25#ifndef quantlib_overnightindexfuture_hpp
26#define quantlib_overnightindexfuture_hpp
28#include <ql/indexes/iborindex.hpp>
29#include <ql/instruments/forward.hpp>
30#include <ql/cashflows/rateaveraging.hpp>
Shared handle to an observable.
Abstract instrument class.
ext::shared_ptr< OvernightIndex > overnightIndex_
void performCalculations() const override
Handle< Quote > convexityAdjustment_
bool isExpired() const override
returns whether the instrument might have value greater than zero.
const ext::shared_ptr< OvernightIndex > & overnightIndex() const
Real compoundedRate() const
RateAveraging::Type averagingMethod_
Date maturityDate() const
Real averagedRate() const
Real convexityAdjustment() const