Package org.jquantlib.indexes

Class Summary

Class	Description
AustraliaRegion	Australia as geographical/economic region used for inflation applicability
BMAIndex	Bond Market Association index The BMA index is the short-term tax-exempt reference index of the Bond Market Association.
ChfLiborSwapIsdaFix	ChfLiborSwapIsdaFix index base class CHF Libor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 11am London.
DailyTenorEuribor	Daily Settlement Euribor index
DailyTenorEuribor365	Daily Settlement Euribor index
DailyTenorEURLibor	Base class for the one day deposit BBA EUR LIBOR indexes
DailyTenorEURLiborON	Overnight EUR Libor index
EURegion	European Union as geographical/economic region used for inflation applicability
Euribor	Euribor index
Euribor10M	10-months Euribor index
Euribor11M	11-months Euribor index
Euribor1M	1-month Euribor index
Euribor1Y	1-year Euribor index
Euribor2M	2-months Euribor index
Euribor2W	2-weeks Euribor index
Euribor365	Actual/365 Euribor index
Euribor365_10M	10-months Euribor365 index
Euribor365_11M	11-months Euribor365 index
Euribor365_1M	1-month Euribor365 index
Euribor365_1Y	1-year Euribor365 index
Euribor365_2M	2-months Euribor365 index
Euribor365_2W	2-weeks Euribor365 index
Euribor365_3M	3-months Euribor365 index
Euribor365_3W	3-weeks Euribor365 index
Euribor365_4M	4-months Euribor365 index
Euribor365_5M	5-months Euribor365 index
Euribor365_6M	6-months Euribor365 index
Euribor365_7M	7-months Euribor365 index
Euribor365_8M	8-months Euribor365 index
Euribor365_9M	9-months Euribor365 index
Euribor365_SW	1-week Euribor365 index
Euribor3M	3-months Euribor index
Euribor3W	3-weeks Euribor index
Euribor4M	4-months Euribor index
Euribor5M	5-months Euribor index
Euribor6M	6-months Euribor index
Euribor7M	7-months Euribor index
Euribor8M	8-months Euribor index
Euribor9M	9-months Euribor index
EuriborSW	1-week Euribor index
EuriborSwapIfrFix	EuriborSwapIfrFix index base class Euribor Swap indexes published by IFR Markets and distributed by Reuters page TGM42281 and by Telerate.
EuriborSwapIsdaFixA	EuriborSwapIfrFixA index base class Euribor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 11am Frankfurt.
EuriborSwapIsdaFixB	EuriborSwapIfrFixB index base class Euribor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 11am Frankfurt.
EURLibor	EurLibor index
EURLibor10M	10-months EUR Libor index
EURLibor11M	11-months EUR Libor index
EURLibor1M	1-months EUR Libor index
EURLibor1Y	1-Year EUR Libor index
EURLibor2M	2-months EUR Libor index
EURLibor2W	2-week EUR Libor index
EURLibor3M	3-months EUR Libor index
EURLibor4M	4-months EUR Libor index
EURLibor5M	5-months EUR Libor index
EURLibor6M	6-months EUR Libor index
EURLibor7M	7-months EUR Libor index
EURLibor8M	8-months EUR Libor index
EURLibor9M	9-months EUR Libor index
EURLiborSW	1-week EUR Libor index
EurLiborSwapIfrFix	EurLiborSwapIfrFix index base class EUR Libor Swap indexes published by IFR Markets and distributed by Reuters page TGM42281 and by Telerate.
EurLiborSwapIsdaFixA	EurLiborSwapIsdaFixA index base class EUR Libor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 10am London.
EurLiborSwapIsdaFixB	EurLiborSwapIsdaFixB index base class EUR Libor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 10am London.
FranceRegion	France as geographical/economic region used for inflation applicability
GbpLiborSwapIsdaFix	GbpLiborSwapIsdaFix index base class GBP Libor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 11am London.
IborIndex	Base class for Inter-Bank-Offered-Rate indexes (e.g.
Index	Purely virtual base class for indexes
IndexManager
InflationIndex
InterestRateIndex
JpyLiborSwapIsdaFixAm	JpyLiborSwapIsdaFixAm index base class JPY Libor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 10am Tokyo.
JpyLiborSwapIsdaFixPm	JpyLiborSwapIsdaFixPm index base class JPY Libor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 3pm Tokyo.
Region	Region, i.e.
SwapIndex	Base class for swap-rate indexes
UKRegion	France as geographical/economic region used for inflation applicability
UsdLiborSwapIsdaFixAm	UsdLiborSwapIsdaFixAm index base class USD Libor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 11am New York.
UsdLiborSwapIsdaFixPm	UsdLiborSwapIsdaFixPm index base class USD Libor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 3pm New York.
YoYInflationIndex	Base class for year-on-year inflation indices.
ZeroInflationIndex	Base class for zero inflation indices.