ql/instruments/makeois.hpp File Reference

Helper class to instantiate overnight indexed swaps. More...

#include <ql/instruments/overnightindexedswap.hpp>
#include <ql/time/dategenerationrule.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
Include dependency graph for makeois.hpp:

Classes

class  MakeOIS
 helper class More...

Detailed Description

Helper class to instantiate overnight indexed swaps.