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

Posted by Luigi Ballabio on Mar 14, 2012; 8:35am
URL: http://quantlib.414.s1.nabble.com/what-does-fixing-mean-in-class-Index-tp339p343.html

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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