QuantLib: SwapIndex Class Reference

### A free/open-source library for quantitative finance

# SwapIndex Class Reference

`#include <ql/indexes/swapindex.hpp>`

Inheritance diagram for SwapIndex:

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List of all members.

## Detailed Description

base class for swap-rate indexes

## Public Member Functions
| SwapIndex (const std::string &familyName, const Period &tenor, Natural settlementDays, Currency currency, const Calendar &calendar, const Period &fixedLegTenor, BusinessDayConvention fixedLegConvention, const DayCounter &fixedLegDayCounter, const boost::shared_ptr< IborIndex > &iborIndex)
InterestRateIndex interface
Handle< YieldTermStructure > | termStructure () const
Date | maturityDate (const Date &valueDate) const
Inspectors
Period | fixedLegTenor () const
BusinessDayConvention | fixedLegConvention () const
boost::shared_ptr< IborIndex > | iborIndex () const
Schedule | fixedRateSchedule (const Date &fixingDate) const
boost::shared_ptr< VanillaSwap > | underlyingSwap (const Date &fixingDate) const
## Protected Member Functions
Rate | forecastFixing (const Date &fixingDate) const
## Protected Attributes
Period | tenor_
boost::shared_ptr< IborIndex > | iborIndex_
Period | fixedLegTenor_
BusinessDayConvention | fixedLegConvention_

## Member Function Documentation

boost::shared_ptr<VanillaSwap> underlyingSwap | ( | const Date & | fixingDate | ) | const

Warning:
  Relinking the term structure underlying the index will not have effect on the returned swap.