makeois.hpp File Reference

Helper class to instantiate overnight indexed swaps. More...

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

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Classes
class	MakeOIS
	helper class More...

Namespaces
namespace	QuantLib

Detailed Description

Helper class to instantiate overnight indexed swaps.

Definition in file makeois.hpp.