IborFallbackCurve Class Reference

Inheritance diagram for IborFallbackCurve:

Public Member Functions
	IborFallbackCurve (const QuantLib::ext::shared_ptr< IborIndex > &originalIndex, const QuantLib::ext::shared_ptr< OvernightIndex > &rfrIndex, const Real spread, const Date &switchDate)
QuantLib::ext::shared_ptr< IborIndex >	originalIndex () const
QuantLib::ext::shared_ptr< OvernightIndex >	rfrIndex () const
Real	spread () const
const Date &	switchDate () const
const Date &	referenceDate () const override
Date	maxDate () const override
Calendar	calendar () const override
Natural	settlementDays () const override