Fully annotated reference manual - version 1.8.12
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QuantExt
MakeAverageOIS
MakeAverageOIS Member List
This is the complete list of members for
MakeAverageOIS
, including all inherited members.
effectiveDate_
MakeAverageOIS
private
engine_
MakeAverageOIS
private
fixedCalendar_
MakeAverageOIS
private
fixedConvention_
MakeAverageOIS
private
fixedDayCounter_
MakeAverageOIS
private
fixedEndOfMonth_
MakeAverageOIS
private
fixedFirstDate_
MakeAverageOIS
private
fixedNextToLastDate_
MakeAverageOIS
private
fixedPaymentAdjustment_
MakeAverageOIS
private
fixedPaymentCalendar_
MakeAverageOIS
private
fixedRate_
MakeAverageOIS
private
fixedRule_
MakeAverageOIS
private
fixedTenor_
MakeAverageOIS
private
fixedTerminationDateConvention_
MakeAverageOIS
private
forwardStart_
MakeAverageOIS
private
MakeAverageOIS
(const Period &swapTenor, const QuantLib::ext::shared_ptr< OvernightIndex > &overnightIndex, const Period &onTenor, Rate fixedRate, const Period &fixedTenor, const DayCounter &fixedDayCounter, const Period &spotLagTenor=2 *Days, const Period &forwardStart=0 *Days)
MakeAverageOIS
nominal_
MakeAverageOIS
private
onCalendar_
MakeAverageOIS
private
onConvention_
MakeAverageOIS
private
onCouponPricer_
MakeAverageOIS
private
onDayCounter_
MakeAverageOIS
private
onEndOfMonth_
MakeAverageOIS
private
onFirstDate_
MakeAverageOIS
private
onGearing_
MakeAverageOIS
private
onNextToLastDate_
MakeAverageOIS
private
onPaymentAdjustment_
MakeAverageOIS
private
onPaymentCalendar_
MakeAverageOIS
private
onRule_
MakeAverageOIS
private
onSpread_
MakeAverageOIS
private
onTenor_
MakeAverageOIS
private
onTerminationDateConvention_
MakeAverageOIS
private
operator AverageOIS
() const
MakeAverageOIS
operator QuantLib::ext::shared_ptr< AverageOIS >
() const
MakeAverageOIS
overnightIndex_
MakeAverageOIS
private
rateCutoff_
MakeAverageOIS
private
receiveFixed
(bool receiveFixed=true)
MakeAverageOIS
spotLagCalendar_
MakeAverageOIS
private
spotLagTenor_
MakeAverageOIS
private
swapTenor_
MakeAverageOIS
private
telescopicValueDates_
MakeAverageOIS
private
terminationDate_
MakeAverageOIS
private
type_
MakeAverageOIS
private
withDiscountingTermStructure
(const Handle< YieldTermStructure > &discountCurve)
MakeAverageOIS
withEffectiveDate
(const Date &effectiveDate)
MakeAverageOIS
withFixedCalendar
(const Calendar &fixedCalendar)
MakeAverageOIS
withFixedConvention
(BusinessDayConvention fixedConvention)
MakeAverageOIS
withFixedEndOfMonth
(bool fixedEndOfMonth=false)
MakeAverageOIS
withFixedFirstDate
(const Date &fixedFirstDate)
MakeAverageOIS
withFixedNextToLastDate
(const Date &fixedNextToLastDate)
MakeAverageOIS
withFixedPaymentAdjustment
(BusinessDayConvention fixedPaymentAdjustment)
MakeAverageOIS
withFixedPaymentCalendar
(const Calendar &fixedPaymentCalendar)
MakeAverageOIS
withFixedRule
(DateGeneration::Rule fixedRule)
MakeAverageOIS
withFixedTerminationDateConvention
(BusinessDayConvention fixedTerminationDateConvention)
MakeAverageOIS
withNominal
(Real nominal)
MakeAverageOIS
withONCalendar
(const Calendar &onCalendar)
MakeAverageOIS
withONConvention
(BusinessDayConvention onConvention)
MakeAverageOIS
withONCouponPricer
(const QuantLib::ext::shared_ptr< AverageONIndexedCouponPricer > &onCouponPricer)
MakeAverageOIS
withONDayCounter
(const DayCounter &onDayCounter)
MakeAverageOIS
withONEndOfMonth
(bool onEndOfMonth=false)
MakeAverageOIS
withONFirstDate
(const Date &onFirstDate)
MakeAverageOIS
withONGearing
(Real onGearing)
MakeAverageOIS
withONNextToLastDate
(const Date &onNextToLastDate)
MakeAverageOIS
withONPaymentAdjustment
(BusinessDayConvention onPaymentAdjustment)
MakeAverageOIS
withONPaymentCalendar
(const Calendar &onPaymentCalendar)
MakeAverageOIS
withONRule
(DateGeneration::Rule onRule)
MakeAverageOIS
withONSpread
(Spread onSpread)
MakeAverageOIS
withONTerminationDateConvention
(BusinessDayConvention onTerminationDateConvention)
MakeAverageOIS
withPricingEngine
(const QuantLib::ext::shared_ptr< PricingEngine > &engine)
MakeAverageOIS
withRateCutoff
(Natural rateCutoff)
MakeAverageOIS
withRule
(DateGeneration::Rule rule)
MakeAverageOIS
withSpotLagCalendar
(const Calendar &spotLagCalendar)
MakeAverageOIS
withTelescopicValueDates
(bool telescopicValueDates)
MakeAverageOIS
withTerminationDate
(const Date &terminationDate)
MakeAverageOIS
withType
(AverageOIS::Type type)
MakeAverageOIS
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