QuantLib
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