OIS Discounting in Python

[KK]

Hello

Is it possible to see an example of OIS/LIBOR dual curve discounting in Quantlib for Python?

I notice there is no mention of OISRateHelper in quantlib.py  - I imagine it would link to

ql\termstructures\yield\oisratehelper.cpp

Is it perhaps possible to edit quantlib.py with:

class OISRateHelper(RateHelper):
    thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag')
    __repr__ = _swig_repr
    def __init__(self, *args):
        this = _QuantLib.new_OISRateHelper(*args)
        try: self.this.append(this)
        except: self.this = this
    def swap(self): return _QuantLib.OISRateHelper_swap(self)
    __swig_destroy__ = _QuantLib.delete_OISRateHelper
    __del__ = lambda self : None;
OISRateHelper_swigregister = _QuantLib.OISRateHelper_swigregister
OISRateHelper_swigregister(OISRateHelper)

Are there any examples of how this RateHelper is used in the rest of the code? This post suggests it can be placed as a parameter.

http://quantlib.10058.n7.nabble.com/Is-there-any-example-using-Quantlib-for-mutli-curve-bootstrapping-td15189.html#a15197


Many Thanks

KK