|
QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
|
This is the complete list of members for MakeOIS, including all inherited members.
| MakeOIS(const Period &swapTenor, const ext::shared_ptr< OvernightIndex > &overnightIndex, Rate fixedRate=Null< Rate >(), const Period &fwdStart=0 *Days) (defined in MakeOIS) | MakeOIS | |
| operator ext::shared_ptr< OvernightIndexedSwap >() const (defined in MakeOIS) | MakeOIS | |
| operator OvernightIndexedSwap() const (defined in MakeOIS) | MakeOIS | |
| receiveFixed(bool flag=true) (defined in MakeOIS) | MakeOIS | |
| withAveragingMethod(RateAveraging::Type averagingMethod) (defined in MakeOIS) | MakeOIS | |
| withCalendar(const Calendar &cal) (defined in MakeOIS) | MakeOIS | |
| withConvention(BusinessDayConvention bdc) (defined in MakeOIS) | MakeOIS | |
| withDiscountingTermStructure(const Handle< YieldTermStructure > &discountingTermStructure) (defined in MakeOIS) | MakeOIS | |
| withEffectiveDate(const Date &) (defined in MakeOIS) | MakeOIS | |
| withEndOfMonth(bool flag=true) (defined in MakeOIS) | MakeOIS | |
| withFixedLegCalendar(const Calendar &cal) (defined in MakeOIS) | MakeOIS | |
| withFixedLegConvention(BusinessDayConvention bdc) (defined in MakeOIS) | MakeOIS | |
| withFixedLegDayCount(const DayCounter &dc) (defined in MakeOIS) | MakeOIS | |
| withFixedLegEndOfMonth(bool flag=true) (defined in MakeOIS) | MakeOIS | |
| withFixedLegPaymentFrequency(Frequency f) (defined in MakeOIS) | MakeOIS | |
| withFixedLegRule(DateGeneration::Rule r) (defined in MakeOIS) | MakeOIS | |
| withFixedLegTerminationDateConvention(BusinessDayConvention bdc) (defined in MakeOIS) | MakeOIS | |
| withLockoutDays(Natural lockoutDays) (defined in MakeOIS) | MakeOIS | |
| withLookbackDays(Natural lookbackDays) (defined in MakeOIS) | MakeOIS | |
| withNominal(Real n) (defined in MakeOIS) | MakeOIS | |
| withObservationShift(bool applyObservationShift=true) (defined in MakeOIS) | MakeOIS | |
| withOvernightLegCalendar(const Calendar &cal) (defined in MakeOIS) | MakeOIS | |
| withOvernightLegConvention(BusinessDayConvention bdc) (defined in MakeOIS) | MakeOIS | |
| withOvernightLegEndOfMonth(bool flag=true) (defined in MakeOIS) | MakeOIS | |
| withOvernightLegPaymentFrequency(Frequency f) (defined in MakeOIS) | MakeOIS | |
| withOvernightLegRule(DateGeneration::Rule r) (defined in MakeOIS) | MakeOIS | |
| withOvernightLegSpread(Spread sp) (defined in MakeOIS) | MakeOIS | |
| withOvernightLegTerminationDateConvention(BusinessDayConvention bdc) (defined in MakeOIS) | MakeOIS | |
| withPaymentAdjustment(BusinessDayConvention convention) (defined in MakeOIS) | MakeOIS | |
| withPaymentCalendar(const Calendar &cal) (defined in MakeOIS) | MakeOIS | |
| withPaymentFrequency(Frequency f) (defined in MakeOIS) | MakeOIS | |
| withPaymentLag(Integer lag) (defined in MakeOIS) | MakeOIS | |
| withPricingEngine(const ext::shared_ptr< PricingEngine > &engine) (defined in MakeOIS) | MakeOIS | |
| withRule(DateGeneration::Rule r) (defined in MakeOIS) | MakeOIS | |
| withSettlementDays(Natural settlementDays) (defined in MakeOIS) | MakeOIS | |
| withTelescopicValueDates(bool telescopicValueDates) (defined in MakeOIS) | MakeOIS | |
| withTerminationDate(const Date &) (defined in MakeOIS) | MakeOIS | |
| withTerminationDateConvention(BusinessDayConvention bdc) (defined in MakeOIS) | MakeOIS | |
| withType(Swap::Type type) (defined in MakeOIS) | MakeOIS |