QuantLib 0.3.12

http://quantlib.org

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Getting started

• Introduction
• Project overview
• Where to get QuantLib
• Installation
• Configuration
• Usage
• Frequently asked questions
• Version history
• Additional resources
• The QuantLib group
• Copyright and license

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Reference manual

• Modules
• Class Hierarchy
• Compound List
• File List
• Compound Members
• File Members
• Todo List
• Known Bugs
• Caveats
• Test Suite
• Deprecated Features
• Examples

Index Class Reference

#include <ql/index.hpp>

Inheritance diagram for Index:

[legend]List of all members.

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Detailed Description

purely virtual base class for indexes

Public Member Functions
virtual std::string	name () const =0
	Returns the name of the index.
virtual Rate	fixing (const Date &fixingDate) const =0
	returns the fixing at the given date

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Member Function Documentation

virtual std::string name (   )  const [pure virtual]

Returns the name of the index. Warning: This method is used for output and comparison between indexes. It is not meant to be used for writing switch-on-type code. Implemented in Xibor.

virtual Rate fixing (  const Date &  fixingDate  )  const [pure virtual]

returns the fixing at the given date Note: any date passed as arguments must be a value date, i.e., the real calendar date advanced by a number of settlement days. Implemented in Xibor.

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