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. | |