Xibor Class Reference
#include <ql/Indexes/xibor.hpp>
Inheritance diagram for Xibor:

Detailed Description
base class for LIBOR-like indexes
- Todo:
- add methods returning InterestRate
Public Member Functions | |
| Xibor (const std::string &familyName, const Period &tenor, Integer settlementDays, const Currency ¤cy, const Calendar &calendar, BusinessDayConvention convention, const DayCounter &dayCounter, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) | |
InterestRateIndex interface | |
| Rate | forecastFixing (const Date &fixingDate) const |
| boost::shared_ptr< YieldTermStructure > | termStructure () const |
Inspectors | |
| Frequency | frequency () const |
| bool | isAdjusted () const |
| BusinessDayConvention | businessDayConvention () const |
Date calculations | |
| Date | maturityDate (const Date &valueDate) const |
Protected Attributes | |
| BusinessDayConvention | convention_ |
| Handle< YieldTermStructure > | termStructure_ |
Member Function Documentation
| Frequency frequency | ( | ) | const |
- Deprecated:
- use tenor() instead