MakeOIS Class Reference
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) |
Detailed Description
helper classThis class provides a more comfortable way to instantiate overnight indexed swaps.