#include <ored/scripting/utilities.hpp>

Public Member Functions
	IndexInfo (const std::string &name, const boost::shared_ptr< Market > &market=nullptr)

std::string	name () const

bool	isFx () const

bool	isEq () const

bool	isComm () const

bool	isIr () const

bool	isIrIbor () const

bool	isIrSwap () const

bool	isInf () const

bool	isGeneric () const

boost::shared_ptr< FxIndex >	fx () const

boost::shared_ptr< EquityIndex2 >	eq () const

boost::shared_ptr< QuantExt::CommodityIndex >	comm (const Date &obsDate=Date()) const

boost::shared_ptr< InterestRateIndex >	ir () const

boost::shared_ptr< IborIndex >	irIbor () const

boost::shared_ptr< FallbackIborIndex >	irIborFallback (const IborFallbackConfig &iborFallbackConfig, const Date &asof=QuantLib::Date::maxDate()) const

boost::shared_ptr< FallbackOvernightIndex >	irOvernightFallback (const IborFallbackConfig &iborFallbackConfig, const Date &asof=QuantLib::Date::maxDate()) const

boost::shared_ptr< SwapIndex >	irSwap () const

boost::shared_ptr< ZeroInflationIndex >	inf () const

boost::shared_ptr< Index >	generic () const

boost::shared_ptr< Index >	index (const Date &obsDate=Date()) const

std::string	commName () const

std::string	infName () const

bool	operator== (const IndexInfo &j) const

bool	operator!= (const IndexInfo &j) const

bool	operator< (const IndexInfo &j) const

bool	operator> (const IndexInfo &j) const

bool	operator<= (const IndexInfo &j) const

bool	operator>= (const IndexInfo &j) const

Detailed Description

helper class that takes and index name string and provides the index type and a parsed version of the index with no market data attached
commodity indices can be of the extended form for scripting, see parseScriptedCommodityIndex for details
if a market is given, the class attempts to retrieve an eq index from the market, so that it has the correct business day calendar (market curve will be attached to the index too in this case)

Public Member Functions