FraRateHelper Class Reference

#include <ql/TermStructures/ratehelpers.hpp>

Inheritance diagram for FraRateHelper:

Inheritance graph
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List of all members.

Detailed Description

Rate helper for bootstrapping over FRA rates.
Examples:

FRA.cpp, and swapvaluation.cpp.


Public Member Functions

 FraRateHelper (const Handle< Quote > &rate, Integer monthsToStart, Integer monthsToEnd, Integer settlementDays, const Calendar &calendar, BusinessDayConvention convention, const DayCounter &dayCounter)
 FraRateHelper (Rate rate, Integer monthsToStart, Integer monthsToEnd, Integer settlementDays, const Calendar &calendar, BusinessDayConvention convention, const DayCounter &dayCounter)
Real impliedQuote () const
DiscountFactor discountGuess () const