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<div id="projectbrief">A free/open-source library for quantitative finance</div>
<div id="projectnumber">Reference manual - version 1.20</div>
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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_make_o_i_s.html">MakeOIS</a></li> </ul>
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<div class="header">
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<a href="#pub-methods">Public Member Functions</a> |
<a href="class_quant_lib_1_1_make_o_i_s-members.html">List of all members</a> </div>
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<div class="title">MakeOIS Class Reference</div> </div>
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<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>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a34748ea9ad5c17f292e3be86e551dc6b"><td class="memItemLeft" align="right" valign="top"><a id="a34748ea9ad5c17f292e3be86e551dc6b"></a>
 </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 ext::shared_ptr< OvernightIndex > &overnightIndex, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> fixedRate=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <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 class="separator:a34748ea9ad5c17f292e3be86e551dc6b"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6b7adf57c48f6b4659ff9e5e3f03b726"><td class="memItemLeft" align="right" valign="top"><a id="a6b7adf57c48f6b4659ff9e5e3f03b726"></a>
 </td><td class="memItemRight" valign="bottom"><b>operator OvernightIndexedSwap</b> () const</td></tr>
<tr class="separator:a6b7adf57c48f6b4659ff9e5e3f03b726"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad0ea7c2888a48c3295a1843f39da5c05"><td class="memItemLeft" align="right" valign="top"><a id="ad0ea7c2888a48c3295a1843f39da5c05"></a>
 </td><td class="memItemRight" valign="bottom"><b>operator ext::shared_ptr< OvernightIndexedSwap ></b> () const</td></tr>
<tr class="separator:ad0ea7c2888a48c3295a1843f39da5c05"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a7d5775ccdbabaf2f2456692956943039"><td class="memItemLeft" align="right" valign="top"><a id="a7d5775ccdbabaf2f2456692956943039"></a>
<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 class="separator:a7d5775ccdbabaf2f2456692956943039"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a99f412fda71c62f09a49178a97c32435"><td class="memItemLeft" align="right" valign="top"><a id="a99f412fda71c62f09a49178a97c32435"></a>
<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 class="separator:a99f412fda71c62f09a49178a97c32435"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a9b141ba11e71b1e689b002c62a5ac24b"><td class="memItemLeft" align="right" valign="top"><a id="a9b141ba11e71b1e689b002c62a5ac24b"></a>
<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 class="separator:a9b141ba11e71b1e689b002c62a5ac24b"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a388a22cb4818d824552bf36e49db7edb"><td class="memItemLeft" align="right" valign="top"><a id="a388a22cb4818d824552bf36e49db7edb"></a>
<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> settlementDays)</td></tr>
<tr class="separator:a388a22cb4818d824552bf36e49db7edb"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ab632824366e557d2d116b5602f29b130"><td class="memItemLeft" align="right" valign="top"><a id="ab632824366e557d2d116b5602f29b130"></a>
<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 class="separator:ab632824366e557d2d116b5602f29b130"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad8ade1614ea8af8309670f4d49abba49"><td class="memItemLeft" align="right" valign="top"><a id="ad8ade1614ea8af8309670f4d49abba49"></a>
<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 class="separator:ad8ade1614ea8af8309670f4d49abba49"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ae662df7600d4903f3189370399996657"><td class="memItemLeft" align="right" valign="top"><a id="ae662df7600d4903f3189370399996657"></a>
<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 class="separator:ae662df7600d4903f3189370399996657"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a86cbaac4a1d5bcfeb401279e4d96aae1"><td class="memItemLeft" align="right" valign="top"><a id="a86cbaac4a1d5bcfeb401279e4d96aae1"></a>
<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 class="separator:a86cbaac4a1d5bcfeb401279e4d96aae1"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:add4f5060250d7f1008e79500c2cf255d"><td class="memItemLeft" align="right" valign="top"><a id="add4f5060250d7f1008e79500c2cf255d"></a>
<a class="el" href="class_quant_lib_1_1_make_o_i_s.html">MakeOIS</a> & </td><td class="memItemRight" valign="bottom"><b>withPaymentAdjustment</b> (<a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> convention)</td></tr>
<tr class="separator:add4f5060250d7f1008e79500c2cf255d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:af96e5735674eff8a69a573426da78a11"><td class="memItemLeft" align="right" valign="top"><a id="af96e5735674eff8a69a573426da78a11"></a>
<a class="el" href="class_quant_lib_1_1_make_o_i_s.html">MakeOIS</a> & </td><td class="memItemRight" valign="bottom"><b>withPaymentLag</b> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> lag)</td></tr>
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<tr class="memitem:a1ae2e7fd2417c764c8eb0de7850bafd0"><td class="memItemLeft" align="right" valign="top"><a id="a1ae2e7fd2417c764c8eb0de7850bafd0"></a>
<a class="el" href="class_quant_lib_1_1_make_o_i_s.html">MakeOIS</a> & </td><td class="memItemRight" valign="bottom"><b>withPaymentCalendar</b> (const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &cal)</td></tr>
<tr class="separator:a1ae2e7fd2417c764c8eb0de7850bafd0"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:af816ac5447424c405110aab42a0a6c56"><td class="memItemLeft" align="right" valign="top"><a id="af816ac5447424c405110aab42a0a6c56"></a>
<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 class="separator:af816ac5447424c405110aab42a0a6c56"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a3f076c90189543b767c96dde3850d712"><td class="memItemLeft" align="right" valign="top"><a id="a3f076c90189543b767c96dde3850d712"></a>
<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 class="separator:a3f076c90189543b767c96dde3850d712"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa4f625e4347caab311038aacf5c448d7"><td class="memItemLeft" align="right" valign="top"><a id="aa4f625e4347caab311038aacf5c448d7"></a>
<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 class="separator:aa4f625e4347caab311038aacf5c448d7"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad7f965fc989542928b87e64762fa03f8"><td class="memItemLeft" align="right" valign="top"><a id="ad7f965fc989542928b87e64762fa03f8"></a>
<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>
<tr class="separator:ad7f965fc989542928b87e64762fa03f8"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a86b8402b77bb950ff0460cc4bc9c9340"><td class="memItemLeft" align="right" valign="top"><a id="a86b8402b77bb950ff0460cc4bc9c9340"></a>
<a class="el" href="class_quant_lib_1_1_make_o_i_s.html">MakeOIS</a> & </td><td class="memItemRight" valign="bottom"><b>withTelescopicValueDates</b> (bool telescopicValueDates)</td></tr>
<tr class="separator:a86b8402b77bb950ff0460cc4bc9c9340"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac85abb9bf4e32519c001673070630d8a"><td class="memItemLeft" align="right" valign="top"><a id="ac85abb9bf4e32519c001673070630d8a"></a>
<a class="el" href="class_quant_lib_1_1_make_o_i_s.html">MakeOIS</a> & </td><td class="memItemRight" valign="bottom"><b>withPricingEngine</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a> > &engine)</td></tr>
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</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>helper class </p>
<p>This class provides a more comfortable way to instantiate overnight indexed swaps. </p>
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