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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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This is the complete list of members for OISRateHelper, including all inherited members.
| accept(AcyclicVisitor &) override (defined in OISRateHelper) | OISRateHelper | virtual |
| applyObservationShift_ (defined in OISRateHelper) | OISRateHelper | protected |
| averagingMethod_ (defined in OISRateHelper) | OISRateHelper | protected |
| convention_ (defined in OISRateHelper) | OISRateHelper | protected |
| deepUpdate() | Observer | virtual |
| discountHandle_ (defined in OISRateHelper) | OISRateHelper | protected |
| discountRelinkableHandle_ (defined in OISRateHelper) | OISRateHelper | protected |
| earliestDate() const | BootstrapHelper< YieldTermStructure > | virtual |
| endDate_ (defined in OISRateHelper) | OISRateHelper | protected |
| endOfMonth_ (defined in OISRateHelper) | OISRateHelper | protected |
| fixedCalendar_ (defined in OISRateHelper) | OISRateHelper | protected |
| fixedPaymentFrequency_ (defined in OISRateHelper) | OISRateHelper | protected |
| forwardStart_ (defined in OISRateHelper) | OISRateHelper | protected |
| impliedQuote() const override (defined in OISRateHelper) | OISRateHelper | virtual |
| initialize(const ext::shared_ptr< OvernightIndex > &overnightIndex, Date customPillarDate) (defined in OISRateHelper) | OISRateHelper | protected |
| initializeDates() override (defined in OISRateHelper) | OISRateHelper | protectedvirtual |
| iterator typedef (defined in Observer) | Observer | |
| latestDate() const | BootstrapHelper< YieldTermStructure > | virtual |
| latestRelevantDate() const | BootstrapHelper< YieldTermStructure > | virtual |
| lockoutDays_ (defined in OISRateHelper) | OISRateHelper | protected |
| lookbackDays_ (defined in OISRateHelper) | OISRateHelper | protected |
| maturityDate() const | BootstrapHelper< YieldTermStructure > | virtual |
| notifyObservers() | Observable | |
| Observable()=default (defined in Observable) | Observable | |
| Observable(const Observable &) (defined in Observable) | Observable | |
| Observable(Observable &&)=delete (defined in Observable) | Observable | |
| Observer()=default (defined in Observer) | Observer | |
| Observer(const Observer &) (defined in Observer) | Observer | |
| OISRateHelper(Natural settlementDays, const Period &tenor, const std::variant< Rate, 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(), BusinessDayConvention convention=ModifiedFollowing) (defined in OISRateHelper) | OISRateHelper | |
| OISRateHelper(const Date &startDate, const Date &endDate, const std::variant< Rate, 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(), BusinessDayConvention convention=ModifiedFollowing) (defined in OISRateHelper) | OISRateHelper | |
| operator=(const Observer &) (defined in Observer) | Observer | |
| QuantLib::Observable::operator=(const Observable &) | Observable | |
| operator=(Observable &&)=delete (defined in Observable) | Observable | |
| overnightCalendar_ (defined in OISRateHelper) | OISRateHelper | protected |
| overnightIndex_ (defined in OISRateHelper) | OISRateHelper | protected |
| overnightSpread_ (defined in OISRateHelper) | OISRateHelper | protected |
| paymentCalendar_ (defined in OISRateHelper) | OISRateHelper | protected |
| paymentConvention_ (defined in OISRateHelper) | OISRateHelper | protected |
| paymentFrequency_ (defined in OISRateHelper) | OISRateHelper | protected |
| paymentLag_ (defined in OISRateHelper) | OISRateHelper | protected |
| pillarChoice_ (defined in OISRateHelper) | OISRateHelper | protected |
| pillarDate() const | BootstrapHelper< YieldTermStructure > | virtual |
| pricer_ (defined in OISRateHelper) | OISRateHelper | protected |
| registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| rule_ (defined in OISRateHelper) | OISRateHelper | protected |
| setTermStructure(YieldTermStructure *) override | OISRateHelper | virtual |
| settlementDays_ (defined in OISRateHelper) | OISRateHelper | protected |
| startDate_ (defined in OISRateHelper) | OISRateHelper | protected |
| swap() const (defined in OISRateHelper) | OISRateHelper | |
| swap_ (defined in OISRateHelper) | OISRateHelper | protected |
| telescopicValueDates_ (defined in OISRateHelper) | OISRateHelper | protected |
| tenor_ (defined in OISRateHelper) | OISRateHelper | protected |
| termStructureHandle_ (defined in OISRateHelper) | OISRateHelper | protected |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() override | RelativeDateBootstrapHelper< YieldTermStructure > | virtual |
| ~Observable()=default (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |