MakeOIS: add more methods

Author: thrasibule

quantlib/instruments/_make_ois.pxd

@@ -31,13 +31,29 @@ cdef extern from 'ql/instruments/makeois.hpp' namespace 'QuantLib':
         MakeOIS& withEffectiveDate(const Date&)
         MakeOIS& withTerminationDate(const Date&)
         MakeOIS& withRule(DateGeneration r)
+        MakeOIS& withFixedLegRule(DateGeneration r)
+        MakeOIS& withOvernightLegRule(DateGeneration r)
 
         MakeOIS& withPaymentFrequency(Frequency f)
+        MakeOIS& withFixedLegPaymentFrequency(Frequency f)
+        MakeOIS& withOvernightLegPaymentFrequency(Frequency f)
         MakeOIS& withPaymentAdjustment(BusinessDayConvention convention)
         MakeOIS& withPaymentLag(Natural lag)
         MakeOIS& withPaymentCalendar(const Calendar& cal)
+        MakeOIS& withCalendar(const Calendar& cal)
+        MakeOIS& withFixedLegCalendar(const Calendar& cal)
+        MakeOIS& withOvernightLegCalendar(const Calendar& cal)
 
+        MakeOIS& withConvention(BusinessDayConvention bdc)
+        MakeOIS& withFixedLegConvention(BusinessDayConvention bdc)
+        MakeOIS& withOvernightLegConvention(BusinessDayConvention bdc)
+        MakeOIS& withTerminationDateConvention(BusinessDayConvention bdc)
+        MakeOIS& withFixedLegTerminationDateConvention(BusinessDayConvention bdc)
+        MakeOIS& withOvernightLegTerminationDateConvention(BusinessDayConvention bdc)
         MakeOIS& withEndOfMonth(bool flag) # = true);
+        MakeOIS& withFixedLegEndOfMonth(bool flag) # = true);
+        MakeOIS& withOvernightLegEndOfMonth(bool flag) # = true);
+
 
         MakeOIS& withFixedLegDayCount(const DayCounter& dc)
 

quantlib/instruments/make_ois.pyx

@@ -74,6 +74,14 @@ cdef class MakeOIS:
         self._thisptr.withPaymentFrequency(f)
         return self
 
+    def with_fixed_leg_payment_frequency(self, Frequency f):
+        self._thisptr.withFixedLegPaymentFrequency(f)
+        return self
+
+    def with_overnight_leg_payment_frequency(self, Frequency f):
+        self._thisptr.withOvernightLegPaymentFrequency(f)
+        return self
+
     def with_payment_adjustment(self, BusinessDayConvention convention):
         self._thisptr.withPaymentAdjustment(convention)
         return self