Reference manual - version qle_version
This is the complete list of members for AverageOIS, including all inherited members.
| AverageOIS(Type type, Real nominal, const Schedule &fixedSchedule, Rate fixedRate, const DayCounter &fixedDayCounter, BusinessDayConvention fixedPaymentAdjustment, const Calendar &fixedPaymentCalendar, const Schedule &onSchedule, const boost::shared_ptr< OvernightIndex > &overnightIndex, BusinessDayConvention onPaymentAdjustment, const Calendar &onPaymentCalendar, Natural rateCutoff=0, Spread onSpread=0.0, Real onGearing=1.0, const DayCounter &onDayCounter=DayCounter(), const boost::shared_ptr< AverageONIndexedCouponPricer > &onCouponPricer=boost::shared_ptr< AverageONIndexedCouponPricer >(), const bool telescopicValueDates=false) | AverageOIS | |
| AverageOIS(Type type, std::vector< Real > nominals, const Schedule &fixedSchedule, std::vector< Rate > fixedRates, const DayCounter &fixedDayCounter, BusinessDayConvention fixedPaymentAdjustment, const Calendar &fixedPaymentCalendar, const Schedule &onSchedule, const boost::shared_ptr< OvernightIndex > &overnightIndex, BusinessDayConvention onPaymentAdjustment, const Calendar &onPaymentCalendar, Natural rateCutoff=0, std::vector< Spread > onSpreads=std::vector< Spread >(1, 0.0), std::vector< Real > onGearings=std::vector< Real >(1, 1.0), const DayCounter &onDayCounter=DayCounter(), const boost::shared_ptr< AverageONIndexedCouponPricer > &onCouponPricer=boost::shared_ptr< AverageONIndexedCouponPricer >(), const bool telescopicValueDates=false) | AverageOIS | |
| fairRate() const (defined in AverageOIS) | AverageOIS | |
| fairSpread() const (defined in AverageOIS) | AverageOIS | |
| fixedDayCounter() (defined in AverageOIS) | AverageOIS | |
| fixedLeg() const (defined in AverageOIS) | AverageOIS | |
| fixedLegBPS() const (defined in AverageOIS) | AverageOIS | |
| fixedLegNPV() const (defined in AverageOIS) | AverageOIS | |
| fixedRate() const (defined in AverageOIS) | AverageOIS | |
| fixedRates() const (defined in AverageOIS) | AverageOIS | |
| nominal() const (defined in AverageOIS) | AverageOIS | |
| nominals() const (defined in AverageOIS) | AverageOIS | |
| onDayCounter() (defined in AverageOIS) | AverageOIS | |
| onGearing() const (defined in AverageOIS) | AverageOIS | |
| onGearings() const (defined in AverageOIS) | AverageOIS | |
| onSpread() const (defined in AverageOIS) | AverageOIS | |
| onSpreads() const (defined in AverageOIS) | AverageOIS | |
| overnightIndex() (defined in AverageOIS) | AverageOIS | |
| overnightLeg() const (defined in AverageOIS) | AverageOIS | |
| overnightLegBPS() const (defined in AverageOIS) | AverageOIS | |
| overnightLegNPV() const (defined in AverageOIS) | AverageOIS | |
| Payer enum value (defined in AverageOIS) | AverageOIS | |
| rateCutoff() (defined in AverageOIS) | AverageOIS | |
| Receiver enum value (defined in AverageOIS) | AverageOIS | |
| setONIndexedCouponPricer(const boost::shared_ptr< AverageONIndexedCouponPricer > &onCouponPricer) (defined in AverageOIS) | AverageOIS | |
| type() const (defined in AverageOIS) | AverageOIS | |
| Type enum name | AverageOIS |