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Sourcecode: quantlib version File versions  Download package

makeois.hpp File Reference


Detailed Description

Helper class to instantiate overnight indexed swaps.

Definition in file makeois.hpp.

#include <ql/instruments/overnightindexedswap.hpp>
#include <ql/time/dategenerationrule.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>

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Namespaces

namespace  QuantLib

Classes

class  QuantLib::MakeOIS
 helper class More...


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