This is the complete list of members for AverageOIS, including all inherited members.
| AverageOIS(Type type, Real nominal, const Schedule &fixedSchedule, Rate fixedRate, const DayCounter &fixedDayCounter, BusinessDayConvention fixedPaymentAdjustment, const Calendar &fixedPaymentCalendar, const Schedule &onSchedule, const QuantLib::ext::shared_ptr< OvernightIndex > &overnightIndex, BusinessDayConvention onPaymentAdjustment, const Calendar &onPaymentCalendar, Natural rateCutoff=0, Spread onSpread=0.0, Real onGearing=1.0, const DayCounter &onDayCounter=DayCounter(), const QuantLib::ext::shared_ptr< AverageONIndexedCouponPricer > &onCouponPricer=QuantLib::ext::shared_ptr< AverageONIndexedCouponPricer >(), const bool telescopicValueDates=false) | AverageOIS | |
| AverageOIS(Type type, std::vector< Real > nominals, const Schedule &fixedSchedule, std::vector< Rate > fixedRates, const DayCounter &fixedDayCounter, BusinessDayConvention fixedPaymentAdjustment, const Calendar &fixedPaymentCalendar, const Schedule &onSchedule, const QuantLib::ext::shared_ptr< OvernightIndex > &overnightIndex, BusinessDayConvention onPaymentAdjustment, const Calendar &onPaymentCalendar, Natural rateCutoff=0, std::vector< Spread > onSpreads=std::vector< Spread >(1, 0.0), std::vector< Real > onGearings=std::vector< Real >(1, 1.0), const DayCounter &onDayCounter=DayCounter(), const QuantLib::ext::shared_ptr< AverageONIndexedCouponPricer > &onCouponPricer=QuantLib::ext::shared_ptr< AverageONIndexedCouponPricer >(), const bool telescopicValueDates=false) | AverageOIS | |
| fairRate() const | AverageOIS | |
| fairSpread() const | AverageOIS | |
| fixedDayCounter() | AverageOIS | |
| fixedDayCounter_ | AverageOIS | private |
| fixedLeg() const | AverageOIS | |
| fixedLegBPS() const | AverageOIS | |
| fixedLegNPV() const | AverageOIS | |
| fixedPaymentAdjustment_ | AverageOIS | private |
| fixedPaymentCalendar_ | AverageOIS | private |
| fixedRate() const | AverageOIS | |
| fixedRates() const | AverageOIS | |
| fixedRates_ | AverageOIS | private |
| initialize(const Schedule &fixedLegSchedule, const Schedule &onLegSchedule) | AverageOIS | private |
| nominal() const | AverageOIS | |
| nominals() const | AverageOIS | |
| nominals_ | AverageOIS | private |
| onCouponPricer_ | AverageOIS | private |
| onDayCounter() | AverageOIS | |
| onDayCounter_ | AverageOIS | private |
| onGearing() const | AverageOIS | |
| onGearings() const | AverageOIS | |
| onGearings_ | AverageOIS | private |
| onPaymentAdjustment_ | AverageOIS | private |
| onPaymentCalendar_ | AverageOIS | private |
| onSpread() const | AverageOIS | |
| onSpreads() const | AverageOIS | |
| onSpreads_ | AverageOIS | private |
| overnightIndex() | AverageOIS | |
| overnightIndex_ | AverageOIS | private |
| overnightLeg() const | AverageOIS | |
| overnightLegBPS() const | AverageOIS | |
| overnightLegNPV() const | AverageOIS | |
| Payer enum value | AverageOIS | |
| rateCutoff() | AverageOIS | |
| rateCutoff_ | AverageOIS | private |
| Receiver enum value | AverageOIS | |
| setONIndexedCouponPricer(const QuantLib::ext::shared_ptr< AverageONIndexedCouponPricer > &onCouponPricer) | AverageOIS | |
| telescopicValueDates_ | AverageOIS | private |
| type() const | AverageOIS | |
| Type enum name | AverageOIS | |
| type_ | AverageOIS | private |