TermRateIndex Class Reference

#include <qle/indexes/ibor/termrateindex.hpp>

Inheritance diagram for TermRateIndex:

Collaboration diagram for TermRateIndex:

Public Member Functions
	TermRateIndex (const std::string &familyName, const Period &tenor, Natural settlementDays, const Currency &currency, const Calendar &fixingCalendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter &dayCounter, Handle< YieldTermStructure > h=Handle< YieldTermStructure >(), const QuantLib::ext::shared_ptr< OvernightIndex > &rfrIndex=nullptr)
QuantLib::ext::shared_ptr< OvernightIndex >	rfrIndex () const

Private Attributes
QuantLib::ext::shared_ptr< OvernightIndex >	rfrIndex_

Detailed Description

Definition at line 31 of file termrateindex.hpp.

Constructor & Destructor Documentation

TermRateIndex()

TermRateIndex	(	const std::string &	familyName,
		const Period &	tenor,
		Natural	settlementDays,
		const Currency &	currency,
		const Calendar &	fixingCalendar,
		BusinessDayConvention	convention,
		bool	endOfMonth,
		const DayCounter &	dayCounter,
		Handle< YieldTermStructure >	h = Handle<YieldTermStructure>(),
		const QuantLib::ext::shared_ptr< OvernightIndex > &	rfrIndex = nullptr
	)

Definition at line 33 of file termrateindex.hpp.

        : IborIndex(familyName, tenor, settlementDays, currency, fixingCalendar, convention, endOfMonth, dayCounter, h),
          rfrIndex_(rfrIndex) {}

Member Function Documentation

rfrIndex()

QuantLib::ext::shared_ptr< OvernightIndex > rfrIndex

(

)

const

Definition at line 40 of file termrateindex.hpp.

{ return rfrIndex_; }

Member Data Documentation

rfrIndex_

QuantLib::ext::shared_ptr<OvernightIndex> rfrIndex_

private

Definition at line 43 of file termrateindex.hpp.