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

Xibor Class Reference

#include <ql/Indexes/xibor.hpp>

Inheritance diagram for Xibor:

[legend]List of all members.

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Detailed Description

base class for LIBOR-like indexes

Public Member Functions
	Xibor (const std::string &familyName, Integer n, TimeUnit units, Integer settlementDays, const Currency &currency, const Calendar &calendar, BusinessDayConvention convention, const DayCounter &dayCounter, const Handle< YieldTermStructure > &h)
virtual Date	valueDate (const Date &fixingDate) const
virtual Date	maturityDate (const Date &valueDate) const
Index interface
Rate	fixing (const Date &fixingDate) const
	returns the fixing at the given date
Observer interface
void	update ()
Inspectors
std::string	name () const
	Returns the name of the index.
Period	tenor () const
Frequency	frequency () const
Integer	settlementDays () const
const Currency &	currency () const
Calendar	calendar () const
bool	isAdjusted () const
BusinessDayConvention	businessDayConvention () const
DayCounter	dayCounter () const
boost::shared_ptr< YieldTermStructure >	termStructure () const
Protected Attributes
std::string	familyName_
Integer	n_
TimeUnit	units_
Integer	settlementDays_
Currency	currency_
Calendar	calendar_
BusinessDayConvention	convention_
DayCounter	dayCounter_
Handle< YieldTermStructure >	termStructure_

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Member Function Documentation

Rate fixing (  const Date &  fixingDate  )  const [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. Implements Index.

void update (   )  [virtual]

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. Implements Observer.

std::string name (   )  const [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. Implements Index.

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