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Reference manual - version qle_version
Classes
tenorbasisswaphelper.hpp File Reference

Single currency tenor basis swap helper. More...

#include <ql/termstructures/yield/ratehelpers.hpp>
#include <qle/instruments/tenorbasisswap.hpp>

Classes

class  TenorBasisSwapHelper
 Rate helper for bootstrapping using Libor tenor basis swaps. More...
 

Detailed Description

Single currency tenor basis swap helper.