ql/termstructures/yieldcurves/ratehelpers.hpp File Reference


Detailed Description

deposit, FRA, futures, and swap rate helpers

#include <ql/termstructures/yieldcurves/piecewiseyieldcurve.hpp>
#include <ql/instruments/vanillaswap.hpp>

Include dependency graph for ratehelpers.hpp:


Namespaces

namespace  QuantLib

Classes

class  FuturesRateHelper
 Rate helper for bootstrapping over interest-rate futures prices. More...
class  RelativeDateRateHelper
 Rate helper with date schedule relative to the global evaluation date. More...
class  DepositRateHelper
 Rate helper for bootstrapping over deposit rates. More...
class  FraRateHelper
 Rate helper for bootstrapping over FRA rates. More...
class  SwapRateHelper
 Rate helper for bootstrapping over swap rates. More...