XiborManager and History

Posted by Perissin Francesco on
URL: http://quantlib.414.s1.nabble.com/XiborManager-and-History-tp2235.html

Hi, I have some problems in understanding how to use these classes in order
to correctly handle past fixings for a rate index.

For example, consider this

Handle<Xibor> my6mEuribor;
my6mEuribor= Handle<Xibor> (new Euribor(6, Months, rhTermStructure));

Now, how can I link fixings to this? Suppose that I have the following
vectors:

std::vector<Date> euriborDates;
std::vector<Rate> euriborFixings;

I guess that I should create the History:

History euriborHistory = History(euriborDates, euriborFixings);

And now?


Thanks
Francesco
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