InterpolatedIborIndex Class Reference

Inheritance diagram for InterpolatedIborIndex:

Public Member Functions
	InterpolatedIborIndex (const QuantLib::ext::shared_ptr< QuantLib::IborIndex > &shortIndex, const QuantLib::ext::shared_ptr< QuantLib::IborIndex > &longIndex, const Size calendarDays, const QuantLib::Rounding &rounding=QuantLib::Rounding(), const QuantLib::Handle< QuantLib::YieldTermStructure > overwriteEstimationCurve=QuantLib::Handle< QuantLib::YieldTermStructure >(), const bool parCouponMode=false)
Date	maturityDate (const Date &valueDate) const override
Real	forecastFixing (const Date &fixingDate) const override
Real	pastFixing (const Date &fixingDate) const override
bool	allowsNativeFixings () override
const QuantLib::ext::shared_ptr< QuantLib::IborIndex >	shortIndex () const
const QuantLib::ext::shared_ptr< QuantLib::IborIndex >	longIndex () const
Size	calendarDays () const
const QuantLib::Rounding	rounding () const
const QuantLib::Handle< QuantLib::YieldTermStructure >	overwriteEstimationCurve ()
bool	parCouponMode () const
Real	shortWeight (const Date &fixingDate) const
Real	longWeight (const Date &fixingDate) const
QuantLib::ext::shared_ptr< InterpolatedIborIndex >	clone (const QuantLib::Handle< QuantLib::YieldTermStructure > &shortForwardCurve, const QuantLib::Handle< QuantLib::YieldTermStructure > &longForwardCurve) const
QuantLib::ext::shared_ptr< InterpolatedIborIndex >	clone (const QuantLib::Handle< QuantLib::YieldTermStructure > &overwriteForwardCurve) const