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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

/*! \file index.hpp
    \brief purely virtual base class for indexes

#ifndef quantlib_index_hpp
#define quantlib_index_hpp

#include <ql/calendar.hpp>
#include <ql/currency.hpp>
#include <ql/daycounter.hpp>
#include <ql/Patterns/observable.hpp>

namespace QuantLib {

    //! purely virtual base class for indexes
00035     class Index : public Observable {
        virtual ~Index() {}
        //! Returns the name of the index.
        /*! \warning This method is used for output and comparison between
            It is <b>not</b> meant to be used for writing switch-on-type code.
        virtual std::string name() const = 0;
        /*! \brief 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.
        virtual Rate fixing(const Date& fixingDate) const = 0;



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