ql/termstructures/yield/ratehelpers.hpp File Reference
Detailed Description
deposit, FRA, futures, and swap rate helpers
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/termstructures/bootstraphelper.hpp>
#include <ql/instruments/vanillaswap.hpp>
#include <ql/instruments/bmaswap.hpp>
#include <ql/time/calendar.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/quotes/simplequote.hpp>
Include dependency graph for ratehelpers.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | FuturesRateHelper |
| Rate helper for bootstrapping over interest-rate futures prices. More... | |
| class | RelativeDateRateHelper |
| Rate helper with date schedule relative to the global evaluation date. 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... | |
Typedefs | |
|
typedef BootstrapHelper < YieldTermStructure > | RateHelper |