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Fully annotated reference manual - version 1.8.12
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FallbackOvernightIndex Member List

This is the complete list of members for FallbackOvernightIndex, including all inherited members.

addFixing(const Date &fixingDate, Real fixing, bool forceOverwrite=false) overrideFallbackOvernightIndex
clone(const Handle< YieldTermStructure > &forwarding) const overrideFallbackOvernightIndex
FallbackOvernightIndex(const QuantLib::ext::shared_ptr< OvernightIndex > originalIndex, const QuantLib::ext::shared_ptr< OvernightIndex > rfrIndex, const Real spread, const Date &switchDate, const bool useRfrCurve)FallbackOvernightIndex
FallbackOvernightIndex(const QuantLib::ext::shared_ptr< OvernightIndex > originalIndex, const QuantLib::ext::shared_ptr< OvernightIndex > rfrIndex, const Real spread, const Date &switchDate, const Handle< YieldTermStructure > &forwardingCurve)FallbackOvernightIndex
fixing(const Date &fixingDate, bool forecastTodaysFixing=false) const overrideFallbackOvernightIndex
forecastFixing(const Date &valueDate, const Date &endDate, Time t) const overrideFallbackOvernightIndexprivate
originalIndex() constFallbackOvernightIndex
originalIndex_FallbackOvernightIndexprivate
pastFixing(const Date &fixingDate) const overrideFallbackOvernightIndex
rfrIndex() constFallbackOvernightIndex
rfrIndex_FallbackOvernightIndexprivate
spread() constFallbackOvernightIndex
spread_FallbackOvernightIndexprivate
switchDate() constFallbackOvernightIndex
switchDate_FallbackOvernightIndexprivate
useRfrCurve() constFallbackOvernightIndex
useRfrCurve_FallbackOvernightIndexprivate