QuantLib: DepositRateHelper Class Reference

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

# DepositRateHelper Class Reference

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

Inheritance diagram for DepositRateHelper:

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List of all members.

## Detailed Description

Rate helper for bootstrapping over deposit rates.

Examples:

  swapvaluation.cpp.

## 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 *)