makearithmeticaverageois.hpp File Reference

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

#include <ql/experimental/averageois/arithmeticaverageois.hpp>
#include <ql/time/dategenerationrule.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>

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Classes
class	MakeArithmeticAverageOIS

Namespaces
namespace	QuantLib

Detailed Description

Helper class to instantiate overnight indexed swaps.

Definition in file makearithmeticaverageois.hpp.