Reference manual - version qle_version
This is the complete list of members for FallbackOvernightIndex, including all inherited members.
| addFixing(const Date &fixingDate, Real fixing, bool forceOverwrite=false) override (defined in FallbackOvernightIndex) | FallbackOvernightIndex | |
| clone(const Handle< YieldTermStructure > &forwarding) const override (defined in FallbackOvernightIndex) | FallbackOvernightIndex | |
| FallbackOvernightIndex(const QuantLib::ext::shared_ptr< OvernightIndex > originalIndex, const QuantLib::ext::shared_ptr< OvernightIndex > rfrIndex, const Real spread, const Date &switchDate, const bool useRfrCurve) (defined in FallbackOvernightIndex) | FallbackOvernightIndex | |
| FallbackOvernightIndex(const QuantLib::ext::shared_ptr< OvernightIndex > originalIndex, const QuantLib::ext::shared_ptr< OvernightIndex > rfrIndex, const Real spread, const Date &switchDate, const Handle< YieldTermStructure > &forwardingCurve) (defined in FallbackOvernightIndex) | FallbackOvernightIndex | |
| fixing(const Date &fixingDate, bool forecastTodaysFixing=false) const override (defined in FallbackOvernightIndex) | FallbackOvernightIndex | |
| originalIndex() const (defined in FallbackOvernightIndex) | FallbackOvernightIndex | |
| pastFixing(const Date &fixingDate) const override (defined in FallbackOvernightIndex) | FallbackOvernightIndex | |
| rfrIndex() const (defined in FallbackOvernightIndex) | FallbackOvernightIndex | |
| spread() const (defined in FallbackOvernightIndex) | FallbackOvernightIndex | |
| switchDate() const (defined in FallbackOvernightIndex) | FallbackOvernightIndex | |
| useRfrCurve() const (defined in FallbackOvernightIndex) | FallbackOvernightIndex |