QuantLib 0.3.8 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Configuration Usage Frequently asked questions Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

Xibor Class Reference #include <ql/Indexes/xibor.hpp> Inheritance diagram for Xibor: [legend]List of all members. Detailed Description base class for libor indexes Public Member Functions   Xibor (const std::string &familyName, Integer n, TimeUnit units, Integer settlementDays, const Currency &currency, const Calendar &calendar, BusinessDayConvention convention, const DayCounter &dayCounter, const Handle< YieldTermStructure > &h)   Xibor (const std::string &familyName, Integer n, TimeUnit units, Integer settlementDays, CurrencyTag currency, const Calendar &calendar, BusinessDayConvention convention, const DayCounter &dayCounter, const Handle< YieldTermStructure > &h) Index interface Rate  fixing (const Date &fixingDate) const   returns the fixing at the given date Observer interface void  update () Inspectors std::string  name () const   Returns the name of the index. Period  tenor () const Frequency  frequency () const Integer  settlementDays () const const Currency &  currency () const Calendar  calendar () const bool  isAdjusted () const BusinessDayConvention  businessDayConvention () const DayCounter  dayCounter () const boost::shared_ptr< YieldTermStructure >  termStructure () const Constructor & Destructor Documentation Xibor (  const std::string &  familyName, Integer  n, TimeUnit  units, Integer  settlementDays, CurrencyTag  currency, const Calendar &  calendar, BusinessDayConvention  convention, const DayCounter &  dayCounter, const Handle< YieldTermStructure > &  h )    Deprecated: use the constructor taking a Currency instance Member Function Documentation Rate fixing (  const Date &  fixingDate  )  const [virtual]   returns the fixing at the given date Note: any date passed as arguments must be a value date, i.e., the real calendar date advanced by a number of settlement days. Implements Index. void update (   )  [virtual]   This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes. Implements Observer. std::string name (   )  const [virtual]   Returns the name of the index. Warning: This method is used for output and comparison between indexes. It is not meant to be used for writing switch-on-type code. Implements Index.

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