EqFxIndexBase Class Reference

Equity Index. More...

#include <qle/indexes/eqfxindexbase.hpp>

Inheritance diagram for EqFxIndexBase:

Public Member Functions
virtual Real	forecastFixing (const Time &fixingTime) const =0
	returns the fixing at the given time
virtual Real	pastFixing (const Date &fixingDate) const =0
	returns a past fixing at the given date

Detailed Description

Equity Index.

Member Function Documentation

forecastFixing()

virtual Real forecastFixing ( const Time & fixingTime ) const

pure virtual

returns the fixing at the given time

Implemented in CommodityIndex, EquityIndex2, and FxIndex.

pastFixing()

virtual Real pastFixing ( const Date & fixingDate ) const

pure virtual

returns a past fixing at the given date

the date passed as arguments must be the actual calendar date of the fixing; no settlement days must be used.

Implemented in CommodityIndex, CompoEquityIndex, EquityIndex2, FxIndex, and OffPeakPowerIndex.