Logo
Reference manual - version qle_version
indexes Directory Reference

Directories

 
ibor

Files

 
behicp.hpp
 Belgium HICP index.
 
bmaindexwrapper.hpp
 wrapper class for bmaindex, for the purpose of providing iborindex inheritance.
 
bondindex.hpp
 bond index class representing historical and forward bond prices
 
cacpi.hpp
 CAD CPI index.
 
commoditybasisfutureindex.hpp
 commodity basis future index class for holding price histories and forwarding.
 
commodityindex.hpp
 commodity index class for holding commodity spot and futures price histories and forwarding.
 
compoequityindex.hpp
 equity index converting the original equity currency to another currency
 
compositeindex.hpp
 index representing a weighted sum of underlying indices
 
decpi.hpp
 German CPI inflation index.
 
dividendmanager.hpp
 Dividend manager.
 
dkcpi.hpp
 DKK CPI index.
 
eqfxindexbase.hpp
 A common base class for the FX and Equity Indices. Provides a forecast fixing method for time so the indices can be used in termstructures that use time lookup.
 
equityindex.hpp
 equity index class for holding equity fixing histories and forwarding.
 
escpi.hpp
 Spain CPI index.
 
fallbackiborindex.hpp
 wrapper class for ibor index managing the fallback rules
 
fallbackovernightindex.hpp
 wrapper class for overnight index managing the fallback rules
 
formulabasedindex.hpp
 formula based index
 
frcpi.hpp
 French CPI inflation index.
 
fxindex.hpp
 FX index class.
 
genericiborindex.hpp
 Generic Ibor Index.
 
genericindex.hpp
 generic index class for storing price histories
 
iborindexfixingoverride.hpp
 ibor index wrapper with fixings
 
inflationindexobserver.hpp
 inflation index observer class
 
inflationindexwrapper.hpp
 wrapper classes for inflation yoy and interpolation
 
interpolatediborindex.hpp
 Interpolated Ibor Index.
 
offpeakpowerindex.hpp
 commodity future index for off peak power prices.
 
region.hpp
 Region, i.e. geographical area, specification.
 
secpi.hpp
 SEK CPI index.