#include <qle/indexes/equityindex.hpp>

Inheritance diagram for EquityIndex2:

Public Member Functions
	EquityIndex2 (const std::string &familyName, const Calendar &fixingCalendar, const Currency &currency, const Handle< Quote > spotQuote=Handle< Quote >(), const Handle< YieldTermStructure > &rate=Handle< YieldTermStructure >(), const Handle< YieldTermStructure > &dividend=Handle< YieldTermStructure >(), const Handle< EquityAnnouncedDividendCurve > &announcedDividend=Handle< EquityAnnouncedDividendCurve >())
Index interface
std::string	name () const override
Currency	currency () const
Calendar	fixingCalendar () const override
bool	isValidFixingDate (const Date &fixingDate) const override
Real	fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const override
Real	fixing (const Date &fixingDate, bool forecastTodaysFixing, bool incDividend) const
virtual void	addDividend (const Dividend &fixing, bool forceOverwrite=false)
	stores the historical dividend at the given date
virtual const std::set< Dividend > &	dividendFixings () const
Real	dividendsBetweenDates (const Date &startDate, const Date &endDate, const bool historicalOnly=true) const
Observer interface
void	update () override
Inspectors
std::string	familyName () const
const Handle< Quote > &	equitySpot () const
const Handle< YieldTermStructure > &	equityForecastCurve () const
const Handle< YieldTermStructure > &	equityDividendCurve () const
const Handle< EquityAnnouncedDividendCurve > &	announcedDividendCurve () const
Fixing calculations
virtual Real	forecastFixing (const Date &fixingDate) const
virtual Real	forecastFixing (const Time &fixingTime) const override
	returns the fixing at the given time
virtual Real	forecastFixing (const Date &fixingDate, bool incDividend) const
virtual Real	forecastFixing (const Time &fixingTime, bool incDividend) const
virtual Real	pastFixing (const Date &fixingDate) const override
	returns a past fixing at the given date

Additional methods
std::string	familyName_
Currency	currency_
const Handle< YieldTermStructure >	rate_
const Handle< YieldTermStructure >	dividend_
const Handle< EquityAnnouncedDividendCurve >	announcedDividend_
std::string	name_
const Handle< Quote >	spotQuote_
virtual QuantLib::ext::shared_ptr< EquityIndex2 >	clone (const Handle< Quote > spotQuote, const Handle< YieldTermStructure > &rate, const Handle< YieldTermStructure > &dividend, const Handle< EquityAnnouncedDividendCurve > &announcedDividend) const

Detailed Description

Equity Index.

Renamed to EquityIndex2, because Quantlib has introduced an EquityIndex class in v1.30 which causes name conflicts in the compilation of the joint SWIG wrapper across QuantLib and QuantExt.

Constructor & Destructor Documentation

◆ EquityIndex2()

EquityIndex2	(	const std::string &	familyName,
		const Calendar &	fixingCalendar,
		const Currency &	currency,
		const Handle< Quote >	spotQuote = Handle< Quote >(),
		const Handle< YieldTermStructure > &	rate = Handle< YieldTermStructure >(),
		const Handle< YieldTermStructure > &	dividend = Handle< YieldTermStructure >(),
		const Handle< EquityAnnouncedDividendCurve > &	announcedDividend = Handle< EquityAnnouncedDividendCurve >() )

spot quote is interpreted as of today

Member Function Documentation

◆ addDividend()

virtual void addDividend	(	const Dividend &	fixing,
		bool	forceOverwrite = false )

virtual

stores the historical dividend at the given date

the date passed as arguments must be the actual calendar date of the dividend.

Reimplemented in CompoEquityIndex.

◆ forecastFixing()

virtual Real forecastFixing ( const Time & fixingTime ) const

overridevirtual

returns the fixing at the given time

Implements EqFxIndexBase.

◆ pastFixing()

Real pastFixing ( const Date & fixingDate ) const