ql/instruments/makeois.hpp File Reference
Helper class to instantiate overnight indexed swaps. More...
#include <ql/instruments/overnightindexedswap.hpp>
#include <ql/time/dategenerationrule.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
Include dependency graph for makeois.hpp:

Classes | |
class | MakeOIS |
helper class More... |
Detailed Description
Helper class to instantiate overnight indexed swaps.