oisratehelper.hpp File Reference

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

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

Go to the source code of this file.

Classes
class	OISRateHelper
	Rate helper for bootstrapping over Overnight Indexed Swap rates. More...
class	DatedOISRateHelper
	Rate helper for bootstrapping over Overnight Indexed Swap rates. More...

Namespaces
namespace	QuantLib

Detailed Description

Overnight Indexed Swap (aka OIS) rate helpers.

Definition in file oisratehelper.hpp.