1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>MakeOIS Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="185" height="50" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 1.2</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.7.6.1 -->
<div id="nav-path" class="navpath">
<ul>
<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_make_o_i_s.html">MakeOIS</a> </li>
</ul>
</div>
</div>
<div class="header">
<div class="summary">
<a href="#pub-methods">Public Member Functions</a> </div>
<div class="headertitle">
<div class="title">MakeOIS Class Reference</div> </div>
</div><!--header-->
<div class="contents">
<!-- doxytag: class="QuantLib::MakeOIS" -->
<p>helper class
<a href="class_quant_lib_1_1_make_o_i_s.html#details">More...</a></p>
<p><code>#include <ql/instruments/makeois.hpp></code></p>
<p><a href="class_quant_lib_1_1_make_o_i_s-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a741c3294769bcf8d475a4ffed39e9285"></a><!-- doxytag: member="QuantLib::MakeOIS::MakeOIS" ref="a741c3294769bcf8d475a4ffed39e9285" args="(const Period &swapTenor, const boost::shared_ptr< OvernightIndex > &overnightIndex, Rate fixedRate=Null< Rate >(), const Period &fwdStart=0 *Days)" -->
 </td><td class="memItemRight" valign="bottom"><b>MakeOIS</b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &swapTenor, const boost::shared_ptr< OvernightIndex > &overnightIndex, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> fixedRate=Null< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> >(), const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &fwdStart=0 *Days)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afced41062a8929f64f149f94fd71f182"></a><!-- doxytag: member="QuantLib::MakeOIS::operator OvernightIndexedSwap" ref="afced41062a8929f64f149f94fd71f182" args="() const " -->
 </td><td class="memItemRight" valign="bottom"><b>operator OvernightIndexedSwap</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9da4e190519c6154ce8f5b51eda519e8"></a><!-- doxytag: member="QuantLib::MakeOIS::operator boost::shared_ptr< OvernightIndexedSwap >" ref="a9da4e190519c6154ce8f5b51eda519e8" args="() const " -->
 </td><td class="memItemRight" valign="bottom"><b>operator boost::shared_ptr< OvernightIndexedSwap ></b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7d5775ccdbabaf2f2456692956943039"></a><!-- doxytag: member="QuantLib::MakeOIS::receiveFixed" ref="a7d5775ccdbabaf2f2456692956943039" args="(bool flag=true)" -->
<a class="el" href="class_quant_lib_1_1_make_o_i_s.html">MakeOIS</a> & </td><td class="memItemRight" valign="bottom"><b>receiveFixed</b> (bool flag=true)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a99f412fda71c62f09a49178a97c32435"></a><!-- doxytag: member="QuantLib::MakeOIS::withType" ref="a99f412fda71c62f09a49178a97c32435" args="(OvernightIndexedSwap::Type type)" -->
<a class="el" href="class_quant_lib_1_1_make_o_i_s.html">MakeOIS</a> & </td><td class="memItemRight" valign="bottom"><b>withType</b> (OvernightIndexedSwap::Type type)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9b141ba11e71b1e689b002c62a5ac24b"></a><!-- doxytag: member="QuantLib::MakeOIS::withNominal" ref="a9b141ba11e71b1e689b002c62a5ac24b" args="(Real n)" -->
<a class="el" href="class_quant_lib_1_1_make_o_i_s.html">MakeOIS</a> & </td><td class="memItemRight" valign="bottom"><b>withNominal</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> n)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0121bcf02c7b0b399eff63f82b8087cf"></a><!-- doxytag: member="QuantLib::MakeOIS::withSettlementDays" ref="a0121bcf02c7b0b399eff63f82b8087cf" args="(Natural fixingDays)" -->
