Overnight Indexed Swap (aka OIS) rate helpers. More...
#include <ql/termstructures/yield/ratehelpers.hpp>#include <ql/instruments/overnightindexedswap.hpp>
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... | |
Overnight Indexed Swap (aka OIS) rate helpers.