oiccbasisswapengine.hpp File Reference

Cross Currency Overnight Indexed Basis Swap Engine. More...

#include <ql/pricingengines/swap/discountingswapengine.hpp>
#include <qle/instruments/oiccbasisswap.hpp>

Classes
class	OvernightIndexedCrossCcyBasisSwapEngine

Detailed Description

Cross Currency Overnight Indexed Basis Swap Engine.

\ingroup engines