oiccbasisswaphelper.hpp File Reference

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

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

Classes
class	OICCBSHelper
	Rate helper for bootstrapping over Overnight Indexed CC Basis Swap Spreads. More...

Detailed Description

Overnight Indexed Cross Currency Basis Swap helpers.