Public Member Functions | |
IborFallbackCurve (const boost::shared_ptr< IborIndex > &originalIndex, const boost::shared_ptr< OvernightIndex > &rfrIndex, const Real spread, const Date &switchDate) | |
boost::shared_ptr< IborIndex > | originalIndex () const |
boost::shared_ptr< OvernightIndex > | rfrIndex () const |
Real | spread () const |
const Date & | switchDate () const |
const Date & | referenceDate () const override |
Date | maxDate () const override |
Calendar | calendar () const override |
Natural | settlementDays () const override |