Cross Currency Overnight Indexed Basis Swap Engine. More...
#include <ql/pricingengines/swap/discountingswapengine.hpp>
#include <qle/instruments/oiccbasisswap.hpp>
Classes | |
class | OvernightIndexedCrossCcyBasisSwapEngine |
Cross Currency Overnight Indexed Basis Swap Engine.
\ingroup engines