immfraratehelper.hpp File Reference

IMM FRA rate helper. More...

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

Classes
class	ImmFraRateHelper

Typedefs
typedef RelativeDateBootstrapHelper< YieldTermStructure >	RelativeDateRateHelper

Functions
Date	getImmDate (Date asof, Size i)

Detailed Description

IMM FRA rate helper.