oibasisswaphelper.hpp File Reference

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...

Detailed Description

Overnight Indexed vs Overnight Indexed Basis Swap rate helpers.

Overnight Indexed Basis Swap rate helpers.