QuantLib
: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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QuantLib
MakeOIS
MakeOIS Member List
This is the complete list of members for
MakeOIS
, including all inherited members.
averagingMethod_
MakeOIS
private
calendar_
MakeOIS
private
effectiveDate_
MakeOIS
private
endOfMonth_
MakeOIS
private
engine_
MakeOIS
private
fixedDayCount_
MakeOIS
private
fixedRate_
MakeOIS
private
forwardStart_
MakeOIS
private
isDefaultEOM_
MakeOIS
private
MakeOIS
(const Period &swapTenor, const ext::shared_ptr< OvernightIndex > &overnightIndex, Rate fixedRate=Null< Rate >(), const Period &fwdStart=0 *Days)
MakeOIS
nominal_
MakeOIS
private
operator ext::shared_ptr< OvernightIndexedSwap >
() const
MakeOIS
operator OvernightIndexedSwap
() const
MakeOIS
overnightIndex_
MakeOIS
private
overnightSpread_
MakeOIS
private
paymentAdjustment_
MakeOIS
private
paymentCalendar_
MakeOIS
private
paymentFrequency_
MakeOIS
private
paymentLag_
MakeOIS
private
receiveFixed
(bool flag=true)
MakeOIS
rule_
MakeOIS
private
settlementDays_
MakeOIS
private
swapTenor_
MakeOIS
private
telescopicValueDates_
MakeOIS
private
terminationDate_
MakeOIS
private
type_
MakeOIS
private
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
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