# Manuals

## QuantLib: Interest Rate Index

Previously, I have talked about indices and have looked at the Index class in QuantLib. In this article I will talk about a specialization of the Index class, the InterestRateIndex class. This class extends the basic Index with functionality that…

## QuantLib: Lazy Evaluation

Sometimes objects can act as intermediaries in a calculation. This means they receive data from one object, perform some operation on the data and provide the results to a third object. Such objects act as both observer and observable objects….

## QuantLib: Observer and Observable

The observer design pattern is a classic design pattern that lets objects, called observables, notify a number of dependant objects, called observers, when a change of the observable’s state occurs. This is often used in distributed event handling systems and…

## QuantLib: Dividends

Dividends are a simple form of cash flows in which a predetermined amount of money is paid out at a specified date. There are two types of dividends, the fixed divided and the fractional dividend. The fixed dividend pairs out…

## QuantLib: Term Structures

QuantLib defines an abstract class called TermStrucure. This class defines the base for any kind of term structure. The TermStrucure class is inherited by a number of classes such as YieldTermStructure, InflationTermStructure or DefaultProbabilityTermStructure. The YieldTermStructure defines the base for all…

## QuantLib: Indices

An index is a value of a hypothetical portfolio or, more generally, a statistical measure for a collection of data points. Indices are usually fixed at specific dates. Individual fixings can be thought of as date-value pairs. In an abstract…

## QuantLib: Calendars

In an earlier post I talked about day counters which are used yo calculate the day difference between two dates. Sometimes it is necessary to also keep track of weekends and holidays. This is particularly true when considering settlement dates…

## QuantLib: Time Series

Financial analysis often involves the analysis of numerical data given at specific times. This data can consist of returns or exchange rates or any other quantity that varies with time. Such data is known as a time series and QuantLib…

## QuantLib: Coupons

Coupons are special cash flows which accrue interest over a fixed period. There are many different types of coupons but they all share a number of properties. For this reason, the Coupon class defines a number of properties and operations,…

## QuantLib: Day Counting Conventions

In order to properly carry out financial calculations involving date intervals, day counting conventions have to be properly taken care of. In QuantLib, these are handled by a series of classes, all implementing the DayCounter interface. The DayCounter class defines…