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<title>OvernightIndexedSwapIndex Class Reference</title>
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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_overnight_indexed_swap_index.html">OvernightIndexedSwapIndex</a> </li>
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<a href="#pub-methods">Public Member Functions</a> |
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<!-- doxytag: class="QuantLib::OvernightIndexedSwapIndex" --><!-- doxytag: inherits="QuantLib::SwapIndex" -->
<p>base class for overnight indexed swap indexes
<a href="class_quant_lib_1_1_overnight_indexed_swap_index.html#details">More...</a></p>
<p><code>#include <ql/indexes/swapindex.hpp></code></p>
<div class="dynheader">
Inheritance diagram for OvernightIndexedSwapIndex:</div>
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<div class="center"><img src="class_quant_lib_1_1_overnight_indexed_swap_index__inherit__graph.png" border="0" usemap="#_overnight_indexed_swap_index_inherit__map" alt="Inheritance graph"/></div>
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<area shape="rect" id="node2" href="class_quant_lib_1_1_swap_index.html" title="base class for swap-rate indexes" alt="" coords="56,6,141,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_overnight_indexed_swap_index-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="ac558cbb6a787700e36416e77e0ebb2f4"></a><!-- doxytag: member="QuantLib::OvernightIndexedSwapIndex::OvernightIndexedSwapIndex" ref="ac558cbb6a787700e36416e77e0ebb2f4" args="(const std::string &familyName, const Period &tenor, Natural settlementDays, Currency currency, const boost::shared_ptr< OvernightIndex > &overnightIndex)" -->
 </td><td class="memItemRight" valign="bottom"><b>OvernightIndexedSwapIndex</b> (const std::string &familyName, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &tenor, <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> settlementDays, <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> currency, const boost::shared_ptr< OvernightIndex > &overnightIndex)</td></tr>
<tr><td colspan="2"><div class="groupHeader">Inspectors</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac2658cae9d72d328e8348656b07d8840"></a><!-- doxytag: member="QuantLib::OvernightIndexedSwapIndex::overnightIndex" ref="ac2658cae9d72d328e8348656b07d8840" args="() const " -->
boost::shared_ptr< OvernightIndex > </td><td class="memItemRight" valign="bottom"><b>overnightIndex</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top">boost::shared_ptr<br class="typebreak"/>
< <a class="el" href="class_quant_lib_1_1_overnight_indexed_swap.html">OvernightIndexedSwap</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_overnight_indexed_swap_index.html#a3c9a90446e2ee0b8cafbf57b9f4c671b">underlyingSwap</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &fixingDate) const </td></tr>
<tr><td colspan="2"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a692e32fbdb1ea4abf8e1fd5620a699fa"></a><!-- doxytag: member="QuantLib::OvernightIndexedSwapIndex::overnightIndex_" ref="a692e32fbdb1ea4abf8e1fd5620a699fa" args="" -->
boost::shared_ptr< OvernightIndex > </td><td class="memItemRight" valign="bottom"><b>overnightIndex_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa73ea62fd6c5460fe045c8fc6bb4d5b5"></a><!-- doxytag: member="QuantLib::OvernightIndexedSwapIndex::lastSwap_" ref="aa73ea62fd6c5460fe045c8fc6bb4d5b5" args="" -->
boost::shared_ptr<br class="typebreak"/>
< <a class="el" href="class_quant_lib_1_1_overnight_indexed_swap.html">OvernightIndexedSwap</a> > </td><td class="memItemRight" valign="bottom"><b>lastSwap_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aebda2948141a2f9bf4e188512541f885"></a><!-- doxytag: member="QuantLib::OvernightIndexedSwapIndex::lastFixingDate_" ref="aebda2948141a2f9bf4e188512541f885" args="" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>lastFixingDate_</b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>base class for overnight indexed swap indexes </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a3c9a90446e2ee0b8cafbf57b9f4c671b"></a><!-- doxytag: member="QuantLib::OvernightIndexedSwapIndex::underlyingSwap" ref="a3c9a90446e2ee0b8cafbf57b9f4c671b" args="(const Date &fixingDate) const " -->
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<td class="memname">boost::shared_ptr<<a class="el" href="class_quant_lib_1_1_overnight_indexed_swap.html">OvernightIndexedSwap</a>> <a class="el" href="class_quant_lib_1_1_overnight_indexed_swap_index.html#a3c9a90446e2ee0b8cafbf57b9f4c671b">underlyingSwap</a> </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>fixingDate</em></td><td>)</td>
<td> const</td>
</tr>
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<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000044">Warning:</a></b></dt><dd>Relinking the term structure underlying the index will not have effect on the returned swap. </dd></dl>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_swap_index.html#afccaabbaca855e9e0b6a82e88eb59551">SwapIndex</a>.</p>
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