Helper class to instantiate overnight indexed swaps. More...
#include <ql/instruments/overnightindexedswap.hpp>
#include <ql/time/dategenerationrule.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
Classes | |
class | MakeOIS |
helper class More... | |
Namespaces | |
namespace | QuantLib |
Helper class to instantiate overnight indexed swaps.