QuantLibAddin::FraRateHelper Class Reference
#include <qlo/ratehelpers.hpp>
Inheritance diagram for QuantLibAddin::FraRateHelper:
Collaboration diagram for QuantLibAddin::FraRateHelper:
Public Member Functions | |
| FraRateHelper (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::Quote > &rate, QuantLib::Period periodToStart, const boost::shared_ptr< QuantLib::IborIndex > &iborIndex, QuantLib::Pillar::Choice pillarChoice, QuantLib::Date customPillar, bool permanent) | |
| FraRateHelper (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::Quote > &rate, QuantLib::Period periodToStart, QuantLib::Natural lengthInMonths, QuantLib::Natural fixingDays, const QuantLib::Calendar &calendar, QuantLib::BusinessDayConvention convention, bool endOfMonth, const QuantLib::DayCounter &dayCounter, QuantLib::Pillar::Choice pillarChoice, QuantLib::Date customPillar, bool permanent) | |
 Public Member Functions inherited from QuantLibAddin::RateHelper | |
| std::string | quoteName () |
Additional Inherited Members | |
| Public Types inherited from QuantLibAddin::RateHelper | |
| enum | DepoInclusionCriteria { AllDepos, DeposBeforeFirstFuturesStartDate, DeposBeforeFirstFuturesStartDatePlusOne, DeposBeforeFirstFuturesExpiryDate } |
| Protected Member Functions inherited from QuantLibAddin::RateHelper | |
| OH_LIB_CTOR (RateHelper, QuantLib::RateHelper) | |
| Protected Attributes inherited from QuantLibAddin::RateHelper | |
| std::string | quoteName_ |
Constructor & Destructor Documentation
◆ FraRateHelper() [1/2]
| QuantLibAddin::FraRateHelper::FraRateHelper | ( | const boost::shared_ptr< ObjectHandler::ValueObject > & | properties, |
| const QuantLib::Handle< QuantLib::Quote > & | rate, | ||
| QuantLib::Period | periodToStart, | ||
| const boost::shared_ptr< QuantLib::IborIndex > & | iborIndex, | ||
| QuantLib::Pillar::Choice | pillarChoice, | ||
| QuantLib::Date | customPillar, | ||
| bool | permanent | ||
| ) |
◆ FraRateHelper() [2/2]
| QuantLibAddin::FraRateHelper::FraRateHelper | ( | const boost::shared_ptr< ObjectHandler::ValueObject > & | properties, |
| const QuantLib::Handle< QuantLib::Quote > & | rate, | ||
| QuantLib::Period | periodToStart, | ||
| QuantLib::Natural | lengthInMonths, | ||
| QuantLib::Natural | fixingDays, | ||
| const QuantLib::Calendar & | calendar, | ||
| QuantLib::BusinessDayConvention | convention, | ||
| bool | endOfMonth, | ||
| const QuantLib::DayCounter & | dayCounter, | ||
| QuantLib::Pillar::Choice | pillarChoice, | ||
| QuantLib::Date | customPillar, | ||
| bool | permanent | ||
| ) |
The documentation for this class was generated from the following file: