QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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MakeOIS Member List

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

averagingMethod_MakeOISprivate
calendar_MakeOISprivate
effectiveDate_MakeOISprivate
endOfMonth_MakeOISprivate
engine_MakeOISprivate
fixedDayCount_MakeOISprivate
fixedRate_MakeOISprivate
forwardStart_MakeOISprivate
isDefaultEOM_MakeOISprivate
MakeOIS(const Period &swapTenor, const ext::shared_ptr< OvernightIndex > &overnightIndex, Rate fixedRate=Null< Rate >(), const Period &fwdStart=0 *Days)MakeOIS
nominal_MakeOISprivate
operator ext::shared_ptr< OvernightIndexedSwap >() constMakeOIS
operator OvernightIndexedSwap() constMakeOIS
overnightIndex_MakeOISprivate
overnightSpread_MakeOISprivate
paymentAdjustment_MakeOISprivate
paymentCalendar_MakeOISprivate
paymentFrequency_MakeOISprivate
paymentLag_MakeOISprivate
receiveFixed(bool flag=true)MakeOIS
rule_MakeOISprivate
settlementDays_MakeOISprivate
swapTenor_MakeOISprivate
telescopicValueDates_MakeOISprivate
terminationDate_MakeOISprivate
type_MakeOISprivate
withAveragingMethod(RateAveraging::Type averagingMethod)MakeOIS
withDiscountingTermStructure(const Handle< YieldTermStructure > &discountingTermStructure)MakeOIS
withEffectiveDate(const Date &)MakeOIS
withEndOfMonth(bool flag=true)MakeOIS
withFixedLegDayCount(const DayCounter &dc)MakeOIS
withNominal(Real n)MakeOIS
withOvernightLegSpread(Spread sp)MakeOIS
withPaymentAdjustment(BusinessDayConvention convention)MakeOIS
withPaymentCalendar(const Calendar &cal)MakeOIS
withPaymentFrequency(Frequency f)MakeOIS
withPaymentLag(Natural lag)MakeOIS
withPricingEngine(const ext::shared_ptr< PricingEngine > &engine)MakeOIS
withRule(DateGeneration::Rule r)MakeOIS
withSettlementDays(Natural settlementDays)MakeOIS
withTelescopicValueDates(bool telescopicValueDates)MakeOIS
withTerminationDate(const Date &)MakeOIS
withType(Swap::Type type)MakeOIS