Interface IndexObservation
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- All Known Implementing Classes:
FxIndexObservation,IborIndexObservation,OvernightIndexObservation,PriceIndexObservation
public interface IndexObservationA single observation of an index.Implementations of this interface represent observations of an index. For example, an observation of 'GBP-LIBOR-3M' at a specific fixing date.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description IndexgetIndex()Gets the index to be observed.
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Method Detail
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getIndex
Index getIndex()
Gets the index to be observed.- Returns:
- the index
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