QuantLib_DepositRateHelper (3) Linux Manual Page
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.