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

| Public Member Functions | |
| BMASwapRateHelper (const Handle< Quote > &liborFraction, const Period &tenor, Natural settlementDays, const Calendar &calendar, const Period &bmaPeriod, BusinessDayConvention bmaConvention, const DayCounter &bmaDayCount, const boost::shared_ptr< BMAIndex > &bmaIndex, const boost::shared_ptr< IborIndex > &index) | |
| RateHelper interface | |
| Real | impliedQuote () const | 
| void | setTermStructure (YieldTermStructure *) | 
| Visitability | |
| void | accept (AcyclicVisitor &) | 
| Protected Member Functions | |
| void | initializeDates () | 
| Protected Attributes | |
| Period | tenor_ | 
| Natural | settlementDays_ | 
| Calendar | calendar_ | 
| Period | bmaPeriod_ | 
| BusinessDayConvention | bmaConvention_ | 
| DayCounter | bmaDayCount_ | 
| boost::shared_ptr< BMAIndex > | bmaIndex_ | 
| boost::shared_ptr< IborIndex > | iborIndex_ | 
| boost::shared_ptr< BMASwap > | swap_ | 
| RelinkableHandle < YieldTermStructure > | termStructureHandle_ | 
Rate helper for bootstrapping over BMA swap rates.