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

MakeOIS(3) and withPaymentFrequency(3) are aliases of QuantLib_MakeOIS(3).

Fri Feb 10 2017 Version 1.9.1 QuantLib