Reference manual - version qle_version
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. More...
#include <ql/currency.hpp>#include <ql/handle.hpp>#include <ql/index.hpp>#include <ql/termstructures/yieldtermstructure.hpp>#include <ql/time/calendar.hpp>Classes | |
| class | EqFxIndexBase |
| Equity Index. More... | |
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.