaef1986836098611234389a inherit pub_methods_class_quant_lib_1_1_index"><td class="memTemplItemLeft" align="right" valign="top">void&#160;</td><td class="memTemplItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#ac5a81c6efaef1986836098611234389a">addFixings</a> (DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin, bool forceOverwrite=false)</td></tr>
<tr class="memdesc:ac5a81c6efaef1986836098611234389a inherit pub_methods_class_quant_lib_1_1_index"><td class="mdescLeft">&#160;</td><td class="mdescRight">stores historical fixings at the given dates  <a href="class_quant_lib_1_1_index.html#ac5a81c6efaef1986836098611234389a">More...</a><br /></td></tr>
<tr class="separator:ac5a81c6efaef1986836098611234389a inherit pub_methods_class_quant_lib_1_1_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a45034f65c461ffc15eb4679b02dde6c1 inherit pub_methods_class_quant_lib_1_1_index"><td class="memItemLeft" align="right" valign="top"><a id="a45034f65c461ffc15eb4679b02dde6c1"></a>
void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#a45034f65c461ffc15eb4679b02dde6c1">clearFixings</a> ()</td></tr>
<tr class="memdesc:a45034f65c461ffc15eb4679b02dde6c1 inherit pub_methods_class_quant_lib_1_1_index"><td class="mdescLeft">&#160;</td><td class="mdescRight">clears all stored historical fixings <br /></td></tr>
<tr class="separator:a45034f65c461ffc15eb4679b02dde6c1 inherit pub_methods_class_quant_lib_1_1_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_observable"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observable')"><img src="closed.png" alt="-"/>&#160;Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td></tr>
<tr class="memitem:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a id="a840dd96e33a304cbf681d357de7f48d0"></a>
&#160;</td><td class="memItemRight" valign="bottom"><b>Observable</b> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &amp;)</td></tr>
<tr class="separator:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">operator=</a> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &amp;)</td></tr>
<tr class="separator:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top">void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a> ()</td></tr>
<tr class="separator:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/>&#160;Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="af6a9d3ca0b7f388f3b7ccb1eccf11f63"></a>
&#160;</td><td class="memItemRight" valign="bottom"><b>Observer</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &amp;)</td></tr>
<tr class="separator:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a6810b3645967da11d5f5d4804d37bacc inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a6810b3645967da11d5f5d4804d37bacc"></a>
<a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &amp;)</td></tr>
<tr class="separator:a6810b3645967da11d5f5d4804d37bacc inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:aa6ade205ed506bf712da2704f80a73a0 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="aa6ade205ed506bf712da2704f80a73a0"></a>
std::pair&lt; iterator, bool &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>registerWith</b> (const ext::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &gt; &amp;)</td></tr>
<tr class="separator:aa6ade205ed506bf712da2704f80a73a0 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a51d57eb97a3a57312a47bda29235f182">registerWithObservables</a> (const ext::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &gt; &amp;)</td></tr>
<tr class="separator:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a4ce7359ad0f73a54dba555be24855804 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a4ce7359ad0f73a54dba555be24855804"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a>&#160;</td><td class="memItemRight" valign="bottom"><b>unregisterWith</b> (const ext::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &gt; &amp;)</td></tr>
<tr class="separator:a4ce7359ad0f73a54dba555be24855804 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a0c19cb502f3b720b99b176ea6cc7e319 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a0c19cb502f3b720b99b176ea6cc7e319"></a>
void&#160;</td><td class="memItemRight" valign="bottom"><b>unregisterWithAll</b> ()</td></tr>
<tr class="separator:a0c19cb502f3b720b99b176ea6cc7e319 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">virtual void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a3d53f9669c128dadc74a5d044a7c8e68">deepUpdate</a> ()</td></tr>
<tr class="separator:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2">&#160;</td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pub_types_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/>&#160;Public Types inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:a78de5f2b6bce96d718e3c18b9f52d67c inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a78de5f2b6bce96d718e3c18b9f52d67c"></a>
typedef boost::unordered_set&lt; ext::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &gt; &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>set_type</b></td></tr>
<tr class="separator:a78de5f2b6bce96d718e3c18b9f52d67c inherit pub_types_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:ae98429250f6997df7b87f4b37454609e inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="ae98429250f6997df7b87f4b37454609e"></a>
typedef set_type::iterator&#160;</td><td class="memItemRight" valign="bottom"><b>iterator</b></td></tr>
<tr class="separator:ae98429250f6997df7b87f4b37454609e inherit pub_types_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="inherit_header pro_attribs_class_quant_lib_1_1_ibor_index"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_ibor_index')"><img src="closed.png" alt="-"/>&#160;Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a></td></tr>
<tr class="memitem:a80921adec5b2e5641608d33585ec2a17 inherit pro_attribs_class_quant_lib_1_1_ibor_index"><td class="memItemLeft" align="right" valign="top"><a id="a80921adec5b2e5641608d33585ec2a17"></a>
<a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a>&#160;</td><td class="memItemRight" valign="bottom"><b>convention_</b></td></tr>
<tr class="separator:a80921adec5b2e5641608d33585ec2a17 inherit pro_attribs_class_quant_lib_1_1_ibor_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:accfb2e6f0d4ec3fb0789e250aa3295ca inherit pro_attribs_class_quant_lib_1_1_ibor_index"><td class="memItemLeft" align="right" valign="top"><a id="accfb2e6f0d4ec3fb0789e250aa3295ca"></a>
<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;&#160;</td><td class="memItemRight" valign="bottom"><b>termStructure_</b></td></tr>
<tr class="separator:accfb2e6f0d4ec3fb0789e250aa3295ca inherit pro_attribs_class_quant_lib_1_1_ibor_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a0f9cce4f14d75f9e75dcba9a025ee764 inherit pro_attribs_class_quant_lib_1_1_ibor_index"><td class="memItemLeft" align="right" valign="top"><a id="a0f9cce4f14d75f9e75dcba9a025ee764"></a>
bool&#160;</td><td class="memItemRight" valign="bottom"><b>endOfMonth_</b></td></tr>
<tr class="separator:a0f9cce4f14d75f9e75dcba9a025ee764 inherit pro_attribs_class_quant_lib_1_1_ibor_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="inherit_header pro_attribs_class_quant_lib_1_1_interest_rate_index"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_interest_rate_index')"><img src="closed.png" alt="-"/>&#160;Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td></tr>
<tr class="memitem:acabfc12151f5d68c514dcea66310b07b inherit pro_attribs_class_quant_lib_1_1_interest_rate_index"><td class="memItemLeft" align="right" valign="top"><a id="acabfc12151f5d68c514dcea66310b07b"></a>
std::string&#160;</td><td class="memItemRight" valign="bottom"><b>familyName_</b></td></tr>
<tr class="separator:acabfc12151f5d68c514dcea66310b07b inherit pro_attribs_class_quant_lib_1_1_interest_rate_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a6f1e4aec3cba6f7cea92368273728ec8 inherit pro_attribs_class_quant_lib_1_1_interest_rate_index"><td class="memItemLeft" align="right" valign="top"><a id="a6f1e4aec3cba6f7cea92368273728ec8"></a>
<a class="el" href="class_quant_lib_1_1_period.html">Period</a>&#160;</td><td class="memItemRight" valign="bottom"><b>tenor_</b></td></tr>
<tr class="separator:a6f1e4aec3cba6f7cea92368273728ec8 inherit pro_attribs_class_quant_lib_1_1_interest_rate_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a7b5758dc357368c9bcb7920c66084351 inherit pro_attribs_class_quant_lib_1_1_interest_rate_index"><td class="memItemLeft" align="right" valign="top"><a id="a7b5758dc357368c9bcb7920c66084351"></a>
<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a>&#160;</td><td class="memItemRight" valign="bottom"><b>fixingDays_</b></td></tr>
<tr class="separator:a7b5758dc357368c9bcb7920c66084351 inherit pro_attribs_class_quant_lib_1_1_interest_rate_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a9b8209f252ea1344d7fa6de58bc1102a inherit pro_attribs_class_quant_lib_1_1_interest_rate_index"><td class="memItemLeft" align="right" valign="top"><a id="a9b8209f252ea1344d7fa6de58bc1102a"></a>
<a class="el" href="class_quant_lib_1_1_currency.html">Currency</a>&#160;</td><td class="memItemRight" valign="bottom"><b>currency_</b></td></tr>
<tr class="separator:a9b8209f252ea1344d7fa6de58bc1102a inherit pro_attribs_class_quant_lib_1_1_interest_rate_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a76c6c2d60ef1370e20bdf40a0e0ca642 inherit pro_attribs_class_quant_lib_1_1_interest_rate_index"><td class="memItemLeft" align="right" valign="top"><a id="a76c6c2d60ef1370e20bdf40a0e0ca642"></a>
<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>&#160;</td><td class="memItemRight" valign="bottom"><b>dayCounter_</b></td></tr>
<tr class="separator:a76c6c2d60ef1370e20bdf40a0e0ca642 inherit pro_attribs_class_quant_lib_1_1_interest_rate_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a4d739cc5d335052eb9f5b2ca559b81d1 inherit pro_attribs_class_quant_lib_1_1_interest_rate_index"><td class="memItemLeft" align="right" valign="top"><a id="a4d739cc5d335052eb9f5b2ca559b81d1"></a>
std::string&#160;</td><td class="memItemRight" valign="bottom"><b>name_</b></td></tr>
<tr class="separator:a4d739cc5d335052eb9f5b2ca559b81d1 inherit pro_attribs_class_quant_lib_1_1_interest_rate_index"><td class="memSeparator" colspan="2">&#160;</td></tr>
</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>3-months Bbsw index </p>
</div></div><!-- contents -->
<!-- HTML footer for doxygen 1.8.9.1-->
<!-- start footer part -->
<hr class="footer"/><address class="footer"><small>
Generated by <a href="http://www.doxygen.org/index.html">Doxygen</a>
1.8.20
</small></address>
</body>
</html>