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what does 'fixing' mean in class 'Index'

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rage-2

what does 'fixing' mean in class 'Index'

hi, can anyone explain to me what 'fixing' means in the class 'Index'

thanks!

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Luigi Ballabio

Re: 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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rage-2

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

In reply to this post by rage-2

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 ------------------

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

Date: Wed, Mar 14, 2012 04:35 PM

To: "rage"<[hidden email]>;

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

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

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Luigi Ballabio

Re: 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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rage-2

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

In reply to this post by rage-2

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'