Index fixings

Index fixings#

Fix

Base class representing a fixing instrument.

ForecastFix

A class representing a forecast fixing.

ForecastFixGroup

A class representing a forecast fixing group.

FXFix

A class representing an FX fixing.

FXFixGroup

A class representing an FX fixing group.

FXForwardPoints

A class representing an interest rate fixing instrument.

FXVolatilityFix

A class representing an FX volatility fixing.

InterestRateFix

A class representing an interest rate fixing instrument.

InterestRateFixGroup

A class representing an interest rate fixing group.

IntradayFix

A class representing an intraday fixing.

MacroEconomicFix

A class representing a macroeconomic fixing.

MacroEconomicFixGroup

A class representing a macroeconomic fixing group.

SyntheticFXFix

A class implementing synthetic FX fixings.

RevisionVersions

Class holding available revision versions