Member List

### A free/open-source library for quantitative finance

OvernightIndexedSwap Member List
This is the complete list of members for OvernightIndexedSwap, including all inherited members.

additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | `[mutable, protected]`
calculate() const | Instrument | `[protected, virtual]`
calculated_ (defined in LazyObject) | LazyObject | `[mutable, protected]`
endDiscounts(Size j) const (defined in Swap) | Swap |
endDiscounts_ (defined in Swap) | Swap | `[mutable, protected]`
engine_ (defined in Instrument) | Instrument | `[protected]`
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | `[mutable, protected]`
fairRate() const (defined in OvernightIndexedSwap) | OvernightIndexedSwap |
fairSpread() const (defined in OvernightIndexedSwap) | OvernightIndexedSwap |
fetchResults(const PricingEngine::results *) const | Swap | `[virtual]`
fixedDayCount() (defined in OvernightIndexedSwap) | OvernightIndexedSwap |
fixedLeg() const (defined in OvernightIndexedSwap) | OvernightIndexedSwap |
fixedLegBPS() const (defined in OvernightIndexedSwap) | OvernightIndexedSwap |
fixedLegNPV() const (defined in OvernightIndexedSwap) | OvernightIndexedSwap |
fixedRate() const (defined in OvernightIndexedSwap) | OvernightIndexedSwap |
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | `[mutable, protected]`
Instrument() (defined in Instrument) | Instrument |
isExpired() const | Swap | `[virtual]`
LazyObject() (defined in LazyObject) | LazyObject |
leg(Size j) const (defined in Swap) | Swap |
legBPS(Size j) const (defined in Swap) | Swap |
legBPS_ (defined in Swap) | Swap | `[mutable, protected]`
legNPV(Size j) const (defined in Swap) | Swap |
legNPV_ (defined in Swap) | Swap | `[mutable, protected]`
legs_ (defined in Swap) | Swap | `[protected]`
maturityDate() const (defined in Swap) | Swap |
nominal() const (defined in OvernightIndexedSwap) | OvernightIndexedSwap |
nominals() const (defined in OvernightIndexedSwap) | OvernightIndexedSwap |
notifyObservers() | Observable |
NPV() const | Instrument |
NPV_ (defined in Instrument) | Instrument | `[mutable, protected]`
npvDateDiscount() const (defined in Swap) | Swap |
npvDateDiscount_ (defined in Swap) | Swap | `[mutable, protected]`
Observable() (defined in Observable) | Observable |
Observable(const Observable &) (defined in Observable) | Observable |
Observer() (defined in Observer) | Observer |
Observer(const Observer &) (defined in Observer) | Observer |
QuantLib::operator=(const Observable &) | Observable |
operator=(const Observer &) (defined in Observer) | Observer |
overnightIndex() (defined in OvernightIndexedSwap) | OvernightIndexedSwap |
OvernightIndexedSwap(Type type, Real nominal, const Schedule &schedule, Rate fixedRate, const DayCounter &fixedDC, const boost::shared_ptr< OvernightIndex > &overnightIndex, Spread spread=0.0) (defined in OvernightIndexedSwap) | OvernightIndexedSwap |
OvernightIndexedSwap(Type type, std::vector< Real > nominals, const Schedule &schedule, Rate fixedRate, const DayCounter &fixedDC, const boost::shared_ptr< OvernightIndex > &overnightIndex, Spread spread=0.0) (defined in OvernightIndexedSwap) | OvernightIndexedSwap |
overnightLeg() const (defined in OvernightIndexedSwap) | OvernightIndexedSwap |
overnightLegBPS() const (defined in OvernightIndexedSwap) | OvernightIndexedSwap |
overnightLegNPV() const (defined in OvernightIndexedSwap) | OvernightIndexedSwap |
Payer enum value (defined in OvernightIndexedSwap) | OvernightIndexedSwap |
payer_ (defined in Swap) | Swap | `[protected]`
paymentFrequency() (defined in OvernightIndexedSwap) | OvernightIndexedSwap |
performCalculations() const | Instrument | `[protected, virtual]`
recalculate() | LazyObject |
Receiver enum value (defined in OvernightIndexedSwap) | OvernightIndexedSwap |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
result(const std::string &tag) const | Instrument |
setPricingEngine(const boost::shared_ptr< PricingEngine > &) | Instrument |
setupArguments(PricingEngine::arguments *) const | Swap | `[virtual]`
setupExpired() const | Swap | `[protected, virtual]`
spread() (defined in OvernightIndexedSwap) | OvernightIndexedSwap |
startDate() const (defined in Swap) | Swap |
startDiscounts(Size j) const (defined in Swap) | Swap |
startDiscounts_ (defined in Swap) | Swap | `[mutable, protected]`
Swap(const Leg &firstLeg, const Leg &secondLeg) | Swap |
Swap(const std::vector< Leg > &legs, const std::vector< bool > &payer) | Swap |
Swap(Size legs) | Swap | `[protected]`
Type enum name (defined in OvernightIndexedSwap) | OvernightIndexedSwap |
type() const (defined in OvernightIndexedSwap) | OvernightIndexedSwap |
unfreeze() | LazyObject |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
update() | LazyObject | `[virtual]`
valuationDate() const | Instrument |
valuationDate_ (defined in Instrument) | Instrument | `[mutable, protected]`
~LazyObject() (defined in LazyObject) | LazyObject | `[virtual]`
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`