BMASwapRateHelper Class Reference
Rate helper for bootstrapping over BMA swap rates. More...
#include <ql/termstructures/yield/ratehelpers.hpp>
Inheritance diagram for BMASwapRateHelper:

Public Member Functions | |
BMASwapRateHelper (const Handle< Quote > &liborFraction, const Period &tenor, Natural settlementDays, const Calendar &calendar, const Period &bmaPeriod, BusinessDayConvention bmaConvention, const DayCounter &bmaDayCount, const boost::shared_ptr< BMAIndex > &bmaIndex, const boost::shared_ptr< IborIndex > &index) | |
RateHelper interface | |
Real | impliedQuote () const |
void | setTermStructure (YieldTermStructure *) |
Visitability | |
void | accept (AcyclicVisitor &) |
Protected Member Functions | |
void | initializeDates () |
Protected Attributes | |
Period | tenor_ |
Natural | settlementDays_ |
Calendar | calendar_ |
Period | bmaPeriod_ |
BusinessDayConvention | bmaConvention_ |
DayCounter | bmaDayCount_ |
boost::shared_ptr< BMAIndex > | bmaIndex_ |
boost::shared_ptr< IborIndex > | iborIndex_ |
boost::shared_ptr< BMASwap > | swap_ |
RelinkableHandle < YieldTermStructure > | termStructureHandle_ |