Inheritance diagram for QuantLibAddin::OISRateHelper:

Collaboration diagram for QuantLibAddin::OISRateHelper:

Public Member Functions
	OISRateHelper (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, QuantLib::Natural settlementDays, const QuantLib::Period &tenor, const QuantLib::Handle< QuantLib::Quote > &fixedRate, const boost::shared_ptr< QuantLib::OvernightIndex > &overnightIndex, const QuantLib::Handle< QuantLib::YieldTermStructure > &discount, bool telescopicValueDates, QuantLib::Natural paymentLag, 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

◆ OISRateHelper()

QuantLibAddin::OISRateHelper::OISRateHelper	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		QuantLib::Natural	settlementDays,
		const QuantLib::Period &	tenor,
		const QuantLib::Handle< QuantLib::Quote > &	fixedRate,
		const boost::shared_ptr< QuantLib::OvernightIndex > &	overnightIndex,
		const QuantLib::Handle< QuantLib::YieldTermStructure > &	discount,
		bool	telescopicValueDates,
		QuantLib::Natural	paymentLag,
		bool	permanent
	)

The documentation for this class was generated from the following file: