indexes Directory Reference

Directories

Files
file	behicp.hpp
	Belgium HICP index.
file	bmaindexwrapper.hpp
	wrapper class for bmaindex, for the purpose of providing iborindex inheritance.
file	bondindex.hpp
	bond index class representing historical and forward bond prices
file	cacpi.hpp
	CAD CPI index.
file	commoditybasisfutureindex.hpp
	commodity basis future index class for holding price histories and forwarding.
file	commodityindex.hpp
	commodity index class for holding commodity spot and futures price histories and forwarding.
file	compoequityindex.hpp
	equity index converting the original equity currency to another currency
file	compositeindex.hpp
	index representing a weighted sum of underlying indices
file	decpi.hpp
	German CPI inflation index.
file	dividendmanager.hpp
	Dividend manager.
file	dkcpi.hpp
	DKK CPI index.
file	eqfxindexbase.hpp
	A common base class for the FX and Equity Indices. Provides a forecast fixing method for time so the indices can be used in termstructures that use time lookup.
file	equityindex.hpp
	equity index class for holding equity fixing histories and forwarding.
file	escpi.hpp
	Spain CPI index.
file	fallbackiborindex.hpp
	wrapper class for ibor index managing the fallback rules
file	fallbackovernightindex.hpp
	wrapper class for overnight index managing the fallback rules
file	frcpi.hpp
	French CPI inflation index.
file	fxindex.hpp
	FX index class.
file	genericiborindex.hpp
	Generic Ibor Index.
file	genericindex.hpp
	generic index class for storing price histories
file	iborindexfixingoverride.hpp
	ibor index wrapper with fixings
file	inflationindexobserver.hpp
	inflation index observer class
file	inflationindexwrapper.hpp
	wrapper classes for inflation yoy and interpolation
file	offpeakpowerindex.hpp
	commodity future index for off peak power prices.
file	region.hpp
	Region, i.e. geographical area, specification.
file	secpi.hpp
	SEK CPI index.