overnightindexedswap.hpp File Reference

Overnight index swap paying compounded overnight vs. fixed. More...

#include <ql/instruments/swap.hpp>
#include <ql/time/daycounter.hpp>

Include dependency graph for overnightindexedswap.hpp:

Classes
class	OvernightIndexedSwap
	Overnight indexed swap: fix vs compounded overnight rate. More...

Namespaces
namespace	QuantLib

Detailed Description

Overnight index swap paying compounded overnight vs. fixed.