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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_robor.html">Robor</a></li> </ul>
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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">Robor Class Reference</div> </div>
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<p>ROBOR rate
<a href="class_quant_lib_1_1_robor.html#details">More...</a></p>
<p><code>#include <ql/indexes/ibor/robor.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 Robor:</div>
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<div class="center"><img src="class_quant_lib_1_1_robor__inherit__graph.png" border="0" usemap="#a_robor_inherit__map" alt="Inheritance graph"/></div>
<map name="_robor_inherit__map" id="a_robor_inherit__map">
<area shape="rect" title="ROBOR rate" alt="" coords="40,155,97,181"/>
<area shape="rect" href="class_quant_lib_1_1_ibor_index.html" title="base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.)" alt="" coords="31,80,107,107"/>
<area shape="rect" href="class_quant_lib_1_1_interest_rate_index.html" title="base class for interest rate indexes" alt="" coords="5,5,132,32"/>
</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:afc4af8d25b94c720bf944c710136cf3e"><td class="memItemLeft" align="right" valign="top"><a id="afc4af8d25b94c720bf944c710136cf3e"></a>
 </td><td class="memItemRight" valign="bottom"><b>Robor</b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &tenor, 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 class="separator:afc4af8d25b94c720bf944c710136cf3e"><td class="memSeparator" colspan="2"> </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="-"/> 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>
 </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#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> &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 class="separator:ac4c5fa744aa616d1eef9066ce19e12d7 inherit pub_methods_class_quant_lib_1_1_ibor_index"><td class="memSeparator" colspan="2"> </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> </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 class="separator:aa2991ad8ee441e6ee72b5205c5a6d362 inherit pub_methods_class_quant_lib_1_1_ibor_index"><td class="memSeparator" colspan="2"> </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> </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> &fixingDate) const</td></tr>
<tr class="memdesc:a056ec4c762f53362db03efc14d4318f0 inherit pub_methods_class_quant_lib_1_1_ibor_index"><td class="mdescLeft"> </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"> </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> </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"> </td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>endOfMonth</b> () const</td></tr>
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<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>< <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#a57dc9ad6cf9fb60c930694af17304ef4">forwardingTermStructure</a> () const</td></tr>
<tr class="memdesc:a57dc9ad6cf9fb60c930694af17304ef4 inherit pub_methods_class_quant_lib_1_1_ibor_index"><td class="mdescLeft"> </td><td class="mdescRight">the curve used to forecast fixings <br /></td></tr>
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<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< <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#a4e6a85aa33971cb1def6f0f658ae738d">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 class="memdesc:a4e6a85aa33971cb1def6f0f658ae738d inherit pub_methods_class_quant_lib_1_1_ibor_index"><td class="mdescLeft"> </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"> </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="-"/> 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>
 </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>
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<tr class="memitem:a1d89c28bd42ba9a52da008bb69367171 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><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 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><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 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="memSeparator" colspan="2"> </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> </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"> </td><td class="mdescRight">returns the calendar defining valid fixing dates <br /></td></tr>
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<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 </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 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><td class="mdescLeft"> </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"> </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> </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 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><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>
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<tr class="memitem:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_interest_rate_index"><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>
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std::string </td><td class="memItemRight" valign="bottom"><b>familyName</b> () const</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> () const</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> () const</td></tr>
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<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>
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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>
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<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> & </td><td class="memItemRight" valign="bottom"><b>dayCounter</b> () const</td></tr>
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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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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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<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>
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<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>
<tr class="separator:a7a90b939ae6213878841b3a7d08776bd inherit pub_methods_class_quant_lib_1_1_index"><td class="memSeparator" colspan="2"> </td></tr>
<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>
<tr class="separator:a7508199daa86b2f60ad153454b944558 inherit pub_methods_class_quant_lib_1_1_index"><td class="memSeparator" colspan="2"> </td></tr>
<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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<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> </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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<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 </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="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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<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="-"/> 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> </td><td class="memItemRight" valign="bottom"><b>convention_</b></td></tr>
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<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>< <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>
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<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 </td><td class="memItemRight" valign="bottom"><b>endOfMonth_</b></td></tr>
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<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="-"/> 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 </td><td class="memItemRight" valign="bottom"><b>familyName_</b></td></tr>
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<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> </td><td class="memItemRight" valign="bottom"><b>tenor_</b></td></tr>
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<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> </td><td class="memItemRight" valign="bottom"><b>fixingDays_</b></td></tr>
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<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> </td><td class="memItemRight" valign="bottom"><b>currency_</b></td></tr>
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<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> </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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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>ROBOR rate </p>
<p>Romanian Interbank Offered Rate fixed by BNR.</p>
<p>Conventions are taken from <a href="http://www.bnr.ro/files/d/Legislatie/En/RRR.pdf">http://www.bnr.ro/files/d/Legislatie/En/RRR.pdf</a></p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000048">Warning:</a></b></dt><dd>Roll convention and EoM not yet checked. </dd></dl>
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