QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.6

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MakeOIS Member List

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

MakeOIS(const Period &swapTenor, const boost::shared_ptr< OvernightIndex > &overnightIndex, Rate fixedRate=Null< Rate >(), const Period &fwdStart=0 *Days) (defined in MakeOIS) | MakeOIS |
operator boost::shared_ptr< OvernightIndexedSwap >() const (defined in MakeOIS) | MakeOIS |
operator OvernightIndexedSwap() const (defined in MakeOIS) | MakeOIS |
receiveFixed(bool flag=true) (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 |
withFixedLegDayCount(const DayCounter &dc) (defined in MakeOIS) | MakeOIS |
withNominal(Real n) (defined in MakeOIS) | MakeOIS |
withOvernightLegSpread(Spread sp) (defined in MakeOIS) | MakeOIS |
withPaymentFrequency(Frequency f) (defined in MakeOIS) | MakeOIS |
withPricingEngine(const boost::shared_ptr< PricingEngine > &engine) (defined in MakeOIS) | MakeOIS |
withRule(DateGeneration::Rule r) (defined in MakeOIS) | MakeOIS |
withSettlementDays(Natural settlementDays) (defined in MakeOIS) | MakeOIS |
withTerminationDate(const Date &) (defined in MakeOIS) | MakeOIS |
withType(OvernightIndexedSwap::Type type) (defined in MakeOIS) | MakeOIS |