averageoisratehelper.hpp File Reference

Rate helpers to facilitate usage of AverageOIS in bootstrapping. More...

#include <ql/termstructures/yield/ratehelpers.hpp>
#include <qle/instruments/averageois.hpp>

Go to the source code of this file.

Classes
class	AverageOISRateHelper
	Average OIS Rate Helper. More...

Namespaces
namespace	QuantExt

Detailed Description

Rate helpers to facilitate usage of AverageOIS in bootstrapping.

Definition in file averageoisratehelper.hpp.