QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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OISRateHelper Member List

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

accept(AcyclicVisitor &) overrideOISRateHelpervirtual
applyObservationShift_OISRateHelperprotected
averagingMethod_OISRateHelperprotected
BootstrapHelper(const std::variant< Spread, Handle< Quote > > &quote)BootstrapHelper< TS >explicit
deepUpdate()Observervirtual
discountHandle_OISRateHelperprotected
discountRelinkableHandle_OISRateHelperprotected
earliestDate() constBootstrapHelper< TS >virtual
earliestDate_BootstrapHelper< TS >protected
endDate_OISRateHelperprotected
endOfMonth_OISRateHelperprotected
evaluationDate_RelativeDateBootstrapHelper< TS >protected
fixedCalendar_OISRateHelperprotected
fixedPaymentFrequency_OISRateHelperprotected
forwardStart_OISRateHelperprotected
impliedQuote() const overrideOISRateHelpervirtual
initialize(const ext::shared_ptr< OvernightIndex > &overnightIndex, Date customPillarDate)OISRateHelperprotected
initializeDates() overrideOISRateHelperprotectedvirtual
QuantLib::iterator typedefObserver
latestDate() constBootstrapHelper< TS >virtual
latestDate_BootstrapHelper< TS >protected
latestRelevantDate() constBootstrapHelper< TS >virtual
latestRelevantDate_BootstrapHelper< TS >protected
lockoutDays_OISRateHelperprotected
lookbackDays_OISRateHelperprotected
maturityDate() constBootstrapHelper< TS >virtual
maturityDate_BootstrapHelper< TS >protected
notifyObservers()Observable
Observable()=defaultObservable
Observable(const Observable &)Observable
Observable(Observable &&)=deleteObservable
observables_Observerprivate
QuantLib::Observer()=defaultObserver
QuantLib::Observer(const Observer &)Observer
observers_Observableprivate
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 &&)=deleteObservable
overnightCalendar_OISRateHelperprotected
overnightIndex_OISRateHelperprotected
overnightSpread_OISRateHelperprotected
paymentCalendar_OISRateHelperprotected
paymentConvention_OISRateHelperprotected
paymentFrequency_OISRateHelperprotected
paymentLag_OISRateHelperprotected
pillarChoice_OISRateHelperprotected
pillarDate() constBootstrapHelper< TS >virtual
pillarDate_BootstrapHelper< TS >protected
pricer_OISRateHelperprotected
quote() constBootstrapHelper< TS >
quote_BootstrapHelper< TS >protected
quoteError() constBootstrapHelper< TS >
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
RelativeDateBootstrapHelper(const std::variant< Spread, Handle< Quote > > &quote, bool updateDates=true)RelativeDateBootstrapHelper< TS >explicit
rule_OISRateHelperprotected
QuantLib::set_type typedefObserverprivate
setTermStructure(YieldTermStructure *) overrideOISRateHelper
QuantLib::RelativeDateBootstrapHelper::setTermStructure(TS *)BootstrapHelper< TS >virtual
settlementDays_OISRateHelperprotected
startDate_OISRateHelperprotected
swap() constOISRateHelper
swap_OISRateHelperprotected
telescopicValueDates_OISRateHelperprotected
tenor_OISRateHelperprotected
termStructure_BootstrapHelper< TS >protected
termStructureHandle_OISRateHelperprotected
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideRelativeDateBootstrapHelper< TS >virtual
updateDates_RelativeDateBootstrapHelper< TS >protected
~BootstrapHelper() override=defaultBootstrapHelper< TS >
~Observable()=defaultObservablevirtual
~Observer()Observervirtual
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