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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_interest_rate_index.html">InterestRateIndex</a></li> </ul>
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<div class="header">
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<a href="#pub-methods">Public Member Functions</a> |
<a href="class_quant_lib_1_1_interest_rate_index-members.html">List of all members</a> </div>
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<div class="title">InterestRateIndex Class Reference<span class="mlabels"><span class="mlabel">abstract</span></span></div> </div>
</div><!--header-->
<div class="contents">
<p>base class for interest rate indexes
<a href="class_quant_lib_1_1_interest_rate_index.html#details">More...</a></p>
<p><code>#include <ql/indexes/interestrateindex.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 InterestRateIndex:</div>
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<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:aeb7d1f996a04d11f4ac16b353657e930"><td class="memItemLeft" align="right" valign="top"><a id="aeb7d1f996a04d11f4ac16b353657e930"></a>
 </td><td class="memItemRight" valign="bottom"><b>InterestRateIndex</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#a50b393670cb5180b20b27beed91eb2bd">fixingCalendar</a>, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter)</td></tr>
<tr class="separator:aeb7d1f996a04d11f4ac16b353657e930"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">Index interface</div></td></tr>
<tr class="memitem:a1d89c28bd42ba9a52da008bb69367171"><td class="memItemLeft" align="right" valign="top">std::string </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"><td class="mdescLeft"> </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"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a50b393670cb5180b20b27beed91eb2bd"><td class="memItemLeft" align="right" valign="top"><a id="a50b393670cb5180b20b27beed91eb2bd"></a>
<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_interest_rate_index.html#a50b393670cb5180b20b27beed91eb2bd">fixingCalendar</a> () const</td></tr>
<tr class="memdesc:a50b393670cb5180b20b27beed91eb2bd"><td class="mdescLeft"> </td><td class="mdescRight">returns the calendar defining valid fixing dates <br /></td></tr>
<tr class="separator:a50b393670cb5180b20b27beed91eb2bd"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a526581682e2dc610bc8337e62e87e001"><td class="memItemLeft" align="right" valign="top"><a id="a526581682e2dc610bc8337e62e87e001"></a>
bool </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> &fixingDate) const</td></tr>
<tr class="memdesc:a526581682e2dc610bc8337e62e87e001"><td class="mdescLeft"> </td><td class="mdescRight">returns TRUE if the fixing date is a valid one <br /></td></tr>
<tr class="separator:a526581682e2dc610bc8337e62e87e001"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a700a136096f8caff21a6244efa074658"><td class="memItemLeft" align="right" valign="top"><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_interest_rate_index.html#a700a136096f8caff21a6244efa074658">fixing</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &fixingDate, bool forecastTodaysFixing=false) const</td></tr>
<tr class="memdesc:a700a136096f8caff21a6244efa074658"><td class="mdescLeft"> </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"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">Observer interface</div></td></tr>
<tr class="memitem:ac5c54df7ed3b930268c8d7752c101725"><td class="memItemLeft" align="right" valign="top">void </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"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">Inspectors</div></td></tr>
<tr class="memitem:af999e57407e5d904d620d62b593fd9a1"><td class="memItemLeft" align="right" valign="top"><a id="af999e57407e5d904d620d62b593fd9a1"></a>
std::string </td><td class="memItemRight" valign="bottom"><b>familyName</b> () const</td></tr>
<tr class="separator:af999e57407e5d904d620d62b593fd9a1"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a893a77839fce3112da824bd5e08d5834"><td class="memItemLeft" align="right" valign="top"><a id="a893a77839fce3112da824bd5e08d5834"></a>
<a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><b>tenor</b> () const</td></tr>
<tr class="separator:a893a77839fce3112da824bd5e08d5834"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a3827f28c6ec62cd6e7ce8d6065c0f09b"><td class="memItemLeft" align="right" valign="top"><a id="a3827f28c6ec62cd6e7ce8d6065c0f09b"></a>
<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> </td><td class="memItemRight" valign="bottom"><b>fixingDays</b> () const</td></tr>
<tr class="separator:a3827f28c6ec62cd6e7ce8d6065c0f09b"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:af332d4af13288e8638f60fc7b1c96a93"><td class="memItemLeft" align="right" valign="top"><a id="af332d4af13288e8638f60fc7b1c96a93"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>fixingDate</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &valueDate) const</td></tr>
<tr class="separator:af332d4af13288e8638f60fc7b1c96a93"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:af76f29cb59135d7391d0dbee94d2e721"><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> & </td><td class="memItemRight" valign="bottom"><b>currency</b> () const</td></tr>
<tr class="separator:af76f29cb59135d7391d0dbee94d2e721"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:acbcdd847e0f9efae18c97da3f649a023"><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> & </td><td class="memItemRight" valign="bottom"><b>dayCounter</b> () const</td></tr>
<tr class="separator:acbcdd847e0f9efae18c97da3f649a023"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">Date calculations</div></td></tr>
<tr><td colspan="2"><div class="groupText"><p>These method can be overridden to implement particular conventions (e.g. EurLibor) </p>
</div></td></tr>
<tr class="memitem:ac16fa8a1c78faed3fce9524e8bd1cef7"><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> </td><td class="memItemRight" valign="bottom"><b>valueDate</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &fixingDate) const</td></tr>
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<tr class="memitem:a272504b2735ffa618889e575d93212a9"><td class="memItemLeft" align="right" valign="top"><a id="a272504b2735ffa618889e575d93212a9"></a>
virtual <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 =0</td></tr>
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<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="-"/> 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>< <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 inherit pub_methods_class_quant_lib_1_1_index"><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 inherit pub_methods_class_quant_lib_1_1_index"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4d511459f4bbc7cc8598b479d2ac4faf inherit pub_methods_class_quant_lib_1_1_index"><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 inherit pub_methods_class_quant_lib_1_1_index"><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 inherit pub_methods_class_quant_lib_1_1_index"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a7a90b939ae6213878841b3a7d08776bd inherit pub_methods_class_quant_lib_1_1_index"><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 inherit pub_methods_class_quant_lib_1_1_index"><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>
