#include <qle/termstructures/brlcdiratehelper.hpp>
Public Member Functions | |
BRLCdiRateHelper (const QuantLib::Period &swapTenor, const QuantLib::Handle< QuantLib::Quote > &fixedRate, const boost::shared_ptr< BRLCdi > &brlCdiIndex, const QuantLib::Handle< QuantLib::YieldTermStructure > &discountingCurve=QuantLib::Handle< QuantLib::YieldTermStructure >(), bool telescopicValueDates=false) | |
inspectors | |
boost::shared_ptr< BRLCdiSwap > | swap () const |
RateHelper interface | |
QuantLib::Real | impliedQuote () const override |
void | setTermStructure (QuantLib::YieldTermStructure *) override |
Visitability | |
QuantLib::Period | swapTenor_ |
boost::shared_ptr< BRLCdi > | brlCdiIndex_ |
boost::shared_ptr< BRLCdiSwap > | swap_ |
bool | telescopicValueDates_ |
QuantLib::RelinkableHandle< QuantLib::YieldTermStructure > | termStructureHandle_ |
QuantLib::Handle< QuantLib::YieldTermStructure > | discountHandle_ |
QuantLib::RelinkableHandle< QuantLib::YieldTermStructure > | discountRelinkableHandle_ |
void | accept (QuantLib::AcyclicVisitor &) override |
void | initializeDates () override |
Tenor based rate helper for bootstrapping using standard BRL CDI swaps