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Classes | Namespaces

oisratehelper.hpp File Reference

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

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

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


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