ql/termstructures/yield/ratehelpers.hpp File Reference
deposit, FRA, futures, and swap rate helpers More...
#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 dependency graph for ratehelpers.hpp:

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... | |
Typedefs | |
typedef BootstrapHelper < YieldTermStructure > | RateHelper |
typedef RelativeDateBootstrapHelper < YieldTermStructure > | RelativeDateRateHelper |
Detailed Description
deposit, FRA, futures, and swap rate helpers