QuantLib_MakeOIS man page

MakeOIS — helper class  


#include <ql/instruments/makeois.hpp>

Public Member Functions

MakeOIS (const Period &swapTenor, const boost::shared_ptr< OvernightIndex > &overnightIndex, Rate fixedRate=Null< Rate >(), const Period &fwdStart=0 *Days)
operator OvernightIndexedSwap () const
operator boost::shared_ptr< OvernightIndexedSwap > () const
MakeOIS & receiveFixed (bool flag=true)
MakeOIS & withType (OvernightIndexedSwap::Type type)
MakeOIS & withNominal (Real n)
MakeOIS & withSettlementDays (Natural settlementDays)
MakeOIS & withEffectiveDate (const Date &)
MakeOIS & withTerminationDate (const Date &)
MakeOIS & withRule (DateGeneration::Rule r)
MakeOIS & withPaymentFrequency (Frequency f)
MakeOIS & withPaymentAdjustment (BusinessDayConvention convention)
MakeOIS & withPaymentLag (Natural lag)
MakeOIS & withPaymentCalendar (const Calendar &cal)
MakeOIS & withEndOfMonth (bool flag=true)
MakeOIS & withFixedLegDayCount (const DayCounter &dc)
MakeOIS & withOvernightLegSpread (Spread sp)
MakeOIS & withDiscountingTermStructure (const Handle< YieldTermStructure > &discountingTermStructure)
MakeOIS & withTelescopicValueDates (bool telescopicValueDates)
MakeOIS & withPricingEngine (const boost::shared_ptr< PricingEngine > &engine)

Detailed Description

helper class

This class provides a more comfortable way to instantiate overnight indexed swaps.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man pages MakeOIS(3), withPaymentFrequency(3) and withTelescopicValueDates(3) are aliases of QuantLib_MakeOIS(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib