DepositRateHelper Class Reference
#include <ql/TermStructures/ratehelpers.hpp>
Inheritance diagram for DepositRateHelper:

Detailed Description
Deposit rate helper.
- Warning:
- This class assumes that the reference date does not change between calls of setTermStructure().
- Examples:
Public Member Functions | |
DepositRateHelper (const Handle< Quote > &rate, Integer n, TimeUnit units, Integer settlementDays, const Calendar &calendar, BusinessDayConvention convention, const DayCounter &dayCounter) | |
DepositRateHelper (Rate rate, Integer n, TimeUnit units, Integer settlementDays, const Calendar &calendar, BusinessDayConvention convention, const DayCounter &dayCounter) | |
Real | impliedQuote () const |
DiscountFactor | discountGuess () const |
void | setTermStructure (YieldTermStructure *) |
sets the term structure to be used for pricing | |
Date | latestDate () const |
latest relevant date |
Member Function Documentation
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sets the term structure to be used for pricing
Reimplemented from RateHelper. |
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latest relevant date The latest date at which discounts are needed by the helper in order to provide a quote. It does not necessarily equal the maturity of the underlying instrument. Implements RateHelper. |