FallbackIborIndex Class Reference

Inheritance diagram for FallbackIborIndex:

Public Member Functions
	FallbackIborIndex (const QuantLib::ext::shared_ptr< IborIndex > originalIndex, const QuantLib::ext::shared_ptr< OvernightIndex > rfrIndex, const Real spread, const Date &switchDate, const bool useRfrCurve)
	FallbackIborIndex (const QuantLib::ext::shared_ptr< IborIndex > originalIndex, const QuantLib::ext::shared_ptr< OvernightIndex > rfrIndex, const Real spread, const Date &switchDate, const Handle< YieldTermStructure > &forwardingCurve)
void	addFixing (const Date &fixingDate, Real fixing, bool forceOverwrite=false) override
Real	fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const override
Rate	pastFixing (const Date &fixingDate) const override
QuantLib::ext::shared_ptr< IborIndex >	clone (const Handle< YieldTermStructure > &forwarding) const override
bool	hasHistoricalFixing (const Date &fixingDate) const override
QuantLib::ext::shared_ptr< IborIndex >	originalIndex () const
QuantLib::ext::shared_ptr< OvernightIndex >	rfrIndex () const
Real	spread () const
const Date &	switchDate () const
QuantLib::ext::shared_ptr< OvernightIndexedCoupon >	onCoupon (const Date &iborFixingDate, const bool telescopicValueDates=false) const