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<div id="projectbrief">A free/open-source library for quantitative finance</div>
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<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_index.html">Index</a></li> </ul>
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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">Index Class Reference<span class="mlabels"><span class="mlabel">abstract</span></span></div> </div>
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<p>purely virtual base class for indexes
<a href="class_quant_lib_1_1_index.html#details">More...</a></p>
<p><code>#include <ql/index.hpp></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 Index:</div>
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<area shape="rect" title="purely virtual base class for indexes" alt="" coords="305,80,360,107"/>
<area shape="rect" href="class_quant_lib_1_1_inflation_index.html" title="Base class for inflation-rate indexes,." alt="" coords="167,155,267,181"/>
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<area shape="rect" href="class_quant_lib_1_1_observable.html" title="Object that notifies its changes to a set of observers." alt="" coords="289,5,377,32"/>
<area shape="rect" href="class_quant_lib_1_1_yo_y_inflation_index.html" title="Base class for year-on-year inflation indices." alt="" coords="5,229,129,256"/>
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<area shape="rect" href="class_quant_lib_1_1_swap_index.html" title="base class for swap-rate indexes" alt="" coords="512,229,599,256"/>
<area shape="rect" href="class_quant_lib_1_1_swap_spread_index.html" title="class for swap-rate spread indexes" alt="" coords="623,229,751,256"/>
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<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:a7f04e718c6856c4d3d77a496b6acad0d"><td class="memItemLeft" align="right" valign="top">virtual std::string </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#a7f04e718c6856c4d3d77a496b6acad0d">name</a> () const =0</td></tr>
<tr class="memdesc:a7f04e718c6856c4d3d77a496b6acad0d"><td class="mdescLeft"> </td><td class="mdescRight">Returns the name of the index. <a href="class_quant_lib_1_1_index.html#a7f04e718c6856c4d3d77a496b6acad0d">More...</a><br /></td></tr>
<tr class="separator:a7f04e718c6856c4d3d77a496b6acad0d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a017c78ebe125418dde1aacb7c610265a"><td class="memItemLeft" align="right" valign="top"><a id="a017c78ebe125418dde1aacb7c610265a"></a>
virtual <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#a017c78ebe125418dde1aacb7c610265a">fixingCalendar</a> () const =0</td></tr>
<tr class="memdesc:a017c78ebe125418dde1aacb7c610265a"><td class="mdescLeft"> </td><td class="mdescRight">returns the calendar defining valid fixing dates <br /></td></tr>
<tr class="separator:a017c78ebe125418dde1aacb7c610265a"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:abaaf5b4d83d8e96c321a71b3eec62a78"><td class="memItemLeft" align="right" valign="top"><a id="abaaf5b4d83d8e96c321a71b3eec62a78"></a>
virtual bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#abaaf5b4d83d8e96c321a71b3eec62a78">isValidFixingDate</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &fixingDate) const =0</td></tr>
<tr class="memdesc:abaaf5b4d83d8e96c321a71b3eec62a78"><td class="mdescLeft"> </td><td class="mdescRight">returns TRUE if the fixing date is a valid one <br /></td></tr>
<tr class="separator:abaaf5b4d83d8e96c321a71b3eec62a78"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a3fe8532d0a96ae0ba25ac781e150aa37"><td class="memItemLeft" align="right" valign="top">virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#a3fe8532d0a96ae0ba25ac781e150aa37">fixing</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &fixingDate, bool forecastTodaysFixing=false) const =0</td></tr>
<tr class="memdesc:a3fe8532d0a96ae0ba25ac781e150aa37"><td class="mdescLeft"> </td><td class="mdescRight">returns the fixing at the given date <a href="class_quant_lib_1_1_index.html#a3fe8532d0a96ae0ba25ac781e150aa37">More...</a><br /></td></tr>
<tr class="separator:a3fe8532d0a96ae0ba25ac781e150aa37"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:adb5212d6af227d9d3d251bbf39ba11a6"><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>< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > & </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"><td class="mdescLeft"> </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"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4d511459f4bbc7cc8598b479d2ac4faf"><td class="memItemLeft" align="right" valign="top">virtual bool </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"><td class="mdescLeft"> </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"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a7a90b939ae6213878841b3a7d08776bd"><td class="memItemLeft" align="right" valign="top">virtual void </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> &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"><td class="mdescLeft"> </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"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a7508199daa86b2f60ad153454b944558"><td class="memItemLeft" align="right" valign="top">void </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>< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &t, bool forceOverwrite=false)</td></tr>
<tr class="memdesc:a7508199daa86b2f60ad153454b944558"><td class="mdescLeft"> </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"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac5a81c6efaef1986836098611234389a"><td class="memTemplParams" colspan="2">template<class DateIterator , class ValueIterator > </td></tr>
<tr class="memitem:ac5a81c6efaef1986836098611234389a"><td class="memTemplItemLeft" align="right" valign="top">void </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"><td class="mdescLeft"> </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"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a45034f65c461ffc15eb4679b02dde6c1"><td class="memItemLeft" align="right" valign="top"><a id="a45034f65c461ffc15eb4679b02dde6c1"></a>
void </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"><td class="mdescLeft"> </td><td class="mdescRight">clears all stored historical fixings <br /></td></tr>
<tr class="separator:a45034f65c461ffc15eb4679b02dde6c1"><td class="memSeparator" colspan="2"> </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="-"/> 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>
 </td><td class="memItemRight" valign="bottom"><b>Observable</b> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
