Uses of Class
org.quantlib.RateAveraging.Type
-
-
Uses of RateAveraging.Type in org.quantlib
Fields in org.quantlib declared as RateAveraging.Type Modifier and Type Field Description static RateAveraging.TypeRateAveraging.Type. Compoundstatic RateAveraging.TypeRateAveraging.Type. SimpleMethods in org.quantlib that return RateAveraging.Type Modifier and Type Method Description RateAveraging.TypeOvernightIndexedSwap. averagingMethod()static RateAveraging.TypeRateAveraging.Type. swigToEnum(int swigValue)Methods in org.quantlib with parameters of type RateAveraging.Type Modifier and Type Method Description static LegQuantLib. OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector gearings, DoubleVector spreads, boolean telescopicValueDates, RateAveraging.Type averagingMethod)static LegQuantLib. OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector gearings, DoubleVector spreads, boolean telescopicValueDates, RateAveraging.Type averagingMethod, Calendar paymentCalendar)static LegQuantLib. OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector gearings, DoubleVector spreads, boolean telescopicValueDates, RateAveraging.Type averagingMethod, Calendar paymentCalendar, long paymentLag)static LegQuantLib. SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads, DoubleVector rateSpreads, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, RateAveraging.Type averagingMethod)MakeOISMakeOIS. withAveragingMethod(RateAveraging.Type averagingMethod)Constructors in org.quantlib with parameters of type RateAveraging.Type Constructor Description DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod)DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag)DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag, BusinessDayConvention paymentConvention)DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency)DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar)DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar, Period forwardStart)DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar, Period forwardStart, double overnightSpread)DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar, Period forwardStart, double overnightSpread, OptionalBool endOfMonth)OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar, Period forwardStart, double overnightSpread, Pillar.Choice pillar, Date customPillarDate, RateAveraging.Type averagingMethod)OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar, Period forwardStart, double overnightSpread, Pillar.Choice pillar, Date customPillarDate, RateAveraging.Type averagingMethod, OptionalBool endOfMonth)OvernightIndexedCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, OvernightIndex overnightIndex, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean telescopicValueDates, RateAveraging.Type averagingMethod)OvernightIndexedSwap(Swap.Type type, double nominal, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index, double spread, long paymentLag, BusinessDayConvention paymentAdjustment, Calendar paymentCalendar, boolean telescopicValueDates, RateAveraging.Type averagingMethod)OvernightIndexedSwap(Swap.Type type, DoubleVector fixedNominals, Schedule fixedSchedule, double fixedRate, DayCounter fixedDC, DoubleVector overnightNominals, Schedule overnightSchedule, OvernightIndex overnightIndex, double spread, long paymentLag, BusinessDayConvention paymentAdjustment, Calendar paymentCalendar, boolean telescopicValueDates, RateAveraging.Type averagingMethod)OvernightIndexedSwap(Swap.Type type, DoubleVector nominals, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index, double spread, long paymentLag, BusinessDayConvention paymentAdjustment, Calendar paymentCalendar, boolean telescopicValueDates, RateAveraging.Type averagingMethod)OvernightIndexedSwapIndex(String familyName, Period tenor, long settlementDays, Currency currency, OvernightIndex overnightIndex, boolean telescopicValueDates, RateAveraging.Type averagingMethod)OvernightIndexFuture(OvernightIndex overnightIndex, Date valueDate, Date maturityDate, QuoteHandle convexityAdjustment, RateAveraging.Type averagingMethod)OvernightIndexFutureRateHelper(QuoteHandle price, Date valueDate, Date maturityDate, OvernightIndex index, QuoteHandle convexityAdjustment, RateAveraging.Type averagingMethod)
-