See: Description
Class  Description 

AbstractIndex 
Base class for indices.

AccruedInterest 
An accrued interest index.

AnalyticModelForwardCurveIndex 
An index which is given by a name referencing a curve of an analytic model.

AnalyticModelIndex 
An index which is given by a name referencing a curve of an analytic model.

CappedFlooredIndex 
An capped and floored index paying min(max(index(t),floor(t)),cap(t)), where index, floor and cap are indices,
i.e., objects implementing
AbstractIndex . 
ConstantMaturitySwaprate 
An idealized (single curve) CMS index with given maturity and given period length.

DateIndex 
An index whose value is a function of the fixing date, for example the DAY, MONTH or NUMBER_OF_DAYS_IN_MONTH.

FixedCoupon 
A fixed coupon index paying constant coupon..

FowardCurveIndex 
A fixed coupon index paying coupon calculated from a forward curve.

LaggedIndex 
A timelagged index paying index(t+fixingOffset)

LIBORIndex 
A forward rate index for a given period start offset (offset from fixing) and period length.

LinearCombinationIndex 
A linear combination index paying scaling1 * index1(t) + scaling2 * index2(t)

MaxIndex 
A maximum index.

MinIndex 
A minumum index.

PerformanceIndex 
A performance index being numeratorIndex(t) / denominatorIndex(t)

PowIndex 
A power index.

ProductIndex 
A product index being index1(t) * index2(t)

TimeDiscreteEndOfMonthIndex 
An index which maps is evaluation point to a fixed discrete point, the end of the month,
then takes the value of a given base index at this point.

TriggerIndex 
A trigger index.

UnsupportedIndex 
An index throwing an exception if his
getValue method is called. 
Enum  Description 

DateIndex.DateIndexType 
Period
Copyright © 2018. All rights reserved.