- QuantLib
- SwapRateHelper
 
Rate helper for bootstrapping over swap rates. More...
#include <ql/termstructures/yield/ratehelpers.hpp>

| Public Member Functions | |
| SwapRateHelper (const Handle< Quote > &rate, const boost::shared_ptr< SwapIndex > &swapIndex, const Handle< Quote > &spread=Handle< Quote >(), const Period &fwdStart=0 *Days, const Handle< YieldTermStructure > &discountingCurve=Handle< YieldTermStructure >()) | |
| SwapRateHelper (const Handle< Quote > &rate, const Period &tenor, const Calendar &calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, const DayCounter &fixedDayCount, const boost::shared_ptr< IborIndex > &iborIndex, const Handle< Quote > &spread=Handle< Quote >(), const Period &fwdStart=0 *Days, const Handle< YieldTermStructure > &discountingCurve=Handle< YieldTermStructure >()) | |
| SwapRateHelper (Rate rate, const Period &tenor, const Calendar &calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, const DayCounter &fixedDayCount, const boost::shared_ptr< IborIndex > &iborIndex, const Handle< Quote > &spread=Handle< Quote >(), const Period &fwdStart=0 *Days, const Handle< YieldTermStructure > &discountingCurve=Handle< YieldTermStructure >()) | |
| SwapRateHelper (Rate rate, const boost::shared_ptr< SwapIndex > &swapIndex, const Handle< Quote > &spread=Handle< Quote >(), const Period &fwdStart=0 *Days, const Handle< YieldTermStructure > &discountingCurve=Handle< YieldTermStructure >()) | |
| RateHelper interface | |
| Real | impliedQuote () const | 
| void | setTermStructure (YieldTermStructure *) | 
| SwapRateHelper inspectors | |
| Spread | spread () const | 
| boost::shared_ptr< VanillaSwap > | swap () const | 
| const Period & | forwardStart () const | 
| Visitability | |
| void | accept (AcyclicVisitor &) | 
| Protected Member Functions | |
| void | initializeDates () | 
| Protected Attributes | |
| Period | tenor_ | 
| Calendar | calendar_ | 
| BusinessDayConvention | fixedConvention_ | 
| Frequency | fixedFrequency_ | 
| DayCounter | fixedDayCount_ | 
| boost::shared_ptr< IborIndex > | iborIndex_ | 
| boost::shared_ptr< VanillaSwap > | swap_ | 
| RelinkableHandle < YieldTermStructure > | termStructureHandle_ | 
| Handle< Quote > | spread_ | 
| Period | fwdStart_ | 
| Handle< YieldTermStructure > | discountHandle_ | 
| RelinkableHandle < YieldTermStructure > | discountRelinkableHandle_ | 
Rate helper for bootstrapping over swap rates.