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| FallbackIborIndex (const boost::shared_ptr< IborIndex > originalIndex, const boost::shared_ptr< OvernightIndex > rfrIndex, const Real spread, const Date &switchDate, const bool useRfrCurve) |
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| FallbackIborIndex (const boost::shared_ptr< IborIndex > originalIndex, const boost::shared_ptr< OvernightIndex > rfrIndex, const Real spread, const Date &switchDate, const Handle< YieldTermStructure > &forwardingCurve) |
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void | addFixing (const Date &fixingDate, Real fixing, bool forceOverwrite=false) override |
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Real | fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const override |
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Rate | pastFixing (const Date &fixingDate) const override |
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boost::shared_ptr< IborIndex > | clone (const Handle< YieldTermStructure > &forwarding) const override |
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boost::shared_ptr< IborIndex > | originalIndex () const |
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boost::shared_ptr< OvernightIndex > | rfrIndex () const |
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Real | spread () const |
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const Date & | switchDate () const |
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bool | useRfrCurve () const |
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boost::shared_ptr< OvernightIndexedCoupon > | onCoupon (const Date &iborFixingDate, const bool telescopicValueDates=false) const |
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