QuantLib: SwapRateHelper Class Reference

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

# SwapRateHelper Class Reference

`#include <ql/termstructures/yield/ratehelpers.hpp>`

Inheritance diagram for SwapRateHelper:

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List of all members.

## Detailed Description

Rate helper for bootstrapping over swap rates.

Examples:

  swapvaluation.cpp.

## 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)
| 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)
| 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)
RateHelper interface
Real | impliedQuote () const
void | setTermStructure (YieldTermStructure *)
SwapRateHelper inspectors
Spread | spread () const
boost::shared_ptr< VanillaSwap > | swap () const
const Period & | forwardStart () const
## 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_