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
MakeOIS &	receiveFixed (bool flag=true)
MakeOIS &	withType (OvernightIndexedSwap::Type type)
MakeOIS &	withNominal (Real n)
MakeOIS &	withSettlementDays (Natural fixingDays)
MakeOIS &	withEffectiveDate (const Date &)
MakeOIS &	withTerminationDate (const Date &)
MakeOIS &	withPaymentFrequency (Frequency f)
MakeOIS &	withRule (DateGeneration::Rule r)
MakeOIS &	withEndOfMonth (bool flag=true)
MakeOIS &	withFixedLegDayCount (const DayCounter &dc)
MakeOIS &	withOvernightLegSpread (Spread sp)
MakeOIS &	withDiscountingTermStructure (const Handle< YieldTermStructure > &discountingTermStructure)

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Detailed Description

helper class

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