depositratehelper(3)

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

Generated automatically by Doxygen for QuantLib from the source code.