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Fully annotated reference manual - version 1.8.12
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AverageOIS Member List

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() constAverageOIS
fairSpread() constAverageOIS
fixedDayCounter()AverageOIS
fixedDayCounter_AverageOISprivate
fixedLeg() constAverageOIS
fixedLegBPS() constAverageOIS
fixedLegNPV() constAverageOIS
fixedPaymentAdjustment_AverageOISprivate
fixedPaymentCalendar_AverageOISprivate
fixedRate() constAverageOIS
fixedRates() constAverageOIS
fixedRates_AverageOISprivate
initialize(const Schedule &fixedLegSchedule, const Schedule &onLegSchedule)AverageOISprivate
nominal() constAverageOIS
nominals() constAverageOIS
nominals_AverageOISprivate
onCouponPricer_AverageOISprivate
onDayCounter()AverageOIS
onDayCounter_AverageOISprivate
onGearing() constAverageOIS
onGearings() constAverageOIS
onGearings_AverageOISprivate
onPaymentAdjustment_AverageOISprivate
onPaymentCalendar_AverageOISprivate
onSpread() constAverageOIS
onSpreads() constAverageOIS
onSpreads_AverageOISprivate
overnightIndex()AverageOIS
overnightIndex_AverageOISprivate
overnightLeg() constAverageOIS
overnightLegBPS() constAverageOIS
overnightLegNPV() constAverageOIS
Payer enum valueAverageOIS
rateCutoff()AverageOIS
rateCutoff_AverageOISprivate
Receiver enum valueAverageOIS
setONIndexedCouponPricer(const QuantLib::ext::shared_ptr< AverageONIndexedCouponPricer > &onCouponPricer)AverageOIS
telescopicValueDates_AverageOISprivate
type() constAverageOIS
Type enum nameAverageOIS
type_AverageOISprivate