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