QuantLibAddin::SwapRateHelper Class Reference
#include <qlo/ratehelpers.hpp>
Inheritance diagram for QuantLibAddin::SwapRateHelper:
Collaboration diagram for QuantLibAddin::SwapRateHelper:
Public Member Functions | |
| SwapRateHelper (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::Quote > "e, const boost::shared_ptr< QuantLib::SwapIndex > &swapIndex, const QuantLib::Handle< QuantLib::Quote > &spread, const QuantLib::Period &forwardStart, const QuantLib::Handle< QuantLib::YieldTermStructure > &discount, QuantLib::Pillar::Choice pillarChoice, QuantLib::Date customPillar, bool permanent) | |
| SwapRateHelper (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::Quote > "e, QuantLib::Natural settlementDays, const QuantLib::Period &p, const QuantLib::Calendar &calendar, const QuantLib::Frequency &fixedFrequency, QuantLib::BusinessDayConvention fixedConvention, const QuantLib::DayCounter &fixedDayCounter, const boost::shared_ptr< QuantLib::IborIndex > &iborIndex, const QuantLib::Handle< QuantLib::Quote > &spread, const QuantLib::Period &forwardStart, const QuantLib::Handle< QuantLib::YieldTermStructure > &discount, 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
◆ SwapRateHelper() [1/2]
| QuantLibAddin::SwapRateHelper::SwapRateHelper | ( | const boost::shared_ptr< ObjectHandler::ValueObject > & | properties, |
| const QuantLib::Handle< QuantLib::Quote > & | quote, | ||
| const boost::shared_ptr< QuantLib::SwapIndex > & | swapIndex, | ||
| const QuantLib::Handle< QuantLib::Quote > & | spread, | ||
| const QuantLib::Period & | forwardStart, | ||
| const QuantLib::Handle< QuantLib::YieldTermStructure > & | discount, | ||
| QuantLib::Pillar::Choice | pillarChoice, | ||
| QuantLib::Date | customPillar, | ||
| bool | permanent | ||
| ) |
◆ SwapRateHelper() [2/2]
| QuantLibAddin::SwapRateHelper::SwapRateHelper | ( | const boost::shared_ptr< ObjectHandler::ValueObject > & | properties, |
| const QuantLib::Handle< QuantLib::Quote > & | quote, | ||
| QuantLib::Natural | settlementDays, | ||
| const QuantLib::Period & | p, | ||
| const QuantLib::Calendar & | calendar, | ||
| const QuantLib::Frequency & | fixedFrequency, | ||
| QuantLib::BusinessDayConvention | fixedConvention, | ||
| const QuantLib::DayCounter & | fixedDayCounter, | ||
| const boost::shared_ptr< QuantLib::IborIndex > & | iborIndex, | ||
| const QuantLib::Handle< QuantLib::Quote > & | spread, | ||
| const QuantLib::Period & | forwardStart, | ||
| const QuantLib::Handle< QuantLib::YieldTermStructure > & | discount, | ||
| QuantLib::Pillar::Choice | pillarChoice, | ||
| QuantLib::Date | customPillar, | ||
| bool | permanent | ||
| ) |
The documentation for this class was generated from the following file: