MakeOIS Class Reference

helper class More...

#include <ql/instruments/makeois.hpp>

List of all members.

Public Member Functions

 MakeOIS (const Period &swapTenor, const boost::shared_ptr< OvernightIndex > &overnightIndex, Rate fixedRate=Null< Rate >(), const Period &fwdStart=0 *Days)
 operator OvernightIndexedSwap () const
 operator boost::shared_ptr< OvernightIndexedSwap > () const
MakeOISreceiveFixed (bool flag=true)
MakeOISwithType (OvernightIndexedSwap::Type type)
MakeOISwithNominal (Real n)
MakeOISwithSettlementDays (Natural fixingDays)
MakeOISwithEffectiveDate (const Date &)
MakeOISwithTerminationDate (const Date &)
MakeOISwithPaymentFrequency (Frequency f)
MakeOISwithRule (DateGeneration::Rule r)
MakeOISwithEndOfMonth (bool flag=true)
MakeOISwithFixedLegDayCount (const DayCounter &dc)
MakeOISwithOvernightLegSpread (Spread sp)
MakeOISwithDiscountingTermStructure (const Handle< YieldTermStructure > &discountingTermStructure)

Detailed Description

helper class

This class provides a more comfortable way to instantiate overnight indexed swaps.