QuantLib: ql/experimental/averageois Directory Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

averageois Directory Reference

## Files
file | arithmeticaverageois.hpp
| Overnight index swap paying arithmetic average of overnight vs. fixed.
file | arithmeticoisratehelper.hpp
| Arithmetic Average Overnight Indexed Swap rate helpers.
file | averageoiscouponpricer.hpp
| pricer for arithmetically-averaged overnight-indexed coupons