Yield Curve Ois
Yield Curve Ois is a of with functions , keys and example object that represents market rates of overnight index swaps that may be used as input to a yield curve construction.
Web blog examples here and here and here
Technically, the mentioned curve is created by feeding an object of this type as value next to the key in the formula that creates the object.
The swaps can be of any type in the list
Dual bootstrapping is also supported through the additional input of an exogenous discounting yield curve.