#include <qle/indexes/equityindex.hpp>
Public Member Functions | |
EquityIndex2 (const std::string &familyName, const Calendar &fixingCalendar, const Currency ¤cy, const Handle< Quote > spotQuote=Handle< Quote >(), const Handle< YieldTermStructure > &rate=Handle< YieldTermStructure >(), const Handle< YieldTermStructure > ÷nd=Handle< YieldTermStructure >()) | |
Index interface | |
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 |
virtual void | addDividend (const Dividend &fixing, bool forceOverwrite=false) |
stores the historical dividend at the given date More... | |
virtual const std::set< Dividend > & | dividendFixings () const |
Real | dividendsBetweenDates (const Date &startDate, const Date &endDate) const |
Observer interface | |
void | update () override |
Inspectors | |
std::string | familyName () const |
const Handle< Quote > & | equitySpot () const |
const Handle< YieldTermStructure > & | equityForecastCurve () const |
const Handle< YieldTermStructure > & | equityDividendCurve () const |
Fixing calculations | |
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 |
virtual Real | pastFixing (const Date &fixingDate) const override |
returns a past fixing at the given date More... | |
Additional methods | |
std::string | familyName_ |
Currency | currency_ |
const Handle< YieldTermStructure > | rate_ |
const Handle< YieldTermStructure > | dividend_ |
std::string | name_ |
const Handle< Quote > | spotQuote_ |
virtual boost::shared_ptr< EquityIndex2 > | clone (const Handle< Quote > spotQuote, const Handle< YieldTermStructure > &rate, const Handle< YieldTermStructure > ÷nd) const |
Equity Index.
Renamed to EquityIndex2, because Quantlib has introduced an EquityIndex class in v1.30 which causes name conflicts in the compilation of the joint SWIG wrapper across QuantLib and QuantExt.
EquityIndex2 | ( | const std::string & | familyName, |
const Calendar & | fixingCalendar, | ||
const Currency & | currency, | ||
const Handle< Quote > | spotQuote = Handle< Quote >() , |
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const Handle< YieldTermStructure > & | rate = Handle< YieldTermStructure >() , |
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const Handle< YieldTermStructure > & | dividend = Handle< YieldTermStructure >() |
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) |
spot quote is interpreted as of today
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virtual |
stores the historical dividend at the given date
the date passed as arguments must be the actual calendar date of the dividend.
Reimplemented in CompoEquityIndex.
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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.
Implements EqFxIndexBase.
Reimplemented in CompoEquityIndex.