oisratehelper.hpp File Reference

Overnight Indexed Swap (aka OIS) rate helpers. More...

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

Go to the source code of this file.

Classes
class	OISRateHelper
	Rate helper for bootstrapping using Overnight Indexed Swaps. More...
class	DatedOISRateHelper
	Rate helper for bootstrapping using Overnight Indexed Swaps. More...

Namespaces
namespace	QuantExt

Detailed Description

Overnight Indexed Swap (aka OIS) rate helpers.

Definition in file oisratehelper.hpp.