oiccbasisswapengine.hpp File Reference

Overnight Indexed Cross Currency Basis Swap Engine. More...

#include <ql/pricingengines/swap/discountingswapengine.hpp>
#include <qle/instruments/oiccbasisswap.hpp>

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Classes
class	OvernightIndexedCrossCcyBasisSwapEngine

Namespaces
namespace	QuantExt

Detailed Description

Overnight Indexed Cross Currency Basis Swap Engine.

Cross Currency Overnight Indexed Basis Swap Engine.

\ingroup engines

Definition in file oiccbasisswapengine.hpp.