averageoisratehelper.hpp File Reference

Rate helpers to facilitate usage of AverageOIS in bootstrapping. More...

#include <ql/termstructures/yield/ratehelpers.hpp>
#include <qle/instruments/averageois.hpp>

Classes
class	AverageOISRateHelper
	Average OIS Rate Helper. More...

Detailed Description

Rate helpers to facilitate usage of AverageOIS in bootstrapping.