averageois Directory Reference

Files
file	arithmeticaverageois.cpp [code]
file	arithmeticaverageois.hpp [code]
	Overnight index swap paying arithmetic average of overnight vs. fixed.
file	arithmeticoisratehelper.cpp [code]
file	arithmeticoisratehelper.hpp [code]
	Arithmetic Average Overnight Indexed Swap rate helpers.
file	averageoiscouponpricer.cpp [code]
file	averageoiscouponpricer.hpp [code]
	pricer for arithmetically-averaged overnight-indexed coupons
file	makearithmeticaverageois.cpp [code]
file	makearithmeticaverageois.hpp [code]
	Helper class to instantiate overnight indexed swaps.