Tag Archive: quotes

QuantLib: LastFixingQuote

cogitolearning April 4, 2013 Manuals, QuantLib indices, Manual, quantlib, quotes

The LastFixingQuote is an implementation of the abstract Quote class. LastFixingQuote represents a quote for the last available fixing of an index. Essentially it is a simple wrapper around the Index class to allow indices to be used as Quotes. class…
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QuantLib: Quotes

cogitolearning February 21, 2013 Manuals, QuantLib c++, Manual, quantlib, quotes

Quotes are one of the most basic pieces of financial information. A quote is a value of any market observable. Quotes come in many shapes and forms and usually reflect the price at which a commodity traded. The Quote class in…
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