Rechercher une page de manuel
QuantLib_OvernightIndexedSwapIndex
Langue: en
Version: 375336 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::OvernightIndexedSwapIndex -base class for overnight indexed swap indexes
SYNOPSIS
#include <ql/indexes/swapindex.hpp>
Inherits QuantLib::SwapIndex.
Public Member Functions
OvernightIndexedSwapIndex (const std::string &familyName, const Period &tenor, Natural settlementDays, Currency currency, const boost::shared_ptr< OvernightIndex > &overnightIndex)
Inspectors
boost::shared_ptr< OvernightIndex > overnightIndex () const
boost::shared_ptr< OvernightIndexedSwap > underlyingSwap (const Date &fixingDate) const
Protected Attributes
boost::shared_ptr< OvernightIndex > overnightIndex_
Detailed Description
base class for overnight indexed swap indexes
Member Function Documentation
boost::shared_ptr<OvernightIndexedSwap> underlyingSwap (const Date & fixingDate) constWarning
- Relinking the term structure underlying the index will not have effect on the returned swap.
Reimplemented from SwapIndex.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre