- QuantLib
- OvernightIndexedSwapIndex
 
base class for overnight indexed swap indexes More...
#include <ql/indexes/swapindex.hpp>

| Public Member Functions | |
| OvernightIndexedSwapIndex (const std::string &familyName, const Period &tenor, Natural settlementDays, Currency currency, const boost::shared_ptr< OvernightIndex > &overnightIndex) | |
| Inspectors | |
| boost::shared_ptr< OvernightIndex > | overnightIndex () const | 
| boost::shared_ptr < OvernightIndexedSwap > | underlyingSwap (const Date &fixingDate) const | 
| Protected Attributes | |
| boost::shared_ptr< OvernightIndex > | overnightIndex_ | 
| boost::shared_ptr < OvernightIndexedSwap > | lastSwap_ | 
| Date | lastFixingDate_ | 
base class for overnight indexed swap indexes
| boost::shared_ptr<OvernightIndexedSwap> underlyingSwap | ( | const Date & | fixingDate | ) | const |