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.
stores historical fixings from a TimeSeries
the dates in the TimeSeries must be the actual calendar dates of the fixings; no settlement days must be used.
check if index allows for native fixings.
If this returns false, calls to addFixing and similar methods will raise an exception.
check if index allows for native fixings
clears all stored historical fixings
returns the 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.
returns the calendar defining valid fixing dates
returns TRUE if the fixing date is a valid one
This method should be called at the end of non-const methods or when the programmer desires to notify any changes.
returns the fixing TimeSeries
purely virtual base class for indexes
this class performs no check that the provided/requested fixings are for dates in the past, i.e. for dates less than or equal to the evaluation date. It is up to the client code to take care of possible inconsistencies due to "seeing in the future"