DepositRateHelper Class Reference

#include <ql/termstructures/yield/ratehelpers.hpp>

Inheritance diagram for DepositRateHelper:

List of all members.


Detailed Description

Rate helper for bootstrapping over deposit rates.
Examples:

swapvaluation.cpp.


Public Member Functions

 DepositRateHelper (const Handle< Quote > &rate, const Period &tenor, Natural settlementDays, const Calendar &calendar, BusinessDayConvention convention, bool endOfMonth, Natural fixingDays, const DayCounter &dayCounter)
 DepositRateHelper (Rate rate, const Period &tenor, Natural settlementDays, const Calendar &calendar, BusinessDayConvention convention, bool endOfMonth, Natural fixingDays, const DayCounter &dayCounter)
RateHelper interface
Real impliedQuote () const
void setTermStructure (YieldTermStructure *)