QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
OvernightIndexedSwap Member List

This is the complete list of members for OvernightIndexedSwap, including all inherited members.

additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
calculate() const Instrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
endDiscounts(Size j) const (defined in Swap)Swap
endDiscounts_ (defined in Swap)Swapmutableprotected
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrumentmutableprotected
fairRate() const (defined in OvernightIndexedSwap)OvernightIndexedSwap
fairSpread() const (defined in OvernightIndexedSwap)OvernightIndexedSwap
fetchResults(const PricingEngine::results *) const Swapvirtual
fixedDayCount() (defined in OvernightIndexedSwap)OvernightIndexedSwap
fixedLeg() const (defined in OvernightIndexedSwap)OvernightIndexedSwap
fixedLegBPS() const (defined in OvernightIndexedSwap)OvernightIndexedSwap
fixedLegNPV() const (defined in OvernightIndexedSwap)OvernightIndexedSwap
fixedRate() const (defined in OvernightIndexedSwap)OvernightIndexedSwap
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
Instrument() (defined in Instrument)Instrument
isExpired() const Swapvirtual
iterator typedef (defined in Observer)Observer
LazyObject() (defined in LazyObject)LazyObject
leg(Size j) const (defined in Swap)Swap
legBPS(Size j) const (defined in Swap)Swap
legBPS_ (defined in Swap)Swapmutableprotected
legNPV(Size j) const (defined in Swap)Swap
legNPV_ (defined in Swap)Swapmutableprotected
legs_ (defined in Swap)Swapprotected
maturityDate() const (defined in Swap)Swap
nominal() const (defined in OvernightIndexedSwap)OvernightIndexedSwap
nominals() const (defined in OvernightIndexedSwap)OvernightIndexedSwap
notifyObservers()Observable
NPV() const Instrument
NPV_ (defined in Instrument)Instrumentmutableprotected
npvDateDiscount() const (defined in Swap)Swap
npvDateDiscount_ (defined in Swap)Swapmutableprotected
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
overnightIndex() (defined in OvernightIndexedSwap)OvernightIndexedSwap
OvernightIndexedSwap(Type type, Real nominal, const Schedule &schedule, Rate fixedRate, const DayCounter &fixedDC, const boost::shared_ptr< OvernightIndex > &overnightIndex, Spread spread=0.0) (defined in OvernightIndexedSwap)OvernightIndexedSwap
OvernightIndexedSwap(Type type, std::vector< Real > nominals, const Schedule &schedule, Rate fixedRate, const DayCounter &fixedDC, const boost::shared_ptr< OvernightIndex > &overnightIndex, Spread spread=0.0) (defined in OvernightIndexedSwap)OvernightIndexedSwap
overnightLeg() const (defined in OvernightIndexedSwap)OvernightIndexedSwap
overnightLegBPS() const (defined in OvernightIndexedSwap)OvernightIndexedSwap
overnightLegNPV() const (defined in OvernightIndexedSwap)OvernightIndexedSwap
Payer enum value (defined in OvernightIndexedSwap)OvernightIndexedSwap
payer_ (defined in Swap)Swapprotected
paymentFrequency() (defined in OvernightIndexedSwap)OvernightIndexedSwap
performCalculations() const Instrumentprotectedvirtual
recalculate()LazyObject
Receiver enum value (defined in OvernightIndexedSwap)OvernightIndexedSwap
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
result(const std::string &tag) const Instrument
set_type typedef (defined in Observer)Observer
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) const Swapvirtual
setupExpired() const Swapprotectedvirtual
spread() (defined in OvernightIndexedSwap)OvernightIndexedSwap
startDate() const (defined in Swap)Swap
startDiscounts(Size j) const (defined in Swap)Swap
startDiscounts_ (defined in Swap)Swapmutableprotected
Swap(const Leg &firstLeg, const Leg &secondLeg)Swap
Swap(const std::vector< Leg > &legs, const std::vector< bool > &payer)Swap
Swap(Size legs)Swapprotected
Type enum name (defined in OvernightIndexedSwap)OvernightIndexedSwap
type() const (defined in OvernightIndexedSwap)OvernightIndexedSwap
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LazyObjectvirtual
valuationDate() const Instrument
valuationDate_ (defined in Instrument)Instrumentmutableprotected
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual