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Fully annotated reference manual - version 1.8.12
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MakeAverageOIS Member List

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

effectiveDate_MakeAverageOISprivate
engine_MakeAverageOISprivate
fixedCalendar_MakeAverageOISprivate
fixedConvention_MakeAverageOISprivate
fixedDayCounter_MakeAverageOISprivate
fixedEndOfMonth_MakeAverageOISprivate
fixedFirstDate_MakeAverageOISprivate
fixedNextToLastDate_MakeAverageOISprivate
fixedPaymentAdjustment_MakeAverageOISprivate
fixedPaymentCalendar_MakeAverageOISprivate
fixedRate_MakeAverageOISprivate
fixedRule_MakeAverageOISprivate
fixedTenor_MakeAverageOISprivate
fixedTerminationDateConvention_MakeAverageOISprivate
forwardStart_MakeAverageOISprivate
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_MakeAverageOISprivate
onCalendar_MakeAverageOISprivate
onConvention_MakeAverageOISprivate
onCouponPricer_MakeAverageOISprivate
onDayCounter_MakeAverageOISprivate
onEndOfMonth_MakeAverageOISprivate
onFirstDate_MakeAverageOISprivate
onGearing_MakeAverageOISprivate
onNextToLastDate_MakeAverageOISprivate
onPaymentAdjustment_MakeAverageOISprivate
onPaymentCalendar_MakeAverageOISprivate
onRule_MakeAverageOISprivate
onSpread_MakeAverageOISprivate
onTenor_MakeAverageOISprivate
onTerminationDateConvention_MakeAverageOISprivate
operator AverageOIS() constMakeAverageOIS
operator QuantLib::ext::shared_ptr< AverageOIS >() constMakeAverageOIS
overnightIndex_MakeAverageOISprivate
rateCutoff_MakeAverageOISprivate
receiveFixed(bool receiveFixed=true)MakeAverageOIS
spotLagCalendar_MakeAverageOISprivate
spotLagTenor_MakeAverageOISprivate
swapTenor_MakeAverageOISprivate
telescopicValueDates_MakeAverageOISprivate
terminationDate_MakeAverageOISprivate
type_MakeAverageOISprivate
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