Posted by
Ferdinando M. Ametrano-3 on
URL: http://quantlib.414.s1.nabble.com/Why-need-Index-class-hierarchy-in-QuantLib-tp7481p7482.html
there are interest rate indexes, in the same way as there are equity indexes.
Both have a reference level for a given day, which is used to regulate
indexed transactions.
A notable example are the payments of Libor/Euribor indexed swaps.
Any interest rate textbook will cover this, start with John Hull
"options, futures and other derivatives"
Google for "interest rate index" and you might find resources simlar to
http://www.bankrate.com/rates/interest-rates/libor.aspxhope it helps...
On Tue, Oct 9, 2012 at 3:22 AM, Yunxi Ye <
[hidden email]> wrote:
> Hi, all.
> I'm a newbie to QuantLib. And My major is Computer Science. Thus my
> background knowledge may be not enough.
>
> I have many questions about QuantLib. But let me start from the Index class
> and all its subclasses.
>
> What is the meaning of Index here?
> How does QuantLib use it?
> Why does QuantLib use it?
> And does it has relationship with interest rate?If it has, then what
> relationship?
>
> From the Index class member functions, seems it provide fixing for some
> date. But what's the usage?
>
> Is there any textbook talking about this?
>
>
>
>
> ------------------------------------------------------------------------------
> Don't let slow site performance ruin your business. Deploy New Relic APM
> Deploy New Relic app performance management and know exactly
> what is happening inside your Ruby, Python, PHP, Java, and .NET app
> Try New Relic at no cost today and get our sweet Data Nerd shirt too!
>
http://p.sf.net/sfu/newrelic-dev2dev> _______________________________________________
> QuantLib-users mailing list
>
[hidden email]
>
https://lists.sourceforge.net/lists/listinfo/quantlib-users>
------------------------------------------------------------------------------
Don't let slow site performance ruin your business. Deploy New Relic APM
Deploy New Relic app performance management and know exactly
what is happening inside your Ruby, Python, PHP, Java, and .NET app
Try New Relic at no cost today and get our sweet Data Nerd shirt too!
http://p.sf.net/sfu/newrelic-dev2dev_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users