QuantLib_DepositRateHelper (3) - Linux Man Pages

QuantLib_DepositRateHelper: Rate helper for bootstrapping over deposit rates.

NAME

QuantLib::DepositRateHelper - Rate helper for bootstrapping over deposit rates.

SYNOPSIS


#include <ql/termstructures/yield/ratehelpers.hpp>

Inherits QuantLib::RelativeDateRateHelper.

Public Member Functions


DepositRateHelper (const Handle< Quote > &rate, const Period &tenor, Natural fixingDays, const Calendar &calendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter &dayCounter)

DepositRateHelper (Rate rate, const Period &tenor, Natural fixingDays, const Calendar &calendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter &dayCounter)

DepositRateHelper (const Handle< Quote > &rate, const boost::shared_ptr< IborIndex > &iborIndex)

DepositRateHelper (Rate rate, const boost::shared_ptr< IborIndex > &iborIndex)

RateHelper interface


Real impliedQuote () const

void setTermStructure (YieldTermStructure *)

Visitability


void accept (AcyclicVisitor &)

Detailed Description

Rate helper for bootstrapping over deposit rates.

Examples:

Bonds.cpp, and swapvaluation.cpp.

Author

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