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

Posted by Luigi Ballabio on Mar 20, 2012; 11:44am
URL: http://quantlib.414.s1.nabble.com/what-does-fixing-mean-in-class-Index-tp339p342.html

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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