<tr class="separator:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </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> & </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> &)</td></tr>
<tr class="separator:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top">void </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"> </td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>purely virtual base class for indexes </p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000037">Warning:</a></b></dt><dd>this class performs no check that the provided/requested fixings are for dates in the past, i.e. for dates less than or equal to the evaluation date. It is up to the client code to take care of possible inconsistencies due to "seeing in the
future" </dd></dl>
</div><h2 class="groupheader">Member Function Documentation</h2>
<a id="a7f04e718c6856c4d3d77a496b6acad0d"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a7f04e718c6856c4d3d77a496b6acad0d">◆ </a></span>name()</h2>
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<td class="memname">virtual std::string name </td>
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<td class="paramname"></td><td>)</td>
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<span class="mlabels"><span class="mlabel">pure virtual</span></span> </td>
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<p>Returns the name of the index. </p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000038">Warning:</a></b></dt><dd>This method is used for output and comparison between indexes. It is <b>not</b> meant to be used for writing switch-on-type code. </dd></dl>
<p>Implemented in <a class="el" href="class_quant_lib_1_1_interest_rate_index.html#a1d89c28bd42ba9a52da008bb69367171">InterestRateIndex</a>, and <a class="el" href="class_quant_lib_1_1_inflation_index.html#a1d89c28bd42ba9a52da008bb69367171">InflationIndex</a>.</p>
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<a id="a3fe8532d0a96ae0ba25ac781e150aa37"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a3fe8532d0a96ae0ba25ac781e150aa37">◆ </a></span>fixing()</h2>
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<td class="memname">virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> fixing </td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>fixingDate</em>, </td>
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<td class="paramtype">bool </td>
<td class="paramname"><em>forecastTodaysFixing</em> = <code>false</code> </td>
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<p>returns the fixing at the given date </p>
<p>the date passed as arguments must be the actual calendar date of the fixing; no settlement days must be used. </p>
<p>Implemented in <a class="el" href="class_quant_lib_1_1_inflation_index.html#ab2e953a50a4d61d840d72c13c4789ea6">InflationIndex</a>, <a class="el" href="class_quant_lib_1_1_interest_rate_index.html#a700a136096f8caff21a6244efa074658">InterestRateIndex</a>, <a class="el" href="class_quant_lib_1_1_yo_y_inflation_index.html#a700a136096f8caff21a6244efa074658">YoYInflationIndex</a>, and <a class="el" href="class_quant_lib_1_1_zero_inflation_index.html#a700a136096f8caff21a6244efa074658">ZeroInflationIndex</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#a4d511459f4bbc7cc8598b479d2ac4faf">◆ </a></span>allowsNativeFixings()</h2>
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<td class="memname">virtual bool allowsNativeFixings </td>
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<p>check if index allows for native fixings. </p>
<p>If this returns false, calls to addFixing and similar methods will raise an exception. </p>
<p>Reimplemented in <a class="el" href="class_quant_lib_1_1_swap_spread_index.html#aea5f974bf144125ae4971fe3f6089db1">SwapSpreadIndex</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#a7a90b939ae6213878841b3a7d08776bd">◆ </a></span>addFixing()</h2>
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<td class="memname">virtual void addFixing </td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>fixingDate</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>fixing</em>, </td>
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<td class="paramtype">bool </td>
<td class="paramname"><em>forceOverwrite</em> = <code>false</code> </td>
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<p>stores the historical fixing at the given date </p>
<p>the date passed as arguments must be the actual calendar date of the fixing; no settlement days must be used. </p>
<p>Reimplemented in <a class="el" href="class_quant_lib_1_1_inflation_index.html#aa8992ffa6a24397eda41c2a7ac458c97">InflationIndex</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#a7508199daa86b2f60ad153454b944558">◆ </a></span>addFixings() <span class="overload">[1/2]</span></h2>
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<td class="memname">void addFixings </td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_time_series.html">TimeSeries</a>< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > & </td>
<td class="paramname"><em>t</em>, </td>
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<td class="paramtype">bool </td>
<td class="paramname"><em>forceOverwrite</em> = <code>false</code> </td>
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<p>stores historical fixings from a <a class="el" href="class_quant_lib_1_1_time_series.html" title="Container for historical data.">TimeSeries</a> </p>
<p>the dates in the <a class="el" href="class_quant_lib_1_1_time_series.html" title="Container for historical data.">TimeSeries</a> must be the actual calendar dates of the fixings; no settlement days must be used. </p>
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<h2 class="memtitle"><span class="permalink"><a href="#ac5a81c6efaef1986836098611234389a">◆ </a></span>addFixings() <span class="overload">[2/2]</span></h2>
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<td class="memname">void addFixings </td>
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<td class="paramtype">DateIterator </td>
<td class="paramname"><em>dBegin</em>, </td>
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<td class="paramtype">DateIterator </td>
<td class="paramname"><em>dEnd</em>, </td>
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<td class="paramtype">ValueIterator </td>
<td class="paramname"><em>vBegin</em>, </td>
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<td class="paramtype">bool </td>
<td class="paramname"><em>forceOverwrite</em> = <code>false</code> </td>
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<p>stores historical fixings at the given dates </p>
<p>the dates passed as arguments must be the actual calendar dates of the fixings; no settlement days must be used. </p>
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