Safe Haskell	None
Language	Haskell2010

QuantLib.Index

Contents

Orphan instances

Synopsis

type Index = GenIndex CIndex
data GenIndex a
addFixing :: GenIndex a -> Day -> Double -> Bool -> IO ()
fixingCalendar :: GenIndex a -> IO Calendar
asIndex :: GenIndex a -> IO Index

Documentation

type Index = GenIndex CIndex #

data GenIndex a #

Instances

Instances details

Show Index #
Instance details Defined in QuantLib.Index Methods showsPrec :: Int -> Index -> ShowS # show :: Index -> String # showList :: [Index] -> ShowS #

addFixing #

Arguments

:: GenIndex a
-> Day
-> Double
-> Bool	forceOverwrite
-> IO ()

stores the historical fixing at the given date the date passed as arguments must be the actual calendar date of the fixing; no settlement days must be used. Adds fixings for the given InterestRateIndex object

returns the calendar defining valid fixing dates

fixingCalendar :: GenIndex a -> IO Calendar #

asIndex :: GenIndex a -> IO Index #

Orphan instances

Show Index #
Instance details Methods showsPrec :: Int -> Index -> ShowS # show :: Index -> String # showList :: [Index] -> ShowS #