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QuantLib::Euribor9M Class Reference

#include <euribor.hpp>

Inheritance diagram for QuantLib::Euribor9M:

QuantLib::Euribor QuantLib::Xibor QuantLib::Index QuantLib::Observer QuantLib::Observable

List of all members.


Detailed Description

9-months Euribor index

Definition at line 173 of file euribor.hpp.


Public Member Functions

void addFixing (const Date &fixingDate, Rate fixing)
 stores the historical fixing at the given date
template<class DateIterator, class ValueIterator>
void addFixings (DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin)
 stores historical fixings at the given dates
 Euribor9M (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
void notifyObservers ()
void registerWith (const boost::shared_ptr< Observable > &)
void unregisterWith (const boost::shared_ptr< Observable > &)
Inspectors
BusinessDayConvention businessDayConvention () const
Calendar calendar () const
const Currencycurrency () const
DayCounter dayCounter () const
std::string familyName () const
Frequency frequency () const
bool isAdjusted () const
std::string name () const
 Returns the name of the index.
Integer settlementDays () const
Period tenor () const
boost::shared_ptr
< YieldTermStructure
termStructure () const
Index interface
Rate fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const
 returns the fixing at the given date
Date calculations
These methods can be overridden to implement particular conventions

virtual Date maturityDate (const Date &valueDate) const
virtual Date valueDate (const Date &fixingDate) const
Observer interface
void update ()

Protected Attributes

Calendar calendar_
BusinessDayConvention convention_
Currency currency_
DayCounter dayCounter_
std::string familyName_
Integer settlementDays_
Period tenor_
Handle< YieldTermStructuretermStructure_

The documentation for this class was generated from the following file:

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