Re: what does 'fixing' mean in class 'Index'
Posted by
rage-2 on
Mar 16, 2012; 6:28am
URL: http://quantlib.414.s1.nabble.com/what-does-fixing-mean-in-class-Index-tp339p341.html
thank you very much, I think I've got this point.
in class index, method 'addingFixing' is used to draw all the fixing dates and fixing rates,
then store them in the singleton indexManager's mebmer data 'data_', index iteself doesn't store them,
when needing just turn to singleton indexManager to get the fixing dates and fixing rates
another question:
Why does index's derivation 'iborIndex' store a 'YeildTermStructre'?
does the index include yieldtermstructures?
------------------ Original ------------------
Date: Wed, Mar 14, 2012 04:35 PM
Subject: Re: [Quantlib-users] what does 'fixing' mean in class 'Index'
It returns the fixing of the index for that date. For instance, the
fixing of the 6-months Euribor for March 12th was 1.193%. If the date
is in the future, fixing() returns a forecast.
Luigi
On Tue, Mar 13, 2012 at 1:33 PM, rage <
[hidden email]> wrote:
> hi, can anyone explain to me what 'fixing' means in the class 'Index'
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