Overnight Indexed vs Overnight Indexed Basis Swap rate helpers. More...
#include <ql/instruments/overnightindexedswap.hpp>
#include <ql/termstructures/yield/ratehelpers.hpp>
#include <qle/instruments/oibasisswap.hpp>
Classes | |
class | OIBSHelper |
Rate helper for bootstrapping over Overnight Indexed Basis Swap Spreads. More... | |