makeois.hpp

Langue: en

Version: 377146 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/instruments/makeois.hpp -

Helper class to instantiate overnight indexed swaps.

SYNOPSIS


#include <ql/instruments/overnightindexedswap.hpp>
#include <ql/time/dategenerationrule.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>

Classes


class MakeOIS
helper class

Detailed Description

Helper class to instantiate overnight indexed swaps.

Author

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