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 |