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oisratehelper.hpp
Langue: en
Version: 373524 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/termstructures/yield/oisratehelper.hpp -Overnight Indexed Swap (aka OIS) rate helpers.
SYNOPSIS
#include <ql/termstructures/yield/ratehelpers.hpp>
#include <ql/instruments/overnightindexedswap.hpp>
Classes
class OISRateHelper
Rate helper for bootstrapping over Overnight Indexed Swap rates.
class DatedOISRateHelper
Rate helper for bootstrapping over Overnight Indexed Swap rates.
Detailed Description
Overnight Indexed Swap (aka OIS) rate helpers.
Author
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