- QuantLib
- DatedOISRateHelper
 
Rate helper for bootstrapping over Overnight Indexed Swap rates. More...
#include <ql/termstructures/yield/oisratehelper.hpp>

| Public Member Functions | |
| DatedOISRateHelper (const Date &startDate, const Date &endDate, const Handle< Quote > &fixedRate, const boost::shared_ptr< OvernightIndex > &overnightIndex) | |
| RateHelper interface | |
| Real | impliedQuote () const | 
| void | setTermStructure (YieldTermStructure *) | 
| Visitability | |
| void | accept (AcyclicVisitor &) | 
| Protected Attributes | |
| boost::shared_ptr < OvernightIndexedSwap > | swap_ | 
| RelinkableHandle < YieldTermStructure > | termStructureHandle_ | 
Rate helper for bootstrapping over Overnight Indexed Swap rates.