QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
OvernightIndexedSwap Member List

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

additionalResults() constInstrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
alwaysForward_ (defined in LazyObject)LazyObjectprotected
alwaysForwardNotifications()LazyObject
calculate() constInstrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
deepUpdate()Swapvirtual
endDiscounts(Size j) const (defined in Swap)Swap
endDiscounts_ (defined in Swap)Swapprotected
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() constInstrument
errorEstimate_ (defined in Instrument)Instrumentprotected
fairRate() const (defined in OvernightIndexedSwap)OvernightIndexedSwap
fairSpread() const (defined in OvernightIndexedSwap)OvernightIndexedSwap
fetchResults(const PricingEngine::results *) constSwapvirtual
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)LazyObjectprotected
Instrument() (defined in Instrument)Instrument
isExpired() constSwapvirtual
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() constInstrument
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 ext::shared_ptr< OvernightIndex > &overnightIndex, Spread spread=0.0, Natural paymentLag=0, BusinessDayConvention paymentAdjustment=Following, const Calendar &paymentCalendar=Calendar(), bool telescopicValueDates=false) (defined in OvernightIndexedSwap)OvernightIndexedSwap
OvernightIndexedSwap(Type type, const std::vector< Real > &nominals, const Schedule &schedule, Rate fixedRate, const DayCounter &fixedDC, const ext::shared_ptr< OvernightIndex > &overnightIndex, Spread spread=0.0, Natural paymentLag=0, BusinessDayConvention paymentAdjustment=Following, const Calendar &paymentCalendar=Calendar(), bool telescopicValueDates=false) (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(Size j) const (defined in Swap)Swap
payer_ (defined in Swap)Swapprotected
paymentFrequency() (defined in OvernightIndexedSwap)OvernightIndexedSwap
performCalculations() constInstrumentprotectedvirtual
recalculate()LazyObject
Receiver enum value (defined in OvernightIndexedSwap)OvernightIndexedSwap
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
result(const std::string &tag) constInstrument
set_type typedef (defined in Observer)Observer
setPricingEngine(const ext::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) constSwapvirtual
setupExpired() constSwapprotectedvirtual
spread() const (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() const (defined in OvernightIndexedSwap)OvernightIndexedSwap
Type enum name (defined in OvernightIndexedSwap)OvernightIndexedSwap
unfreeze()LazyObject
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LazyObjectvirtual
valuationDate() constInstrument
valuationDate_ (defined in Instrument)Instrumentmutableprotected
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual