Generic Index.
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#include <qle/indexes/genericindex.hpp>
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| GenericIndex (const std::string &name, const QuantLib::Date &expiry=QuantLib::Date()) |
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std::string | name () const override |
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const QuantLib::Date & | expiry () const |
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QuantLib::Calendar | fixingCalendar () const override |
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bool | isValidFixingDate (const QuantLib::Date &fixingDate) const override |
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QuantLib::Real | fixing (const QuantLib::Date &fixingDate, bool forecastTodaysFixing=false) const override |
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