This is the complete list of members for MakeAverageOIS, including all inherited members.
MakeAverageOIS(const Period &swapTenor, const boost::shared_ptr< OvernightIndex > &overnightIndex, const Period &onTenor, Rate fixedRate, const Period &fixedTenor, const DayCounter &fixedDayCounter, const Period &spotLagTenor=2 *Days, const Period &forwardStart=0 *Days) (defined in MakeAverageOIS) | MakeAverageOIS | |
operator AverageOIS() const (defined in MakeAverageOIS) | MakeAverageOIS | |
operator boost::shared_ptr< AverageOIS >() const (defined in MakeAverageOIS) | MakeAverageOIS | |
receiveFixed(bool receiveFixed=true) (defined in MakeAverageOIS) | MakeAverageOIS | |
withDiscountingTermStructure(const Handle< YieldTermStructure > &discountCurve) (defined in MakeAverageOIS) | MakeAverageOIS | |
withEffectiveDate(const Date &effectiveDate) (defined in MakeAverageOIS) | MakeAverageOIS | |
withFixedCalendar(const Calendar &fixedCalendar) (defined in MakeAverageOIS) | MakeAverageOIS | |
withFixedConvention(BusinessDayConvention fixedConvention) (defined in MakeAverageOIS) | MakeAverageOIS | |
withFixedEndOfMonth(bool fixedEndOfMonth=false) (defined in MakeAverageOIS) | MakeAverageOIS | |
withFixedFirstDate(const Date &fixedFirstDate) (defined in MakeAverageOIS) | MakeAverageOIS | |
withFixedNextToLastDate(const Date &fixedNextToLastDate) (defined in MakeAverageOIS) | MakeAverageOIS | |
withFixedPaymentAdjustment(BusinessDayConvention fixedPaymentAdjustment) (defined in MakeAverageOIS) | MakeAverageOIS | |
withFixedPaymentCalendar(const Calendar &fixedPaymentCalendar) (defined in MakeAverageOIS) | MakeAverageOIS | |
withFixedRule(DateGeneration::Rule fixedRule) (defined in MakeAverageOIS) | MakeAverageOIS | |
withFixedTerminationDateConvention(BusinessDayConvention fixedTerminationDateConvention) (defined in MakeAverageOIS) | MakeAverageOIS | |
withNominal(Real nominal) (defined in MakeAverageOIS) | MakeAverageOIS | |
withONCalendar(const Calendar &onCalendar) (defined in MakeAverageOIS) | MakeAverageOIS | |
withONConvention(BusinessDayConvention onConvention) (defined in MakeAverageOIS) | MakeAverageOIS | |
withONCouponPricer(const boost::shared_ptr< AverageONIndexedCouponPricer > &onCouponPricer) (defined in MakeAverageOIS) | MakeAverageOIS | |
withONDayCounter(const DayCounter &onDayCounter) (defined in MakeAverageOIS) | MakeAverageOIS | |
withONEndOfMonth(bool onEndOfMonth=false) (defined in MakeAverageOIS) | MakeAverageOIS | |
withONFirstDate(const Date &onFirstDate) (defined in MakeAverageOIS) | MakeAverageOIS | |
withONGearing(Real onGearing) (defined in MakeAverageOIS) | MakeAverageOIS | |
withONNextToLastDate(const Date &onNextToLastDate) (defined in MakeAverageOIS) | MakeAverageOIS | |
withONPaymentAdjustment(BusinessDayConvention onPaymentAdjustment) (defined in MakeAverageOIS) | MakeAverageOIS | |
withONPaymentCalendar(const Calendar &onPaymentCalendar) (defined in MakeAverageOIS) | MakeAverageOIS | |
withONRule(DateGeneration::Rule onRule) (defined in MakeAverageOIS) | MakeAverageOIS | |
withONSpread(Spread onSpread) (defined in MakeAverageOIS) | MakeAverageOIS | |
withONTerminationDateConvention(BusinessDayConvention onTerminationDateConvention) (defined in MakeAverageOIS) | MakeAverageOIS | |
withPricingEngine(const boost::shared_ptr< PricingEngine > &engine) (defined in MakeAverageOIS) | MakeAverageOIS | |
withRateCutoff(Natural rateCutoff) (defined in MakeAverageOIS) | MakeAverageOIS | |
withRule(DateGeneration::Rule rule) (defined in MakeAverageOIS) | MakeAverageOIS | |
withSpotLagCalendar(const Calendar &spotLagCalendar) (defined in MakeAverageOIS) | MakeAverageOIS | |
withTelescopicValueDates(bool telescopicValueDates) (defined in MakeAverageOIS) | MakeAverageOIS | |
withTerminationDate(const Date &terminationDate) (defined in MakeAverageOIS) | MakeAverageOIS | |
withType(AverageOIS::Type type) (defined in MakeAverageOIS) | MakeAverageOIS |