#include <qle/indexes/equityindex.hpp>

Inheritance diagram for EquityIndex2:

Public Member Functions
	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 >())

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

Detailed Description

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.

Constructor & Destructor Documentation

◆ 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 >()`
	)

spot quote is interpreted as of today

Member Function Documentation

◆ addDividend()

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

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.

◆ 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.

Implements EqFxIndexBase.