#include <qle/indexes/eqfxindexbase.hpp>
Public Member Functions | |
virtual Real | forecastFixing (const Time &fixingTime) const =0 |
returns the fixing at the given time | |
virtual Real | pastFixing (const Date &fixingDate) const =0 |
returns a past fixing at the given date More... | |
Equity Index.
|
pure virtual |
returns a past fixing at the given date
the date passed as arguments must be the actual calendar date of the fixing; no settlement days must be used.
Implemented in OffPeakPowerIndex, FxIndex, EquityIndex2, CompoEquityIndex, and CommodityIndex.