DepositRateHelper Class Reference

Rate helper for bootstrapping over deposit rates. More...

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

Inheritance diagram for DepositRateHelper:

List of all members.

Public Member Functions

 DepositRateHelper (const Handle< Quote > &rate, const Period &tenor, Natural fixingDays, const Calendar &calendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter &dayCounter)
 DepositRateHelper (Rate rate, const Period &tenor, Natural fixingDays, const Calendar &calendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter &dayCounter)
 DepositRateHelper (const Handle< Quote > &rate, const boost::shared_ptr< IborIndex > &iborIndex)
 DepositRateHelper (Rate rate, const boost::shared_ptr< IborIndex > &iborIndex)
RateHelper interface
Real impliedQuote () const
void setTermStructure (YieldTermStructure *)
Visitability
void accept (AcyclicVisitor &)

Detailed Description

Rate helper for bootstrapping over deposit rates.

Examples:

Bonds.cpp, and swapvaluation.cpp.