OvernightFallbackCurve Class Reference

Inheritance diagram for OvernightFallbackCurve:

Public Member Functions
	OvernightFallbackCurve (const boost::shared_ptr< OvernightIndex > &originalIndex, const boost::shared_ptr< OvernightIndex > &rfrIndex, const Real spread, const Date &switchDate)
boost::shared_ptr< OvernightIndex >	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