brlcdiratehelper.hpp File Reference

Rate helper based on standard BRL CDI swap. More...

#include <ql/termstructures/yield/ratehelpers.hpp>
#include <qle/indexes/ibor/brlcdi.hpp>
#include <qle/instruments/brlcdiswap.hpp>

Go to the source code of this file.

Classes
class	BRLCdiRateHelper
class	DatedBRLCdiRateHelper

Namespaces
namespace	QuantExt

Detailed Description

Rate helper based on standard BRL CDI swap.

Definition in file brlcdiratehelper.hpp.