makeaverageois.hpp File Reference

Helper class to instantiate standard average ON indexed swaps. More...

#include <qle/instruments/averageois.hpp>

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Classes
class	MakeAverageOIS
	helper class More...

Namespaces
namespace	QuantExt

Detailed Description

Helper class to instantiate standard average ON indexed swaps.

\ingroup instruments

Definition in file makeaverageois.hpp.