qlDatedOISRateHelper – create a Rate Helper referencing an overnight index swap with a forward start date

This function is similar to qlOISRateHelper (see qlOISRateHelper – create a Rate Helper referencing an overnight index swap) but allows the referenced OIS swap to have a forward starting date, and therefore more accurately encode market expectation of interest rates at a future period of time.

Usage:

=qlOISRateHelper(<ObjPrefix>,
                 <StartDate>,
                 <EndDate>,
                 <FixedRate>,
                 <ONIndex>)

<ObjPrefix>

Optional prefix for names of objects created with this function

<StartDate>

The first day of the reference swap

<EndDAte>

The final day of the reference swap

<FixedRate>

The interest rate on the fixed leg of the reference swap

<ONIndex>

Object representing the overnight index that the floating leg of the reference swap is tied to. For example this can be an object representing the EONIA index (see qlEONIA – Create an EONIA object)