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) is an alias of QuantLib_DatedOISRateHelper(3).

Fri Feb 10 2017 Version 1.9.1 QuantLib