DepositRateHelper Class Reference
#include <ql/termstructures/yield/ratehelpers.hpp>
Inheritance diagram for DepositRateHelper:

Detailed Description
Rate helper for bootstrapping over deposit rates.- Examples:
Public Member Functions | |
DepositRateHelper (const Handle< Quote > &rate, const Period &tenor, Natural settlementDays, const Calendar &calendar, BusinessDayConvention convention, bool endOfMonth, Natural fixingDays, const DayCounter &dayCounter) | |
DepositRateHelper (Rate rate, const Period &tenor, Natural settlementDays, const Calendar &calendar, BusinessDayConvention convention, bool endOfMonth, Natural fixingDays, const DayCounter &dayCounter) | |
RateHelper interface | |
Real | impliedQuote () const |
void | setTermStructure (YieldTermStructure *) |