Reference manual - version qle_version
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 |