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 & 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.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

MakeOIS(3), receiveFixed(3), withFixedLegDayCount(3), withOvernightLegSpread(3), withPaymentFrequency(3), withSettlementDays(3), withTerminationDate(3) and withType(3) are aliases of QuantLib_MakeOIS(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib