- QuantLib
- IborIndex
 
base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.) More...
#include <ql/indexes/iborindex.hpp>

| Public Member Functions | |
| IborIndex (const std::string &familyName, const Period &tenor, Natural settlementDays, const Currency ¤cy, const Calendar &fixingCalendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter &dayCounter, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) | |
| InterestRateIndex interface | |
| Date | maturityDate (const Date &valueDate) const | 
| Rate | forecastFixing (const Date &fixingDate) const | 
| It can be overridden to implement particular conventions. | |
| Inspectors | |
| BusinessDayConvention | businessDayConvention () const | 
| bool | endOfMonth () const | 
| Handle< YieldTermStructure > | forwardingTermStructure () const | 
| the curve used to forecast fixings | |
| Other methods | |
| virtual boost::shared_ptr < IborIndex > | clone (const Handle< YieldTermStructure > &forwarding) const | 
| returns a copy of itself linked to a different forwarding curve | |
| Protected Attributes | |
| BusinessDayConvention | convention_ | 
| Handle< YieldTermStructure > | termStructure_ | 
| bool | endOfMonth_ | 
| Friends | |
| class | IborCoupon | 
base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.)