IborIndexWithFixingOverride Class Reference

wrapper for ibor index wit individiual trade level fixings More...

#include <qle/indexes/iborindexfixingoverride.hpp>

Inheritance diagram for IborIndexWithFixingOverride:

Public Member Functions
	IborIndexWithFixingOverride (const QuantLib::ext::shared_ptr< QuantLib::IborIndex > &index, const std::map< QuantLib::Date, double > &fixingOverrides)
	IborIndexWithFixingOverride (const std::string &familyName, const QuantLib::Period &tenor, QuantLib::Natural settlementDays, const QuantLib::Currency &currency, const QuantLib::Calendar &fixingCalendar, QuantLib::BusinessDayConvention convention, bool endOfMonth, const QuantLib::DayCounter &dayCounter, QuantLib::Handle< QuantLib::YieldTermStructure > h, const std::map< QuantLib::Date, double > &fixingOverrides)

InterestRateIndex interface
QuantLib::ext::shared_ptr< QuantLib::IborIndex >	clone (const QuantLib::Handle< QuantLib::YieldTermStructure > &forwarding) const override
QuantLib::Rate	pastFixing (const QuantLib::Date &fixingDate) const override

Detailed Description

wrapper for ibor index wit individiual trade level fixings