GenericIndex Class Reference

Generic Index. More...

#include <qle/indexes/genericindex.hpp>

Inheritance diagram for GenericIndex:

Public Member Functions
	GenericIndex (const std::string &name, const QuantLib::Date &expiry=QuantLib::Date())

Index interface
std::string	name () const override
const QuantLib::Date &	expiry () const
QuantLib::Calendar	fixingCalendar () const override
bool	isValidFixingDate (const QuantLib::Date &fixingDate) const override
QuantLib::Real	fixing (const QuantLib::Date &fixingDate, bool forecastTodaysFixing=false) const override

Detailed Description

Generic Index.