QuantLib: ql/termstructures/yield/ratehelpers.hpp File Reference

### A free/open-source library for quantitative finance

# ql/termstructures/yield/ratehelpers.hpp File Reference

## Detailed Description

deposit, FRA, futures, and swap rate helpers

`#include <ql/termstructures/yieldtermstructure.hpp>`
`#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>`
`#include <ql/quotes/simplequote.hpp>`

Include dependency graph for ratehelpers.hpp:

## Namespaces
namespace | QuantLib
## Classes
class | FuturesRateHelper
| Rate helper for bootstrapping over interest-rate futures prices. More...
class | RelativeDateRateHelper
| Rate helper with date schedule relative to the global evaluation date. 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
typedef BootstrapHelper < YieldTermStructure > | RateHelper