25#ifndef quantlib_overnightindexfutureratehelper_hpp
26#define quantlib_overnightindexfutureratehelper_hpp
38 const Date& valueDate,
41 const ext::shared_ptr<OvernightIndex>& overnightIndex,
56 ext::shared_ptr<OvernightIndexFuture>
future_;
degenerate base class for the Acyclic Visitor pattern
Base helper class for bootstrapping.
virtual Date maturityDate() const
instrument's maturity date
Shared handle to an observable.
RateHelper for bootstrapping over overnight compounding futures.
void setTermStructure(YieldTermStructure *) override
RelinkableHandle< YieldTermStructure > termStructureHandle_
void accept(AcyclicVisitor &) override
Real impliedQuote() const override
ext::shared_ptr< OvernightIndexFuture > future_
Real convexityAdjustment() const
Relinkable handle to an observable.
RateHelper for bootstrapping over CME SOFR futures.
Interest-rate term structure.
Frequency
Frequency of events.
deposit, FRA, futures, and various swap rate helpers