ImmFraRateHelper Class Reference

#include <qle/termstructures/immfraratehelper.hpp>

Inheritance diagram for ImmFraRateHelper:

Public Member Functions
	ImmFraRateHelper (const Handle< Quote > &rate, const Size imm1, const Size imm2, const boost::shared_ptr< IborIndex > &iborIndex, Pillar::Choice pillar=Pillar::LastRelevantDate, Date customPillarDate=Date())
RateHelper interface
Real	impliedQuote () const override
void	setTermStructure (YieldTermStructure *) override

Visitability
void	accept (AcyclicVisitor &) override

Detailed Description

Rate helper for bootstrapping over FRA rates