- QuantLib
- MakeOIS
 
helper class More...
#include <ql/instruments/makeois.hpp>
| Public Member Functions | |
| MakeOIS (const Period &swapTenor, const boost::shared_ptr< OvernightIndex > &overnightIndex, Rate fixedRate=Null< Rate >(), const Period &fwdStart=0 *Days) | |
| operator OvernightIndexedSwap () const | |
| operator boost::shared_ptr< OvernightIndexedSwap > () const | |
| MakeOIS & | receiveFixed (bool flag=true) | 
| MakeOIS & | withType (OvernightIndexedSwap::Type type) | 
| MakeOIS & | withNominal (Real n) | 
| MakeOIS & | withSettlementDays (Natural fixingDays) | 
| MakeOIS & | withEffectiveDate (const Date &) | 
| MakeOIS & | withTerminationDate (const Date &) | 
| MakeOIS & | withPaymentFrequency (Frequency f) | 
| MakeOIS & | withRule (DateGeneration::Rule r) | 
| MakeOIS & | withEndOfMonth (bool flag=true) | 
| MakeOIS & | withFixedLegDayCount (const DayCounter &dc) | 
| MakeOIS & | withOvernightLegSpread (Spread sp) | 
| MakeOIS & | withDiscountingTermStructure (const Handle< YieldTermStructure > &discountingTermStructure) | 
helper class
This class provides a more comfortable way to instantiate overnight indexed swaps.