DatedOISRateHelper Class Reference
Rate helper for bootstrapping over Overnight Indexed Swap rates. More...
#include <ql/termstructures/yield/oisratehelper.hpp>
Inheritance diagram for DatedOISRateHelper:

Public Member Functions | |
DatedOISRateHelper (const Date &startDate, const Date &endDate, const Handle< Quote > &fixedRate, const boost::shared_ptr< OvernightIndex > &overnightIndex) | |
RateHelper interface | |
Real | impliedQuote () const |
void | setTermStructure (YieldTermStructure *) |
Visitability | |
void | accept (AcyclicVisitor &) |
Protected Attributes | |
boost::shared_ptr < OvernightIndexedSwap > | swap_ |
RelinkableHandle < YieldTermStructure > | termStructureHandle_ |