DatedOISRateHelper Class Reference

Rate helper for bootstrapping over Overnight Indexed Swap rates. More...

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

Inheritance diagram for DatedOISRateHelper:

List of all members.

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_


Detailed Description

Rate helper for bootstrapping over Overnight Indexed Swap rates.