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 settlementDays) |
MakeOIS & | withEffectiveDate (const Date &) |
MakeOIS & | withTerminationDate (const Date &) |
MakeOIS & | withRule (DateGeneration::Rule r) |
MakeOIS & | withPaymentFrequency (Frequency f) |
MakeOIS & | withEndOfMonth (bool flag=true) |
MakeOIS & | withFixedLegDayCount (const DayCounter &dc) |
MakeOIS & | withOvernightLegSpread (Spread sp) |
MakeOIS & | withDiscountingTermStructure (const Handle< YieldTermStructure > &discountingTermStructure) |
MakeOIS & | withPricingEngine (const boost::shared_ptr< PricingEngine > &engine) |
helper class
This class provides a more comfortable way to instantiate overnight indexed swaps.