OISRateHelper Class Reference

### A free/open-source library for quantitative finance

Public Member Functions | Protected Member Functions | Protected Attributes
OISRateHelper Class Reference

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

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

Inheritance diagram for OISRateHelper:
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List of all members.

## Public Member Functions
| OISRateHelper (Natural settlementDays, const Period &tenor, const Handle< Quote > &fixedRate, const boost::shared_ptr< OvernightIndex > &overnightIndex)
RateHelper interface
Real | impliedQuote () const
void | setTermStructure (YieldTermStructure *)
inspectors
boost::shared_ptr < OvernightIndexedSwap > | swap () const
Visitability
void | accept (AcyclicVisitor &)
## Protected Member Functions
void | initializeDates ()
## Protected Attributes
Natural | settlementDays_
Period | tenor_
boost::shared_ptr< OvernightIndex > | overnightIndex_
boost::shared_ptr < OvernightIndexedSwap > | swap_
RelinkableHandle < YieldTermStructure > | termStructureHandle_

## Detailed Description

Rate helper for bootstrapping over Overnight Indexed Swap rates.