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<tr class="memitem:a7508199daa86b2f60ad153454b944558 inherit pub_methods_class_quant_lib_1_1_index"><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 inherit pub_methods_class_quant_lib_1_1_index"><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>
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<tr class="memitem:ac5a81c6efaef1986836098611234389a inherit pub_methods_class_quant_lib_1_1_index"><td class="memTemplParams" colspan="2">template<class DateIterator , class ValueIterator > </td></tr>
<tr class="memitem:ac5a81c6efaef1986836098611234389a inherit pub_methods_class_quant_lib_1_1_index"><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 inherit pub_methods_class_quant_lib_1_1_index"><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 inherit pub_methods_class_quant_lib_1_1_index"><td class="memSeparator" colspan="2"> </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 </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"> </td><td class="mdescRight">clears all stored historical fixings <br /></td></tr>
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<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>
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<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>
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<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>
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<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="-"/> 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>
 </td><td class="memItemRight" valign="bottom"><b>Observer</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
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<a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> & </td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
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std::pair< iterator, bool > </td><td class="memItemRight" valign="bottom"><b>registerWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
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<tr class="memitem:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a51d57eb97a3a57312a47bda29235f182">registerWithObservables</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> > &)</td></tr>
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<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>unregisterWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>unregisterWithAll</b> ()</td></tr>
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<tr class="memitem:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a3d53f9669c128dadc74a5d044a7c8e68">deepUpdate</a> ()</td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
Fixing calculations</h2></td></tr>
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std::string </td><td class="memItemRight" valign="bottom"><b>familyName_</b></td></tr>
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<a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><b>tenor_</b></td></tr>
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<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> </td><td class="memItemRight" valign="bottom"><b>fixingDays_</b></td></tr>
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<tr class="memitem:a9b8209f252ea1344d7fa6de58bc1102a"><td class="memItemLeft" align="right" valign="top"><a id="a9b8209f252ea1344d7fa6de58bc1102a"></a>
<a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> </td><td class="memItemRight" valign="bottom"><b>currency_</b></td></tr>
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<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> </td><td class="memItemRight" valign="bottom"><b>dayCounter_</b></td></tr>
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std::string </td><td class="memItemRight" valign="bottom"><b>name_</b></td></tr>
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<tr class="memitem:a068334de0e963b4134d832cf035b3e03"><td class="memItemLeft" align="right" valign="top"><a id="a068334de0e963b4134d832cf035b3e03"></a>
virtual <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_interest_rate_index.html#a068334de0e963b4134d832cf035b3e03">forecastFixing</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &fixingDate) const =0</td></tr>
<tr class="memdesc:a068334de0e963b4134d832cf035b3e03"><td class="mdescLeft"> </td><td class="mdescRight">It can be overridden to implement particular conventions. <br /></td></tr>
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virtual <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>pastFixing</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &fixingDate) const</td></tr>
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</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="-"/> 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< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > > </td><td class="memItemRight" valign="bottom"><b>set_type</b></td></tr>
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<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 </td><td class="memItemRight" valign="bottom"><b>iterator</b></td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>base class for interest rate indexes </p>
</div><h2 class="groupheader">Member Function Documentation</h2>
<a id="a1d89c28bd42ba9a52da008bb69367171"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a1d89c28bd42ba9a52da008bb69367171">◆ </a></span>name()</h2>
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<td class="memname">std::string name </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>Implements <a class="el" href="class_quant_lib_1_1_index.html#a7f04e718c6856c4d3d77a496b6acad0d">Index</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#a700a136096f8caff21a6244efa074658">◆ </a></span>fixing()</h2>
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<td class="memname"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> fixing </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>fixingDate</em>, </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>Implements <a class="el" href="class_quant_lib_1_1_index.html#a3fe8532d0a96ae0ba25ac781e150aa37">Index</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#ac5c54df7ed3b930268c8d7752c101725">◆ </a></span>update()</h2>
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<td class="memname">void update </td>
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<p>This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes. </p>
<p>Implements <a class="el" href="class_quant_lib_1_1_observer.html#a99b02345a8a15d3c5ea2844a2253f510">Observer</a>.</p>
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