Re: what does 'fixing' mean in class 'Index'

Posted by rage-2 on Mar 21, 2012; 4:53am
URL: http://quantlib.414.s1.nabble.com/what-does-fixing-mean-in-class-Index-tp339p340.html

thank you, I got it.

If every class has a test example, it will be much easier to learn its function.

furthermore, people can debug into the test example step by step in order to learn how it's implemented. 

I think 'testsuite' is not enough.

 

 

------------------ Original ------------------

From:  "luigi.ballabio"<[hidden email]>;

Date:  Tue, Mar 20, 2012 07:44 PM

To:  "rage"<[hidden email]>;

Cc:  "quantlib-users"<[hidden email]>;

Subject:  Re: [Quantlib-users] what does 'fixing' mean in class 'Index'

 

On Fri, Mar 16, 2012 at 7:28 AM, rage <[hidden email]> wrote:
> another question:
> Why does index's derivation 'iborIndex' store a 'YeildTermStructre'?
> does the index include yieldtermstructures?

The term structure is used to forecast future fixings.

Luigi

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