QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.20

MakeArithmeticAverageOIS Member List

This is the complete list of members for MakeArithmeticAverageOIS, including all inherited members.

MakeArithmeticAverageOIS(const Period &swapTenor, const ext::shared_ptr< OvernightIndex > &overnightIndex, Rate fixedRate=Null< Rate >(), const Period &fwdStart=0 *Days) (defined in MakeArithmeticAverageOIS) | MakeArithmeticAverageOIS |
operator ArithmeticAverageOIS() const (defined in MakeArithmeticAverageOIS) | MakeArithmeticAverageOIS |
operator ext::shared_ptr< ArithmeticAverageOIS >() const (defined in MakeArithmeticAverageOIS) | MakeArithmeticAverageOIS |
receiveFixed(bool flag=true) (defined in MakeArithmeticAverageOIS) | MakeArithmeticAverageOIS |
withArithmeticAverage(Real meanReversionSpeed=0.03, Real volatility=0.00, bool byApprox=false) (defined in MakeArithmeticAverageOIS) | MakeArithmeticAverageOIS |
withDiscountingTermStructure(const Handle< YieldTermStructure > &discountingTermStructure) (defined in MakeArithmeticAverageOIS) | MakeArithmeticAverageOIS |
withEffectiveDate(const Date &) (defined in MakeArithmeticAverageOIS) | MakeArithmeticAverageOIS |
withEndOfMonth(bool flag=true) (defined in MakeArithmeticAverageOIS) | MakeArithmeticAverageOIS |
withFixedLegDayCount(const DayCounter &dc) (defined in MakeArithmeticAverageOIS) | MakeArithmeticAverageOIS |
withFixedLegPaymentFrequency(Frequency f) (defined in MakeArithmeticAverageOIS) | MakeArithmeticAverageOIS |
withNominal(Real n) (defined in MakeArithmeticAverageOIS) | MakeArithmeticAverageOIS |
withOvernightLegPaymentFrequency(Frequency f) (defined in MakeArithmeticAverageOIS) | MakeArithmeticAverageOIS |
withOvernightLegSpread(Spread sp) (defined in MakeArithmeticAverageOIS) | MakeArithmeticAverageOIS |
withPricingEngine(const ext::shared_ptr< PricingEngine > &engine) (defined in MakeArithmeticAverageOIS) | MakeArithmeticAverageOIS |
withRule(DateGeneration::Rule r) (defined in MakeArithmeticAverageOIS) | MakeArithmeticAverageOIS |
withSettlementDays(Natural settlementDays) (defined in MakeArithmeticAverageOIS) | MakeArithmeticAverageOIS |
withTerminationDate(const Date &) (defined in MakeArithmeticAverageOIS) | MakeArithmeticAverageOIS |
withType(ArithmeticAverageOIS::Type type) (defined in MakeArithmeticAverageOIS) | MakeArithmeticAverageOIS |