QuantLib_DepositRateHelper man page

DepositRateHelper — Rate helper for bootstrapping over deposit rates.

Synopsis

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

Inherits RelativeDateBootstrapHelper< TS >.

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 &)

Additional Inherited Members

Detailed Description

Rate helper for bootstrapping over deposit rates.

Examples: Bonds.cpp, and swapvaluation.cpp.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

DepositRateHelper(3) is an alias of QuantLib_DepositRateHelper(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib