IndexInfo Class Reference

#include <ored/scripting/utilities.hpp>

Public Member Functions
	IndexInfo (const std::string &name, const QuantLib::ext::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
QuantLib::ext::shared_ptr< FxIndex >	fx () const
QuantLib::ext::shared_ptr< EquityIndex2 >	eq () const
QuantLib::ext::shared_ptr< QuantExt::CommodityIndex >	comm (const Date &obsDate=Date()) const
QuantLib::ext::shared_ptr< InterestRateIndex >	ir () const
QuantLib::ext::shared_ptr< IborIndex >	irIbor () const
QuantLib::ext::shared_ptr< FallbackIborIndex >	irIborFallback (const IborFallbackConfig &iborFallbackConfig, const Date &asof=QuantLib::Date::maxDate()) const
QuantLib::ext::shared_ptr< FallbackOvernightIndex >	irOvernightFallback (const IborFallbackConfig &iborFallbackConfig, const Date &asof=QuantLib::Date::maxDate()) const
QuantLib::ext::shared_ptr< SwapIndex >	irSwap () const
QuantLib::ext::shared_ptr< ZeroInflationIndex >	inf () const
QuantLib::ext::shared_ptr< Index >	generic () const
QuantLib::ext::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)