QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Helper class to instantiate overnight indexed swaps. More...
#include <ql/instruments/overnightindexedswap.hpp>
#include <ql/time/dategenerationrule.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
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Classes | |
class | MakeOIS |
helper class More... | |
Namespaces | |
namespace | QuantLib |
Helper class to instantiate overnight indexed swaps.
Definition in file makeois.hpp.