[Quantlib-users] USD OIS Curve Discounted at SOFR

[Mike D. <mik...@gm...>]

Hi everyone,

Since OIS (Fed Fund) swaps are discounted at SOFR at LCH, I just wanted to
make sure I was using the OIS rate helper constructor properly.  I'm using
the following:

https://github.com/lballabio/QuantLib/blob/08994cc5df150345ec4a1f756ff7f5c524c1147c/ql/termstructures/yield/oisratehelper.cpp#L29

It looks like the 5th parameter "Handle<YieldTermStructure> discount," is
where I should be passing the discounting curve.  Is this right?

Thanks,
Mike