QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
ArithmeticAverageOIS Member List

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

additionalResults() constInstrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
alwaysForward_ (defined in LazyObject)LazyObjectmutableprotected
alwaysForwardNotifications()LazyObject
ArithmeticAverageOIS(Type type, Real nominal, const Schedule &fixedLegSchedule, Rate fixedRate, const DayCounter &fixedDC, const boost::shared_ptr< OvernightIndex > &overnightIndex, const Schedule &overnightLegSchedule, Spread spread=0.0, Real meanReversionSpeed=0.03, Real volatility=0.00, bool byApprox=false) (defined in ArithmeticAverageOIS)ArithmeticAverageOIS
ArithmeticAverageOIS(Type type, std::vector< Real > nominals, const Schedule &fixedLegSchedule, Rate fixedRate, const DayCounter &fixedDC, const boost::shared_ptr< OvernightIndex > &overnightIndex, const Schedule &overnightLegSchedule, Spread spread=0.0, Real meanReversionSpeed=0.03, Real volatility=0.00, bool byApprox=false) (defined in ArithmeticAverageOIS)ArithmeticAverageOIS
calculate() constInstrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
deepUpdate()Observervirtual
endDiscounts(Size j) const (defined in Swap)Swap
endDiscounts_ (defined in Swap)Swapmutableprotected
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() constInstrument
errorEstimate_ (defined in Instrument)Instrumentmutableprotected
fairRate() const (defined in ArithmeticAverageOIS)ArithmeticAverageOIS
fairSpread() const (defined in ArithmeticAverageOIS)ArithmeticAverageOIS
fetchResults(const PricingEngine::results *) constSwapvirtual
fixedDayCount() (defined in ArithmeticAverageOIS)ArithmeticAverageOIS
fixedLeg() const (defined in ArithmeticAverageOIS)ArithmeticAverageOIS
fixedLegBPS() const (defined in ArithmeticAverageOIS)ArithmeticAverageOIS
fixedLegNPV() const (defined in ArithmeticAverageOIS)ArithmeticAverageOIS
fixedLegPaymentFrequency() (defined in ArithmeticAverageOIS)ArithmeticAverageOIS
fixedRate() const (defined in ArithmeticAverageOIS)ArithmeticAverageOIS
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
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 ArithmeticAverageOIS)ArithmeticAverageOIS
nominals() const (defined in ArithmeticAverageOIS)ArithmeticAverageOIS
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 ArithmeticAverageOIS)ArithmeticAverageOIS
overnightLeg() const (defined in ArithmeticAverageOIS)ArithmeticAverageOIS
overnightLegBPS() const (defined in ArithmeticAverageOIS)ArithmeticAverageOIS
overnightLegNPV() const (defined in ArithmeticAverageOIS)ArithmeticAverageOIS
overnightLegPaymentFrequency() (defined in ArithmeticAverageOIS)ArithmeticAverageOIS
Payer enum value (defined in ArithmeticAverageOIS)ArithmeticAverageOIS
payer_ (defined in Swap)Swapprotected
performCalculations() constInstrumentprotectedvirtual
recalculate()LazyObject
Receiver enum value (defined in ArithmeticAverageOIS)ArithmeticAverageOIS
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
result(const std::string &tag) constInstrument
set_type typedef (defined in Observer)Observer
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) constSwapvirtual
setupExpired() constSwapprotectedvirtual
spread() (defined in ArithmeticAverageOIS)ArithmeticAverageOIS
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 enum name (defined in ArithmeticAverageOIS)ArithmeticAverageOIS
type() const (defined in ArithmeticAverageOIS)ArithmeticAverageOIS
unfreeze()LazyObject
unregisterWith(const boost::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