FraRateHelper Class Reference
#include <ql/TermStructures/ratehelpers.hpp>
Inheritance diagram for FraRateHelper:

Detailed Description
Rate helper for bootstrapping over FRA rates.- Examples:
-
FRA.cpp, and swapvaluation.cpp.
Public Member Functions | |
FraRateHelper (const Handle< Quote > &rate, Integer monthsToStart, Integer monthsToEnd, Integer settlementDays, const Calendar &calendar, BusinessDayConvention convention, const DayCounter &dayCounter) | |
FraRateHelper (Rate rate, Integer monthsToStart, Integer monthsToEnd, Integer settlementDays, const Calendar &calendar, BusinessDayConvention convention, const DayCounter &dayCounter) | |
Real | impliedQuote () const |
DiscountFactor | discountGuess () const |