quantlib.termstructures.yields.ois_rate_helper.DatedOISRateHelper

class DatedOISRateHelper(Date start_date, Date end_date, Quote fixed_rate, OvernightIndex overnight_index, YieldTermStructure discounting_curve=YieldTermStructure(), bool telescopic_value_dates=False, RateAveraging averaging_method=RateAveraging.Compound)

Bases: RateHelper

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
update(self)

Attributes

earliest_date
implied_quote
latest_date
maturity_date
quote