QuantLib::EuriborSW Class Reference

#include <euribor.hpp>

List of all members.

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Detailed Description

1-week Euribor index

Definition at line 85 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
	EuriborSW (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 Currency &	currency () 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< YieldTermStructure >	termStructure_

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

• QuantLib-0.3.13/ql/Indexes/euribor.hpp