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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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This is the complete list of members for DatedOISRateHelper, including all inherited members.
| accept(AcyclicVisitor &) override | OISRateHelper | virtual |
| applyObservationShift_ | OISRateHelper | protected |
| averagingMethod_ | OISRateHelper | protected |
| BootstrapHelper(const std::variant< Spread, Handle< Quote > > "e) | BootstrapHelper< TS > | explicit |
| DatedOISRateHelper(const Date &startDate, const Date &endDate, const Handle< Quote > &fixedRate, const ext::shared_ptr< OvernightIndex > &overnightIndex, Handle< YieldTermStructure > discountingCurve={}, bool telescopicValueDates=false, RateAveraging::Type averagingMethod=RateAveraging::Compound, Integer paymentLag=0, BusinessDayConvention paymentConvention=Following, Frequency paymentFrequency=Annual, const Calendar &paymentCalendar=Calendar(), Spread overnightSpread={}, ext::optional< bool > endOfMonth=ext::nullopt, ext::optional< Frequency > fixedPaymentFrequency=ext::nullopt, const Calendar &fixedCalendar=Calendar(), Natural lookbackDays=Null< Natural >(), Natural lockoutDays=0, bool applyObservationShift=false, const ext::shared_ptr< FloatingRateCouponPricer > &pricer={}) | DatedOISRateHelper | |
| DatedOISRateHelper(const Date &startDate, const Date &endDate, const Handle< Quote > &fixedRate, const ext::shared_ptr< OvernightIndex > &overnightIndex, Handle< YieldTermStructure > discountingCurve, bool telescopicValueDates, RateAveraging::Type averagingMethod, Integer paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, const Calendar &paymentCalendar, const Period &forwardStart, Spread overnightSpread={}, ext::optional< bool > endOfMonth=ext::nullopt, ext::optional< Frequency > fixedPaymentFrequency=ext::nullopt, const Calendar &fixedCalendar=Calendar()) | DatedOISRateHelper | |
| deepUpdate() | Observer | virtual |
| discountHandle_ | OISRateHelper | protected |
| discountRelinkableHandle_ | OISRateHelper | protected |
| earliestDate() const | BootstrapHelper< TS > | virtual |
| earliestDate_ | BootstrapHelper< TS > | protected |
| endDate_ | OISRateHelper | protected |
| endOfMonth_ | OISRateHelper | protected |
| evaluationDate_ | RelativeDateBootstrapHelper< TS > | protected |
| fixedCalendar_ | OISRateHelper | protected |
| fixedPaymentFrequency_ | OISRateHelper | protected |
| forwardStart_ | OISRateHelper | protected |
| impliedQuote() const override | OISRateHelper | virtual |
| initialize(const ext::shared_ptr< OvernightIndex > &overnightIndex, Date customPillarDate) | OISRateHelper | protected |
| initializeDates() override | OISRateHelper | protectedvirtual |
| QuantLib::iterator typedef | Observer | |
| latestDate() const | BootstrapHelper< TS > | virtual |
| latestDate_ | BootstrapHelper< TS > | protected |
| latestRelevantDate() const | BootstrapHelper< TS > | virtual |
| latestRelevantDate_ | BootstrapHelper< TS > | protected |
| lockoutDays_ | OISRateHelper | protected |
| lookbackDays_ | OISRateHelper | protected |
| maturityDate() const | BootstrapHelper< TS > | virtual |
| maturityDate_ | BootstrapHelper< TS > | protected |
| notifyObservers() | Observable | |
| Observable()=default | Observable | |
| Observable(const Observable &) | Observable | |
| Observable(Observable &&)=delete | Observable | |
| observables_ | Observer | private |
| QuantLib::Observer()=default | Observer | |
| QuantLib::Observer(const Observer &) | Observer | |
| observers_ | Observable | private |
