ratehelpers.hpp File Reference

deposit, FRA, futures, and various swap rate helpers More...

#include <ql/termstructures/bootstraphelper.hpp>
#include <ql/instruments/vanillaswap.hpp>
#include <ql/instruments/bmaswap.hpp>
#include <ql/instruments/futures.hpp>
#include <ql/time/calendar.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/optional.hpp>

Go to the source code of this file.

Classes
class	FuturesRateHelper
	Rate helper for bootstrapping over IborIndex futures prices. More...
class	DepositRateHelper
	Rate helper for bootstrapping over deposit rates. More...
class	FraRateHelper
	Rate helper for bootstrapping over FRA rates. More...
class	SwapRateHelper
	Rate helper for bootstrapping over swap rates. More...
class	BMASwapRateHelper
	Rate helper for bootstrapping over BMA swap rates. More...
class	FxSwapRateHelper
	Rate helper for bootstrapping over Fx Swap rates. More...

Namespaces
namespace	QuantLib

Typedefs
typedef BootstrapHelper< YieldTermStructure >	RateHelper
typedef RelativeDateBootstrapHelper< YieldTermStructure >	RelativeDateRateHelper

Detailed Description

deposit, FRA, futures, and various swap rate helpers

Definition in file ratehelpers.hpp.