BRLCdiRateHelper Class Reference

#include <qle/termstructures/brlcdiratehelper.hpp>

Inheritance diagram for BRLCdiRateHelper:

Public Member Functions
	BRLCdiRateHelper (const QuantLib::Period &swapTenor, const QuantLib::Handle< QuantLib::Quote > &fixedRate, const QuantLib::ext::shared_ptr< BRLCdi > &brlCdiIndex, const QuantLib::Handle< QuantLib::YieldTermStructure > &discountingCurve=QuantLib::Handle< QuantLib::YieldTermStructure >(), bool telescopicValueDates=false)
inspectors
QuantLib::ext::shared_ptr< BRLCdiSwap >	swap () const
RateHelper interface
QuantLib::Real	impliedQuote () const override
void	setTermStructure (QuantLib::YieldTermStructure *) override

Visitability
QuantLib::Period	swapTenor_
QuantLib::ext::shared_ptr< BRLCdi >	brlCdiIndex_
QuantLib::ext::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

Detailed Description

Tenor based rate helper for bootstrapping using standard BRL CDI swaps