| OISRateHelper(Natural settlementDays, const Period &tenor, const Handle< Quote > &fixedRate, const ext::shared_ptr< OvernightIndex > &overnightIndex, Handle< YieldTermStructure > discountingCurve={}, bool telescopicValueDates=false, Integer paymentLag=0, BusinessDayConvention paymentConvention=Following, Frequency paymentFrequency=Annual, Calendar paymentCalendar=Calendar(), const Period &forwardStart=0 *Days, const std::variant< Spread, Handle< Quote > > &overnightSpread=Spread(0.0), Pillar::Choice pillar=Pillar::LastRelevantDate, Date customPillarDate=Date(), RateAveraging::Type averagingMethod=RateAveraging::Compound, ext::optional< bool > endOfMonth=ext::nullopt, ext::optional< Frequency > fixedPaymentFrequency=ext::nullopt, Calendar fixedCalendar=Calendar(), Natural lookbackDays=Null< Natural >(), Natural lockoutDays=0, bool applyObservationShift=false, ext::shared_ptr< FloatingRateCouponPricer > pricer={}, DateGeneration::Rule rule=DateGeneration::Backward, Calendar overnightCalendar=Calendar()) | OISRateHelper | |
| OISRateHelper(const Date &startDate, const Date &endDate, const Handle< Quote > &fixedRate, const ext::shared_ptr< OvernightIndex > &overnightIndex, Handle< YieldTermStructure > discountingCurve={}, bool telescopicValueDates=false, Integer paymentLag=0, BusinessDayConvention paymentConvention=Following, Frequency paymentFrequency=Annual, Calendar paymentCalendar=Calendar(), const std::variant< Spread, Handle< Quote > > &overnightSpread=Spread(0.0), Pillar::Choice pillar=Pillar::LastRelevantDate, Date customPillarDate=Date(), RateAveraging::Type averagingMethod=RateAveraging::Compound, ext::optional< bool > endOfMonth=ext::nullopt, ext::optional< Frequency > fixedPaymentFrequency=ext::nullopt, Calendar fixedCalendar=Calendar(), Natural lookbackDays=Null< Natural >(), Natural lockoutDays=0, bool applyObservationShift=false, ext::shared_ptr< FloatingRateCouponPricer > pricer={}, DateGeneration::Rule rule=DateGeneration::Backward, Calendar overnightCalendar=Calendar()) | OISRateHelper | |
| QuantLib::operator=(const Observer &) | Observer | |
| QuantLib::Observable::operator=(const Observable &) | Observable | |
| QuantLib::Observable::operator=(Observable &&)=delete | Observable | |
| overnightCalendar_ | OISRateHelper | protected |
| overnightIndex_ | OISRateHelper | protected |
| overnightSpread_ | OISRateHelper | protected |
| paymentCalendar_ | OISRateHelper | protected |
| paymentConvention_ | OISRateHelper | protected |
| paymentFrequency_ | OISRateHelper | protected |
| paymentLag_ | OISRateHelper | protected |
| pillarChoice_ | OISRateHelper | protected |
| pillarDate() const | BootstrapHelper< TS > | virtual |
| pillarDate_ | BootstrapHelper< TS > | protected |
| pricer_ | OISRateHelper | protected |
| quote() const | BootstrapHelper< TS > | |
| quote_ | BootstrapHelper< TS > | protected |
| quoteError() const | BootstrapHelper< TS > | |
| registerObserver(Observer *) | Observable | private |
| registerWith(const ext::shared_ptr< Observable > &) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| RelativeDateBootstrapHelper(const std::variant< Spread, Handle< Quote > > "e, bool updateDates=true) | RelativeDateBootstrapHelper< TS > | explicit |
| rule_ | OISRateHelper | protected |
| QuantLib::set_type typedef | Observer | private |
| setTermStructure(YieldTermStructure *) override | OISRateHelper | |
| QuantLib::RelativeDateBootstrapHelper::setTermStructure(TS *) | BootstrapHelper< TS > | virtual |
| settlementDays_ | OISRateHelper | protected |
| startDate_ | OISRateHelper | protected |
| swap() const | OISRateHelper | |
| swap_ | OISRateHelper | protected |
| telescopicValueDates_ | OISRateHelper | protected |
| tenor_ | OISRateHelper | protected |
| termStructure_ | BootstrapHelper< TS > | protected |
| termStructureHandle_ | OISRateHelper | protected |
| unregisterObserver(Observer *) | Observable | private |
| unregisterWith(const ext::shared_ptr< Observable > &) | Observer | |
| unregisterWithAll() | Observer | |
| update() override | RelativeDateBootstrapHelper< TS > | virtual |
| updateDates_ | RelativeDateBootstrapHelper< TS > | protected |
| ~BootstrapHelper() override=default | BootstrapHelper< TS > | |
| ~Observable()=default | Observable | virtual |
| ~Observer() | Observer | virtual |