QuantLibAddin::FuturesRateHelper Class Reference
#include <qlo/ratehelpers.hpp>
Inheritance diagram for QuantLibAddin::FuturesRateHelper:
Collaboration diagram for QuantLibAddin::FuturesRateHelper:
Public Member Functions | |
| FuturesRateHelper (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::Quote > &price, QuantLib::Futures::Type type, const QuantLib::Date &immDate, const boost::shared_ptr< QuantLib::IborIndex > &iborIndex, const QuantLib::Handle< QuantLib::Quote > &convAdj, bool permanent) | |
| FuturesRateHelper (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::Quote > &price, QuantLib::Futures::Type type, const QuantLib::Date &immDate, QuantLib::Natural lengthInMonths, const QuantLib::Calendar &calendar, QuantLib::BusinessDayConvention convention, bool endOfMonth, const QuantLib::DayCounter &dayCounter, const QuantLib::Handle< QuantLib::Quote > &convAdj, bool permanent) | |
| FuturesRateHelper (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::Quote > &price, QuantLib::Futures::Type type, const QuantLib::Date &immDate, const QuantLib::Date &endDate, const QuantLib::DayCounter &dayCounter, const QuantLib::Handle< QuantLib::Quote > &convAdj, 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
◆ FuturesRateHelper() [1/3]
| QuantLibAddin::FuturesRateHelper::FuturesRateHelper | ( | const boost::shared_ptr< ObjectHandler::ValueObject > & | properties, |
| const QuantLib::Handle< QuantLib::Quote > & | price, | ||
| QuantLib::Futures::Type | type, | ||
| const QuantLib::Date & | immDate, | ||
| const boost::shared_ptr< QuantLib::IborIndex > & | iborIndex, | ||
| const QuantLib::Handle< QuantLib::Quote > & | convAdj, | ||
| bool | permanent | ||
| ) |
◆ FuturesRateHelper() [2/3]
| QuantLibAddin::FuturesRateHelper::FuturesRateHelper | ( | const boost::shared_ptr< ObjectHandler::ValueObject > & | properties, |
| const QuantLib::Handle< QuantLib::Quote > & | price, | ||
| QuantLib::Futures::Type | type, | ||
| const QuantLib::Date & | immDate, | ||
| QuantLib::Natural | lengthInMonths, | ||
| const QuantLib::Calendar & | calendar, | ||
| QuantLib::BusinessDayConvention | convention, | ||
| bool | endOfMonth, | ||
| const QuantLib::DayCounter & | dayCounter, | ||
| const QuantLib::Handle< QuantLib::Quote > & | convAdj, | ||
| bool | permanent | ||
| ) |
◆ FuturesRateHelper() [3/3]
| QuantLibAddin::FuturesRateHelper::FuturesRateHelper | ( | const boost::shared_ptr< ObjectHandler::ValueObject > & | properties, |
| const QuantLib::Handle< QuantLib::Quote > & | price, | ||
| QuantLib::Futures::Type | type, | ||
| const QuantLib::Date & | immDate, | ||
| const QuantLib::Date & | endDate, | ||
| const QuantLib::DayCounter & | dayCounter, | ||
| const QuantLib::Handle< QuantLib::Quote > & | convAdj, | ||
| bool | permanent | ||
| ) |
The documentation for this class was generated from the following file: