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Reference manual - version qle_version
FxIndex Member List

This is the complete list of members for FxIndex, including all inherited members.

clone(const Handle< Quote > fxQuote=Handle< Quote >(), const Handle< YieldTermStructure > &sourceYts=Handle< YieldTermStructure >(), const Handle< YieldTermStructure > &targetYts=Handle< YieldTermStructure >(), const std::string &familyName=std::string())FxIndex
familyName() const (defined in FxIndex)FxIndex
familyName_ (defined in FxIndex)FxIndexprotected
fixing(const Date &fixingDate, bool forecastTodaysFixing=false) const override (defined in FxIndex)FxIndex
fixingCalendar() const override (defined in FxIndex)FxIndex
fixingDate(const Date &valueDate) const (defined in FxIndex)FxIndex
fixingDays() const (defined in FxIndex)FxIndex
fixingDays_ (defined in FxIndex)FxIndexprotected
forecastFixing(const Time &fixingTime) const overrideFxIndexvirtual
forecastFixing(const Date &fixingDate) const (defined in FxIndex)FxIndexvirtual
FxIndex(const std::string &familyName, Natural fixingDays, const Currency &source, const Currency &target, const Calendar &fixingCalendar, const Handle< YieldTermStructure > &sourceYts=Handle< YieldTermStructure >(), const Handle< YieldTermStructure > &targetYts=Handle< YieldTermStructure >(), bool fixingTriangulation=false)FxIndex
FxIndex(const std::string &familyName, Natural fixingDays, const Currency &source, const Currency &target, const Calendar &fixingCalendar, const Handle< Quote > fxSpot, const Handle< YieldTermStructure > &sourceYts=Handle< YieldTermStructure >(), const Handle< YieldTermStructure > &targetYts=Handle< YieldTermStructure >(), bool fixingTriangulation=true) (defined in FxIndex)FxIndex
fxQuote(bool withSettlementLag=false) constFxIndex
fxRate_ (defined in FxIndex)FxIndexmutableprotected
fxSpot_ (defined in FxIndex)FxIndexprotected
isValidFixingDate(const Date &fixingDate) const override (defined in FxIndex)FxIndex
name() const override (defined in FxIndex)FxIndex
name_ (defined in FxIndex)FxIndexprotected
oreName() const (defined in FxIndex)FxIndex
oreName_ (defined in FxIndex)FxIndexprotected
pastFixing(const Date &fixingDate) const overrideFxIndexvirtual
sourceCurrency() const (defined in FxIndex)FxIndex
sourceCurrency_ (defined in FxIndex)FxIndexprotected
sourceCurve() const (defined in FxIndex)FxIndex
sourceYts_ (defined in FxIndex)FxIndexprotected
targetCurrency() const (defined in FxIndex)FxIndex
targetCurrency_ (defined in FxIndex)FxIndexprotected
targetCurve() const (defined in FxIndex)FxIndex
targetYts_ (defined in FxIndex)FxIndexprotected
update() override (defined in FxIndex)FxIndex
useQuote() const (defined in FxIndex)FxIndex
useQuote_ (defined in FxIndex)FxIndexprotected
valueDate(const Date &fixingDate) const (defined in FxIndex)FxIndexvirtual
~EqFxIndexBase() (defined in EqFxIndexBase)EqFxIndexBasevirtual