Re: [Quantlib-dev] Eonia Swap

[Luigi B. <lui...@gm...>]

On Jan 26, 2009, at 4:25 PM, Roland Lichters wrote:
> it seems to me that there is no overnight index swap with daily  
> compounding feature in QuantLib so far. Am I right or just blind :-)?

You might be blind anyway, but you're right. :)

> In the former case I'd like to contribute index, coupon, instrument,  
> helper.

Ok, thanks a lot.

Luigi