QuantLib_DatedOISRateHelper man page

DatedOISRateHelper — Rate helper for bootstrapping over Overnight Indexed Swap rates.

Synopsis

#include <ql/termstructures/yield/oisratehelper.hpp>

Inherits BootstrapHelper< TS >.

Public Member Functions

DatedOISRateHelper (const Date &startDate, const Date &endDate, const Handle< Quote > &fixedRate, const boost::shared_ptr< OvernightIndex > &overnightIndex, const Handle< YieldTermStructure > &discountingCurve=Handle< YieldTermStructure >())

RateHelper interface

Real impliedQuote () const

void setTermStructure (YieldTermStructure *)

Visitability

void accept (AcyclicVisitor &)

Protected Attributes

boost::shared_ptr< OvernightIndexedSwap > swap_

RelinkableHandle< YieldTermStructure > termStructureHandle_

Handle< YieldTermStructure > discountHandle_

RelinkableHandle< YieldTermStructure > discountRelinkableHandle_

Additional Inherited Members

Detailed Description

Rate helper for bootstrapping over Overnight Indexed Swap rates.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

DatedOISRateHelper(3), discountHandle_(3) and discountRelinkableHandle_(3) are aliases of QuantLib_DatedOISRateHelper(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib