Uses of Class
com.github.vonrosen.quantlib.OvernightIndex

Uses of OvernightIndex in com.github.vonrosen.quantlib

Subclasses of OvernightIndex in com.github.vonrosen.quantlib

Modifier and Type	Class and Description
class	Aonia
class	Eonia
class	FedFunds
class	Nzocr
class	Sonia

Methods in com.github.vonrosen.quantlib with parameters of type OvernightIndex

Modifier and Type	Method and Description
protected static long	OvernightIndex.getCPtr(OvernightIndex obj)
static long	QuantLibJNI.new_DatedOISRateHelper__SWIG_0(long jarg1, Date jarg1_, long jarg2, Date jarg2_, long jarg3, QuoteHandle jarg3_, long jarg4, OvernightIndex jarg4_, long jarg5, YieldTermStructureHandle jarg5_)
static long	QuantLibJNI.new_DatedOISRateHelper__SWIG_1(long jarg1, Date jarg1_, long jarg2, Date jarg2_, long jarg3, QuoteHandle jarg3_, long jarg4, OvernightIndex jarg4_)
static long	QuantLibJNI.new_OISRateHelper__SWIG_0(long jarg1, long jarg2, Period jarg2_, long jarg3, QuoteHandle jarg3_, long jarg4, OvernightIndex jarg4_, long jarg5, YieldTermStructureHandle jarg5_)
static long	QuantLibJNI.new_OISRateHelper__SWIG_1(long jarg1, long jarg2, Period jarg2_, long jarg3, QuoteHandle jarg3_, long jarg4, OvernightIndex jarg4_)

Constructors in com.github.vonrosen.quantlib with parameters of type OvernightIndex

Constructor and Description
DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index)
DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve)
OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index)
OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve)