wrapper for ibor index wit individiual trade level fixings
More...
#include <qle/indexes/iborindexfixingoverride.hpp>
|
| IborIndexWithFixingOverride (const boost::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 ¤cy, 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) |
|
|
boost::shared_ptr< QuantLib::IborIndex > | clone (const QuantLib::Handle< QuantLib::YieldTermStructure > &forwarding) const override |
|
QuantLib::Rate | pastFixing (const QuantLib::Date &fixingDate) const override |
|
wrapper for ibor index wit individiual trade level fixings