FraRateHelper Class Reference
#include <ql/termstructures/yield/ratehelpers.hpp>
Inheritance diagram for FraRateHelper:

Detailed Description
Rate helper for bootstrapping over FRA rates.- Examples:
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FRA.cpp, and swapvaluation.cpp.
Public Member Functions | |
FraRateHelper (const Handle< Quote > &rate, Natural monthsToStart, Natural monthsToEnd, Natural settlementDays, const Calendar &calendar, BusinessDayConvention convention, bool endOfMonth, Natural fixingDays, const DayCounter &dayCounter) | |
FraRateHelper (Rate rate, Natural monthsToStart, Natural monthsToEnd, Natural settlementDays, const Calendar &calendar, BusinessDayConvention convention, bool endOfMonth, Natural fixingDays, const DayCounter &dayCounter) | |
RateHelper interface | |
Real | impliedQuote () const |
void | setTermStructure (YieldTermStructure *) |