quantlib.termstructures.yields.ois_rate_helper.OISRateHelper

class OISRateHelper(Natural settlement_days, Period tenor, Quote fixed_rate, OvernightIndex overnight_index, YieldTermStructure ts=YieldTermStructure(), bool telescopic_value_dates=False, Natural payment_lag=0, BusinessDayConvention payment_convention=Following, Frequency payment_frequency=Frequency.Annual, Calendar payment_calendar=Calendar(), Period forward_start=Period(0, Days), Spread overnight_spread=0.0, Pillar pillar=Pillar.LastRelevantDate, Date custom_pillar_date=Date(), RateAveraging averaging_method=RateAveraging.Compound, end_of_month=None)

Bases: RelativeDateRateHelper

__init__(*args, **kwargs)

Methods

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

Attributes

earliest_date
implied_quote
latest_date
maturity_date
quote