Class ForwardValueQuote

Namespace

NanoQL.Quotes

Assembly

NanoQL.dll

The forward value of an index: its fixing at a date, QuantLib's ForwardValueQuote.

public sealed class ForwardValueQuote

Inheritance

object

ForwardValueQuote

Inherited Members

object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Remarks

Immutable: its value is the index's fixing under the context, computed once at construction (§2.2's quote row). QuantLib's quote reads the index whenever it is asked; here a new curve or evaluation date is a new quote. QuantLib's isValid isn't ported: a fixing the index can't give is refused at construction.

Constructors

ForwardValueQuote(FinancialIndex, Date, EvaluationContext)

Initializes a new instance of the ForwardValueQuote class.

public ForwardValueQuote(FinancialIndex index, Date fixingDate, EvaluationContext context)

Parameters

index FinancialIndex

The index.

fixingDate Date

The fixing date.

context EvaluationContext

The evaluation context.

Exceptions

ArgumentNullException

index or context is null.

ArgumentException

fixingDate is default(Date) or isn't a valid fixing date.

NanoQLException

The index can't give the fixing.

Properties

Value

Gets the value: the index's fixing at the date.

public double Value { get; }

Property Value

double