OvernightIndexWithFixingOverride Class Reference

Inheritance diagram for OvernightIndexWithFixingOverride:

Public Member Functions
	OvernightIndexWithFixingOverride (const boost::shared_ptr< QuantLib::OvernightIndex > &index, const std::map< QuantLib::Date, double > &fixingOverrides)
	OvernightIndexWithFixingOverride (const std::string &familyName, QuantLib::Natural settlementDays, const QuantLib::Currency &currency, const QuantLib::Calendar &fixingCalendar, const QuantLib::DayCounter &dayCounter, const QuantLib::Handle< QuantLib::YieldTermStructure > &h, const std::map< QuantLib::Date, double > &fixingOverrides)
boost::shared_ptr< QuantLib::IborIndex >	clone (const QuantLib::Handle< QuantLib::YieldTermStructure > &forwarding) const override

Protected Member Functions
QuantLib::Rate	pastFixing (const QuantLib::Date &fixingDate) const override