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 >(), bool telescopicValueDates=false)

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_
bool telescopicValueDates_
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

The man pages DatedOISRateHelper(3) and telescopicValueDates_(3) are aliases of QuantLib_DatedOISRateHelper(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib