- QuantLib
- BMAIndex
 
Bond Market Association index. More...
#include <ql/indexes/bmaindex.hpp>

| Public Member Functions | |
| BMAIndex (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) | |
| Index interface | |
| std::string | name () const | 
| bool | isValidFixingDate (const Date &fixingDate) const | 
| returns TRUE if the fixing date is a valid one | |
| Inspectors | |
| Handle< YieldTermStructure > | forwardingTermStructure () const | 
| Date calculations | |
| Date | maturityDate (const Date &valueDate) const | 
| Schedule | fixingSchedule (const Date &start, const Date &end) | 
| Protected Member Functions | |
| Rate | forecastFixing (const Date &fixingDate) const | 
| It can be overridden to implement particular conventions. | |
| Protected Attributes | |
| Handle< YieldTermStructure > | termStructure_ | 
Bond Market Association index.
The BMA index is the short-term tax-exempt reference index of the Bond Market Association. It has tenor one week, is fixed weekly on Wednesdays and is applied with a one-day's fixing gap from Thursdays on for one week. It is the tax-exempt correspondent of the 1M USD-Libor.
| std::string name | ( | ) | const  [virtual] | 
BMA is fixed weekly on Wednesdays.
Reimplemented from InterestRateIndex.
| Schedule fixingSchedule | ( | const Date & | start, | 
| const Date & | end | ||
| ) | 
This method returns a schedule of fixing dates between start and end.