Xibor Class Reference

#include <ql/Indexes/xibor.hpp>

Inheritance diagram for Xibor:

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List of all members.

Detailed Description

base class for LIBOR-like indexes

Todo:
add methods returning InterestRate


Public Member Functions

 Xibor (const std::string &familyName, const Period &tenor, Integer settlementDays, const Currency &currency, const Calendar &calendar, BusinessDayConvention convention, const DayCounter &dayCounter, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
InterestRateIndex interface
Rate forecastFixing (const Date &fixingDate) const
boost::shared_ptr< YieldTermStructuretermStructure () const
Inspectors
Frequency frequency () const
bool isAdjusted () const
BusinessDayConvention businessDayConvention () const
Date calculations
Date maturityDate (const Date &valueDate) const

Protected Attributes

BusinessDayConvention convention_
Handle< YieldTermStructuretermStructure_


Member Function Documentation

Frequency frequency (  )  const

Deprecated:
use tenor() instead