Rechercher une page de manuel
makeois.hpp
Langue: en
Version: 377146 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/instruments/makeois.hpp -Helper class to instantiate overnight indexed swaps.
SYNOPSIS
#include <ql/instruments/overnightindexedswap.hpp>
#include <ql/time/dategenerationrule.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
Classes
class MakeOIS
helper class
Detailed Description
Helper class to instantiate overnight indexed swaps.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre