org.jquantlib.indexes

Class BMAIndex

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InterestRateIndex

org.jquantlib.indexes.BMAIndex

All Implemented Interfaces:

Observable, Observer

public class BMAIndex
extends InterestRateIndex

Bond Market Association index The BMA index is the short-term tax-exempt reference index of the Bond Market Association. It has tenor one week, is fixed weekly on Wednesdays and is applied with a one-day's fixing gap from Thursdays on for one week. It is the tax-exempt correspondent of the 1M USD-Libor.

Constructor Summary

Constructors

Constructor and Description
BMAIndex()
BMAIndex(Handle<YieldTermStructure> h)

Method Summary

Modifier and Type	Method and Description
BMAIndex	clone(Handle<YieldTermStructure> h)
Schedule	fixingSchedule(Date start, Date end)
boolean	isValidFixingDate(Date fixingDate)
Date	maturityDate(Date valueDate)
java.lang.String	name()
Handle<YieldTermStructure>	termStructure()

Methods inherited from class org.jquantlib.indexes.InterestRateIndex

currency, dayCounter, familyName, fixing, fixing, fixingCalendar, fixingDate, fixingDays, tenor, update, valueDate

Methods inherited from class org.jquantlib.indexes.Index

addFixing, addFixing, addFixings, addObserver, clearFixings, countObservers, deleteObserver, deleteObservers, getObservers, notifyObservers, notifyObservers, timeSeries

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

BMAIndex

public BMAIndex()

BMAIndex

public BMAIndex(Handle<YieldTermStructure> h)

Method Detail

clone

public BMAIndex clone(Handle<YieldTermStructure> h)

name

public java.lang.String name()

Overrides:

name in class InterestRateIndex

Returns:

name of the Index

fixingSchedule

public Schedule fixingSchedule(Date start,
                               Date end)

isValidFixingDate

public boolean isValidFixingDate(Date fixingDate)

Overrides:

isValidFixingDate in class InterestRateIndex

Returns:

TRUE if the fixing date is a valid one

termStructure

public Handle<YieldTermStructure> termStructure()

Specified by:

termStructure in class InterestRateIndex

maturityDate

public Date maturityDate(Date valueDate)

Specified by:

maturityDate in class InterestRateIndex