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

 Copyright (C) 2006, 2007 StatPro Italia 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.

#include <ql/index.hpp>

namespace QuantLib {

00024     void Index::addFixing(const Date& fixingDate,
                          Real fixing,
                          bool forceOverwrite) {
        addFixings(&fixingDate, (&fixingDate)+1,

00032     void Index::addFixings(const TimeSeries<Real>& t,
                           bool forceOverwrite) {
        // is there a way of iterating over dates and values
        // without having to make a copy?
        std::vector<Date> dates = t.dates();
        std::vector<Real> values = t.values();
        addFixings(dates.begin(), dates.end(),

00043     void Index::clearFixings() {


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