Overnight Indexed Swap (aka OIS) rate helpers. More...

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

Classes
class	OISRateHelper
	Rate helper for bootstrapping using Overnight Indexed Swaps. More...

class	DatedOISRateHelper
	Rate helper for bootstrapping using Overnight Indexed Swaps. More...

Detailed Description

Overnight Indexed Swap (aka OIS) rate helpers.

Classes