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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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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>
<h1>Index Class Reference</h1><!-- doxytag: class="QuantLib::Index" --><!-- doxytag: inherits="QuantLib::Observable" --><code>#include <ql/index.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for Index:</div>
<div class="dynsection">
<p><center><img src="class_quant_lib_1_1_index__inherit__graph.png" border="0" usemap="#_index__inherit__map" alt="Inheritance graph"></center>
<map name="_index__inherit__map">
<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>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_index-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
purely virtual base class for indexes
<p>
<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>
<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<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>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Returns the name of the index. <a href="#7f04e718c6856c4d3d77a496b6acad0d"></a><br></td></tr>
<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" -->
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>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the calendar defining valid fixing dates <br></td></tr>
<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" -->
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>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns TRUE if the fixing date is a valid one <br></td></tr>
<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>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the fixing at the given date <a href="#3fe8532d0a96ae0ba25ac781e150aa37"></a><br></td></tr>
<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>
<tr><td class="mdescLeft"> </td><td class="mdescRight">stores the historical fixing at the given date <a href="#7a90b939ae6213878841b3a7d08776bd"></a><br></td></tr>
<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>
<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>
<tr><td class="memTemplParams" nowrap colspan="2">template<class DateIterator, class ValueIterator> </td></tr>
<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>
<tr><td class="mdescLeft"> </td><td class="mdescRight">stores historical fixings at the given dates <a href="#159ac96c9db8c1414e15bf18f08b18be"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="45034f65c461ffc15eb4679b02dde6c1"></a><!-- doxytag: member="QuantLib::Index::clearFixings" ref="45034f65c461ffc15eb4679b02dde6c1" args="()" -->
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#45034f65c461ffc15eb4679b02dde6c1">clearFixings</a> ()</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">clears all stored historical fixings <br></td></tr>
</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="7f04e718c6856c4d3d77a496b6acad0d"></a><!-- doxytag: member="QuantLib::Index::name" ref="7f04e718c6856c4d3d77a496b6acad0d" args="() const =0" -->
<div class="memitem">
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<td class="memname">virtual std::string name </td>
<td>(</td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"> const<code> [pure virtual]</code></td>
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<p>
Returns the name of the index.
<p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000013">Warning:</a></b></dt><dd>This method is used for output and comparison between indexes. It is <b>not</b> meant to be used for writing switch-on-type code. </dd></dl>
<p>Implemented in <a class="el" href="class_quant_lib_1_1_b_m_a_index.html#37627d5d5bba7f4a8690c71c2ab3cb07">BMAIndex</a>, <a class="el" href="class_quant_lib_1_1_inflation_index.html#37627d5d5bba7f4a8690c71c2ab3cb07">InflationIndex</a>, and <a class="el" href="class_quant_lib_1_1_interest_rate_index.html#37627d5d5bba7f4a8690c71c2ab3cb07">InterestRateIndex</a>.</p>
</div>
</div><p>
<a class="anchor" name="3fe8532d0a96ae0ba25ac781e150aa37"></a><!-- doxytag: member="QuantLib::Index::fixing" ref="3fe8532d0a96ae0ba25ac781e150aa37" args="(const Date &fixingDate, bool forecastTodaysFixing=false) const =0" -->
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<td class="memname">virtual <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> fixing </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"> <em>fixingDate</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"> <em>forecastTodaysFixing</em> = <code>false</code></td><td> </td>
</tr>
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<td></td>
<td>)</td>
<td></td><td></td><td width="100%"> const<code> [pure virtual]</code></td>
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<p>
returns the fixing at the given date
<p>
the date passed as arguments must be the actual calendar date of the fixing; no settlement days must be used.
<p>Implemented in <a class="el" href="class_quant_lib_1_1_inflation_index.html#815d0c772e8124096a2a6bad10638c8a">InflationIndex</a>, <a class="el" href="class_quant_lib_1_1_zero_inflation_index.html#1c776ca10de744b29a4d051102003eb9">ZeroInflationIndex</a>, <a class="el" href="class_quant_lib_1_1_yo_y_inflation_index.html#1c776ca10de744b29a4d051102003eb9">YoYInflationIndex</a>, and <a class="el" href="class_quant_lib_1_1_interest_rate_index.html#1c776ca10de744b29a4d051102003eb9">InterestRateIndex</a>.</p>
</div>
</div><p>
<a class="anchor" name="7a90b939ae6213878841b3a7d08776bd"></a><!-- doxytag: member="QuantLib::Index::addFixing" ref="7a90b939ae6213878841b3a7d08776bd" args="(const Date &fixingDate, Real fixing, bool forceOverwrite=false)" -->
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<td class="memname">virtual void addFixing </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"> <em>fixingDate</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"> <em>fixing</em>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"> <em>forceOverwrite</em> = <code>false</code></td><td> </td>
</tr>
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<td></td>
<td>)</td>
<td></td><td></td><td width="100%"><code> [virtual]</code></td>
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<div class="memdoc">
<p>
stores the historical fixing at the given date
<p>
the date passed as arguments must be the actual calendar date of the fixing; no settlement days must be used.
</div>
</div><p>
<a class="anchor" name="7508199daa86b2f60ad153454b944558"></a><!-- doxytag: member="QuantLib::Index::addFixings" ref="7508199daa86b2f60ad153454b944558" args="(const TimeSeries< Real > &t, bool forceOverwrite=false)" -->
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<td class="memname">void addFixings </td>
<td>(</td>
<td class="paramtype">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> > & </td>
<td class="paramname"> <em>t</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"> <em>forceOverwrite</em> = <code>false</code></td><td> </td>
</tr>
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<td></td>
<td>)</td>
<td></td><td></td><td width="100%"></td>
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<p>
stores historical fixings from a <a class="el" href="class_quant_lib_1_1_time_series.html" title="Container for historical data.">TimeSeries</a>
<p>
the dates in the <a class="el" href="class_quant_lib_1_1_time_series.html" title="Container for historical data.">TimeSeries</a> must be the actual calendar dates of the fixings; no settlement days must be used.
</div>
</div><p>
<a class="anchor" name="159ac96c9db8c1414e15bf18f08b18be"></a><!-- doxytag: member="QuantLib::Index::addFixings" ref="159ac96c9db8c1414e15bf18f08b18be" args="(DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin, bool forceOverwrite=false)" -->
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<div class="memproto">
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<td class="memname">void addFixings </td>
<td>(</td>
<td class="paramtype">DateIterator </td>
<td class="paramname"> <em>dBegin</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">DateIterator </td>
<td class="paramname"> <em>dEnd</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">ValueIterator </td>
<td class="paramname"> <em>vBegin</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"> <em>forceOverwrite</em> = <code>false</code></td><td> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td><td width="100%"></td>
</tr>
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<div class="memdoc">
<p>
stores historical fixings at the given dates
<p>
the dates passed as arguments must be the actual calendar dates of the fixings; no settlement days must be used.
</div>
</div><p>
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