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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_index.html">Index</a></div>
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_index.html">Index</a></div>
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<h1>Index Class Reference</h1><!-- doxytag: class="QuantLib::Index" --><!-- doxytag: inherits="QuantLib::Observable" --><code>#include <ql/index.hpp></code>
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Inheritance diagram for Index:<p><center><img src="class_quant_lib_1_1_index__inherit__graph.png" border="0" usemap="#_index__inherit__map" alt="Inheritance graph"></center>
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<div class="dynheader">
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Inheritance diagram for Index:</div>
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<div class="dynsection">
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<p><center><img src="class_quant_lib_1_1_index__inherit__graph.png" border="0" usemap="#_index__inherit__map" alt="Inheritance graph"></center>
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<map name="_index__inherit__map">
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<area shape="rect" href="class_quant_lib_1_1_interest_rate_index.html" title="base class for interest rate indexes" alt="" coords="829,156,971,180"><area shape="rect" href="class_quant_lib_1_1_observable.html" title="Object that notifies its changes to a set of observables." alt="" coords="851,7,949,31"><area shape="rect" href="class_quant_lib_1_1_ibor_index.html" title="base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.)" alt="" coords="425,231,511,255"><area shape="rect" href="class_quant_lib_1_1_swap_index.html" title="base class for swap-rate indexes" alt="" coords="1245,231,1341,255"><area shape="rect" href="class_quant_lib_1_1_cdor.html" title="CDOR rate" alt="" coords="5,305,59,329"><area shape="rect" href="class_quant_lib_1_1_euribor.html" title="Euribor index" alt="" coords="83,305,152,329"><area shape="rect" href="class_quant_lib_1_1_euribor365.html" title="Actual/365 Euribor index." alt="" coords="176,305,272,329"><area shape="rect" href="class_quant_lib_1_1_e_u_r_libor.html" title="EUR LIBOR rate" alt="" coords="296,305,379,329"><area shape="rect" href="class_quant_lib_1_1_jibar.html" title="JIBAR rate" alt="" coords="403,305,456,329"><area shape="rect" href="class_quant_lib_1_1_libor.html" title="base class for all BBA LIBOR indexes but the EUR ones" alt="" coords="480,305,536,329"><area shape="rect" href="class_quant_lib_1_1_tibor.html" title="JPY TIBOR index" alt="" coords="560,305,616,329"><area shape="rect" href="class_quant_lib_1_1_t_r_libor.html" title="TRY LIBOR rate" alt="" coords="640,305,715,329"><area shape="rect" href="class_quant_lib_1_1_zibor.html" title="CHF ZIBOR rate" alt="" coords="739,305,795,329"><area shape="rect" href="class_quant_lib_1_1_euribor_swap_fix_avs3_m.html" title="EuriborSwapFixA vs 3M index base class" alt="" coords="819,305,989,329"><area shape="rect" href="class_quant_lib_1_1_euribor_swap_fix_avs6_m.html" title="EuriborSwapFixA vs 6M index base class" alt="" coords="1013,305,1184,329"><area shape="rect" href="class_quant_lib_1_1_euribor_swap_fix_bvs3_m.html" title="EuriborSwapFixB vs 3M index base class" alt="" coords="1208,305,1379,329"><area shape="rect" href="class_quant_lib_1_1_euribor_swap_fix_bvs6_m.html" title="EuriborSwapFixB vs 6M index base class" alt="" coords="1403,305,1573,329"><area shape="rect" href="class_quant_lib_1_1_euribor_swap_fix_i_f_rvs3_m.html" title="EuriborSwapFixIFR vs 3M index base class" alt="" coords="1597,305,1779,329"><area shape="rect" href="class_quant_lib_1_1_euribor_swap_fix_i_f_rvs6_m.html" title="EuriborSwapFixIFR vs 6M index base class" alt="" coords="1803,305,1984,329"></map>
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_index-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
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<area shape="rect" href="class_quant_lib_1_1_inflation_index.html" title="Base class for inflation-rate indexes,." alt="" coords="5,161,115,188"><area shape="rect" href="class_quant_lib_1_1_interest_rate_index.html" title="base class for interest rate indexes" alt="" coords="139,161,277,188"><area shape="rect" href="class_quant_lib_1_1_observable.html" title="Object that notifies its changes to a set of observables." alt="" coords="87,7,180,33"></map>
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
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<a href="class_quant_lib_1_1_index-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
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purely virtual base class for indexes
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<dl compact><dt><b><a class="el" href="caveats.html#_caveats000012">Warning:</a></b></dt><dd>this class performs no check that the provided/requested fixings are for dates in the past, i.e. for dates less than or equal to the evaluation date. It is up to the client code to take care of possible inconsistencies due to "seeing in the future" </dd></dl>
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<table border="0" cellpadding="0" cellspacing="0">
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<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual std::string </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#0d2675713373f2539534cddfcfb22b52">name</a> () const=0</td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual std::string </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#7f04e718c6856c4d3d77a496b6acad0d">name</a> () const =0</td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">Returns the name of the index. <a href="#0d2675713373f2539534cddfcfb22b52"></a><br></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="50b393670cb5180b20b27beed91eb2bd"></a><!-- doxytag: member="QuantLib::Index::fixingCalendar" ref="50b393670cb5180b20b27beed91eb2bd" args="() const" -->
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<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#50b393670cb5180b20b27beed91eb2bd">fixingCalendar</a> () const</td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">Returns the name of the index. <a href="#7f04e718c6856c4d3d77a496b6acad0d"></a><br></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="017c78ebe125418dde1aacb7c610265a"></a><!-- doxytag: member="QuantLib::Index::fixingCalendar" ref="017c78ebe125418dde1aacb7c610265a" args="() const =0" -->
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virtual <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#017c78ebe125418dde1aacb7c610265a">fixingCalendar</a> () const =0</td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the calendar defining valid fixing dates <br></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="526581682e2dc610bc8337e62e87e001"></a><!-- doxytag: member="QuantLib::Index::isValidFixingDate" ref="526581682e2dc610bc8337e62e87e001" args="(const Date &fixingDate) const" -->
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bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#526581682e2dc610bc8337e62e87e001">isValidFixingDate</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &fixingDate) const</td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="baaf5b4d83d8e96c321a71b3eec62a78"></a><!-- doxytag: member="QuantLib::Index::isValidFixingDate" ref="baaf5b4d83d8e96c321a71b3eec62a78" args="(const Date &fixingDate) const =0" -->
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virtual bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#baaf5b4d83d8e96c321a71b3eec62a78">isValidFixingDate</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &fixingDate) const =0</td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">returns TRUE if the fixing date is a valid one <br></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual Real </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#bb58b7c91d70543816678f0413ed547e">fixing</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &fixingDate, bool forecastTodaysFixing=false) const=0</td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the fixing at the given date <a href="#bb58b7c91d70543816678f0413ed547e"></a><br></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#d2204c9750ebae2fa5e47fdde6d0af3e">addFixing</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &fixingDate, Real fixing)</td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">stores the historical fixing at the given date <a href="#d2204c9750ebae2fa5e47fdde6d0af3e"></a><br></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#3fe8532d0a96ae0ba25ac781e150aa37">fixing</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &fixingDate, bool forecastTodaysFixing=false) const =0</td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the fixing at the given date <a href="#3fe8532d0a96ae0ba25ac781e150aa37"></a><br></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#7a90b939ae6213878841b3a7d08776bd">addFixing</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &fixingDate, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> fixing, bool forceOverwrite=false)</td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">stores the historical fixing at the given date <a href="#7a90b939ae6213878841b3a7d08776bd"></a><br></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#7508199daa86b2f60ad153454b944558">addFixings</a> (const <a class="el" href="class_quant_lib_1_1_time_series.html">TimeSeries</a>< <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &t, bool forceOverwrite=false)</td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">stores historical fixings from a <a class="el" href="class_quant_lib_1_1_time_series.html" title="Container for historical data.">TimeSeries</a> <a href="#7508199daa86b2f60ad153454b944558"></a><br></td></tr>
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<tr><td class="memTemplParams" nowrap colspan="2">template<class DateIterator, class ValueIterator> </td></tr>
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<tr><td class="memTemplItemLeft" nowrap align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#64dcfec8b37db0ff6eeabffa988cd3da">addFixings</a> (DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin)</td></tr>
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<tr><td class="memTemplItemLeft" nowrap align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#159ac96c9db8c1414e15bf18f08b18be">addFixings</a> (DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin, bool forceOverwrite=false)</td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">stores historical fixings at the given dates <a href="#64dcfec8b37db0ff6eeabffa988cd3da"></a><br></td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">stores historical fixings at the given dates <a href="#159ac96c9db8c1414e15bf18f08b18be"></a><br></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="45034f65c461ffc15eb4679b02dde6c1"></a><!-- doxytag: member="QuantLib::Index::clearFixings" ref="45034f65c461ffc15eb4679b02dde6c1" args="()" -->
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void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#45034f65c461ffc15eb4679b02dde6c1">clearFixings</a> ()</td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">clears all stored historical fixings <br></td></tr>
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<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f1ed03a737a75f4ce678edf42fe3dc7b"></a><!-- doxytag: member="QuantLib::Index::fixingCalendar_" ref="f1ed03a737a75f4ce678edf42fe3dc7b" args="" -->
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<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td><td class="memItemRight" valign="bottom"><b>fixingCalendar_</b></td></tr>
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<hr><h2>Member Function Documentation</h2>
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<a class="anchor" name="0d2675713373f2539534cddfcfb22b52"></a><!-- doxytag: member="QuantLib::Index::name" ref="0d2675713373f2539534cddfcfb22b52" args="() const=0" -->
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<a class="anchor" name="7f04e718c6856c4d3d77a496b6acad0d"></a><!-- doxytag: member="QuantLib::Index::name" ref="7f04e718c6856c4d3d77a496b6acad0d" args="() const =0" -->
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