Inheritance diagram for CompoEquityIndex:

Public Member Functions
	CompoEquityIndex (const QuantLib::ext::shared_ptr< QuantExt::EquityIndex2 > &source, const QuantLib::ext::shared_ptr< FxIndex > &fxIndex, const Date &dividendCutoffDate=Date())

QuantLib::ext::shared_ptr< QuantExt::EquityIndex2 >	source () const

void	addDividend (const Dividend &dividend, bool forceOverwrite=false) override
	stores the historical dividend at the given date More...

const std::set< Dividend > &	dividendFixings () const override

Real	pastFixing (const Date &fixingDate) const override
	returns a past fixing at the given date More...

QuantLib::ext::shared_ptr< QuantExt::EquityIndex2 >	clone (const Handle< Quote > spotQuote, const Handle< YieldTermStructure > &rate, const Handle< YieldTermStructure > &dividend) const override

Public Member Functions inherited from EquityIndex2
	EquityIndex2 (const std::string &familyName, const Calendar &fixingCalendar, const Currency &currency, const Handle< Quote > spotQuote=Handle< Quote >(), const Handle< YieldTermStructure > &rate=Handle< YieldTermStructure >(), const Handle< YieldTermStructure > &dividend=Handle< YieldTermStructure >())

std::string	name () const override

Currency	currency () const

Calendar	fixingCalendar () const override

bool	isValidFixingDate (const Date &fixingDate) const override

Real	fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const override

Real	fixing (const Date &fixingDate, bool forecastTodaysFixing, bool incDividend) const

Real	dividendsBetweenDates (const Date &startDate, const Date &endDate) const

void	update () override

std::string	familyName () const

const Handle< Quote > &	equitySpot () const

const Handle< YieldTermStructure > &	equityForecastCurve () const

const Handle< YieldTermStructure > &	equityDividendCurve () const

virtual Real	forecastFixing (const Date &fixingDate) const

virtual Real	forecastFixing (const Time &fixingTime) const override
	returns the fixing at the given time

virtual Real	forecastFixing (const Date &fixingDate, bool incDividend) const

virtual Real	forecastFixing (const Time &fixingTime, bool incDividend) const

Additional Inherited Members
Protected Attributes inherited from EquityIndex2
std::string	familyName_

Currency	currency_

const Handle< YieldTermStructure >	rate_

const Handle< YieldTermStructure >	dividend_

std::string	name_

const Handle< Quote >	spotQuote_

Constructor & Destructor Documentation

◆ CompoEquityIndex()

CompoEquityIndex	(	const QuantLib::ext::shared_ptr< QuantExt::EquityIndex2 > &	source,
		const QuantLib::ext::shared_ptr< FxIndex > &	fxIndex,
		const Date &	dividendCutoffDate = `Date()`
	)

fxIndex source ccy must be the equity ccy, fxIndex target ccy is the new equity ccy
dividends before the divCutoffDate are ignored, this is useful since there have to be fixings for the fx index on all dividend dates which might not be available

Member Function Documentation

◆ addDividend()

void addDividend	(	const Dividend &	fixing,
		bool	forceOverwrite = `false`
	)

overridevirtual

stores the historical dividend at the given date

the date passed as arguments must be the actual calendar date of the dividend.

Reimplemented from EquityIndex2.

◆ pastFixing()

Real pastFixing ( const Date & fixingDate ) const

overridevirtual

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.