QuantLib_MakeOIS man page

MakeOIS — helper class  

Synopsis

#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 & withEndOfMonth (bool flag=true)
MakeOIS & withFixedLegDayCount (const DayCounter &dc)
MakeOIS & withOvernightLegSpread (Spread sp)
MakeOIS & withDiscountingTermStructure (const Handle< YieldTermStructure > &discountingTermStructure)
MakeOIS & withPricingEngine (const boost::shared_ptr< PricingEngine > &engine)

Detailed Description

helper class

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

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

Fri Sep 1 2017 Version 1.10.1 QuantLib