<a class="el" href="class_quant_lib_1_1_make_o_i_s.html">MakeOIS</a> & </td><td class="memItemRight" valign="bottom"><b>withSettlementDays</b> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> fixingDays)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab632824366e557d2d116b5602f29b130"></a><!-- doxytag: member="QuantLib::MakeOIS::withEffectiveDate" ref="ab632824366e557d2d116b5602f29b130" args="(const Date &)" -->
<a class="el" href="class_quant_lib_1_1_make_o_i_s.html">MakeOIS</a> & </td><td class="memItemRight" valign="bottom"><b>withEffectiveDate</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad8ade1614ea8af8309670f4d49abba49"></a><!-- doxytag: member="QuantLib::MakeOIS::withTerminationDate" ref="ad8ade1614ea8af8309670f4d49abba49" args="(const Date &)" -->
<a class="el" href="class_quant_lib_1_1_make_o_i_s.html">MakeOIS</a> & </td><td class="memItemRight" valign="bottom"><b>withTerminationDate</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a86cbaac4a1d5bcfeb401279e4d96aae1"></a><!-- doxytag: member="QuantLib::MakeOIS::withPaymentFrequency" ref="a86cbaac4a1d5bcfeb401279e4d96aae1" args="(Frequency f)" -->
<a class="el" href="class_quant_lib_1_1_make_o_i_s.html">MakeOIS</a> & </td><td class="memItemRight" valign="bottom"><b>withPaymentFrequency</b> (<a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> f)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae662df7600d4903f3189370399996657"></a><!-- doxytag: member="QuantLib::MakeOIS::withRule" ref="ae662df7600d4903f3189370399996657" args="(DateGeneration::Rule r)" -->
<a class="el" href="class_quant_lib_1_1_make_o_i_s.html">MakeOIS</a> & </td><td class="memItemRight" valign="bottom"><b>withRule</b> (<a class="el" href="struct_quant_lib_1_1_date_generation.html#a11fcd51ef86118f65e603c1474377a78">DateGeneration::Rule</a> r)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af816ac5447424c405110aab42a0a6c56"></a><!-- doxytag: member="QuantLib::MakeOIS::withEndOfMonth" ref="af816ac5447424c405110aab42a0a6c56" args="(bool flag=true)" -->
<a class="el" href="class_quant_lib_1_1_make_o_i_s.html">MakeOIS</a> & </td><td class="memItemRight" valign="bottom"><b>withEndOfMonth</b> (bool flag=true)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3f076c90189543b767c96dde3850d712"></a><!-- doxytag: member="QuantLib::MakeOIS::withFixedLegDayCount" ref="a3f076c90189543b767c96dde3850d712" args="(const DayCounter &dc)" -->
<a class="el" href="class_quant_lib_1_1_make_o_i_s.html">MakeOIS</a> & </td><td class="memItemRight" valign="bottom"><b>withFixedLegDayCount</b> (const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa4f625e4347caab311038aacf5c448d7"></a><!-- doxytag: member="QuantLib::MakeOIS::withOvernightLegSpread" ref="aa4f625e4347caab311038aacf5c448d7" args="(Spread sp)" -->
<a class="el" href="class_quant_lib_1_1_make_o_i_s.html">MakeOIS</a> & </td><td class="memItemRight" valign="bottom"><b>withOvernightLegSpread</b> (<a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> sp)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad7f965fc989542928b87e64762fa03f8"></a><!-- doxytag: member="QuantLib::MakeOIS::withDiscountingTermStructure" ref="ad7f965fc989542928b87e64762fa03f8" args="(const Handle< YieldTermStructure > &discountingTermStructure)" -->
<a class="el" href="class_quant_lib_1_1_make_o_i_s.html">MakeOIS</a> & </td><td class="memItemRight" valign="bottom"><b>withDiscountingTermStructure</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &discountingTermStructure)</td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>helper class </p>
<p>This class provides a more comfortable way to instantiate overnight indexed swaps. </p>
</div></div><!-- contents -->
</div>
<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1
</div>
</div>
</div>
</body>
</html>
|
